BOO.L vs. IWFQ.L
Compare and contrast key facts about Boohoo.com plc (BOO.L) and iShares MSCI World Quality Factor UCITS (IWFQ.L).
IWFQ.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOO.L or IWFQ.L.
Key characteristics
| BOO.L | IWFQ.L | |
|---|---|---|
| YTD Return | -11.68% | 12.46% |
| 1Y Return | -12.51% | 28.06% |
| 3Y Return (Ann) | -51.63% | 12.54% |
| 5Y Return (Ann) | -31.53% | 12.82% |
| Sharpe Ratio | -0.42 | 2.36 |
| Daily Std Dev | 42.66% | 11.11% |
| Max Drawdown | -92.93% | -23.91% |
| Current Drawdown | -91.27% | 0.00% |
Correlation
The correlation between BOO.L and IWFQ.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BOO.L vs. IWFQ.L - Performance Comparison
In the year-to-date period, BOO.L achieves a -11.68% return, which is significantly lower than IWFQ.L's 12.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BOO.L vs. IWFQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boohoo.com plc (BOO.L) and iShares MSCI World Quality Factor UCITS (IWFQ.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BOO.L vs. IWFQ.L - Dividend Comparison
Neither BOO.L nor IWFQ.L has paid dividends to shareholders.
Drawdowns
BOO.L vs. IWFQ.L - Drawdown Comparison
The maximum BOO.L drawdown since its inception was -92.93%, which is greater than IWFQ.L's maximum drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for BOO.L and IWFQ.L. For additional features, visit the drawdowns tool.
Volatility
BOO.L vs. IWFQ.L - Volatility Comparison
Boohoo.com plc (BOO.L) has a higher volatility of 7.44% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 4.68%. This indicates that BOO.L's price experiences larger fluctuations and is considered to be riskier than IWFQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.