DSTX vs. IWQU.L
Compare and contrast key facts about Distillate International Fundamental Stability & Value ETF (DSTX) and iShares MSCI World Quality Factor UCITS (IWQU.L).
DSTX and IWQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTX is a passively managed fund by Distillate Capital that tracks the performance of the Distillate Fundamental Stability & Value Index. It was launched on Dec 14, 2020. IWQU.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. Both DSTX and IWQU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSTX or IWQU.L.
Key characteristics
| DSTX | IWQU.L | |
|---|---|---|
| YTD Return | 4.59% | 18.71% |
| 1Y Return | 15.16% | 30.04% |
| 3Y Return (Ann) | 0.35% | 6.46% |
| Sharpe Ratio | 1.05 | 2.57 |
| Sortino Ratio | 1.53 | 3.63 |
| Omega Ratio | 1.19 | 1.47 |
| Calmar Ratio | 0.84 | 3.92 |
| Martin Ratio | 5.27 | 15.02 |
| Ulcer Index | 2.81% | 1.98% |
| Daily Std Dev | 14.12% | 11.55% |
| Max Drawdown | -34.02% | -33.05% |
| Current Drawdown | -6.21% | -2.04% |
Correlation
The correlation between DSTX and IWQU.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DSTX vs. IWQU.L - Performance Comparison
In the year-to-date period, DSTX achieves a 4.59% return, which is significantly lower than IWQU.L's 18.71% 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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DSTX vs. IWQU.L - Expense Ratio Comparison
DSTX has a 0.55% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Risk-Adjusted Performance
DSTX vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate International Fundamental Stability & Value ETF (DSTX) and iShares MSCI World Quality Factor UCITS (IWQU.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
DSTX vs. IWQU.L - Dividend Comparison
DSTX's dividend yield for the trailing twelve months is around 2.11%, while IWQU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.11% | 1.81% | 3.12% | 2.24% | 0.07% |
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSTX vs. IWQU.L - Drawdown Comparison
The maximum DSTX drawdown since its inception was -34.02%, roughly equal to the maximum IWQU.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for DSTX and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
DSTX vs. IWQU.L - Volatility Comparison
Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 3.28% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.80%. This indicates that DSTX's price experiences larger fluctuations and is considered to be riskier than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.