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FGBL.L vs. QDIV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGBL.L vs. QDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FGBL.L is traded in GBp, while QDIV.L is traded in USD. To make them comparable, the QDIV.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with FGBL.L having a 13.76% return and QDIV.L slightly higher at 14.09%. Over the past 10 years, FGBL.L has underperformed QDIV.L with an annualized return of 9.29%, while QDIV.L has yielded a comparatively higher 10.76% annualized return.


FGBL.L

1D
0.26%
1M
1.06%
6M
10.74%
YTD
13.76%
1Y
29.77%
3Y*
19.74%
5Y*
12.90%
10Y*
9.29%

QDIV.L

1D
-0.36%
1M
-1.65%
6M
10.87%
YTD
14.09%
1Y
23.86%
3Y*
16.38%
5Y*
12.37%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGBL.L vs. QDIV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGBL.L
First Trust Global Equity Income UCITS ETF Class A USD (Acc)
13.76%30.51%6.22%11.15%3.62%10.79%-8.84%11.01%-5.93%11.89%
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
14.09%8.35%17.37%8.59%4.92%22.97%-2.86%16.74%1.87%8.30%

Correlation

The correlation between FGBL.L and QDIV.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2015

0.65

The correlation between FGBL.L and QDIV.L shifts across timeframes, from 0.49 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FGBL.L vs. QDIV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGBL.L
FGBL.L Risk / Return Rank: 9595
Overall Rank
FGBL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FGBL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
FGBL.L Omega Ratio Rank: 9595
Omega Ratio Rank
FGBL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
FGBL.L Martin Ratio Rank: 9393
Martin Ratio Rank

QDIV.L
QDIV.L Risk / Return Rank: 8585
Overall Rank
QDIV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QDIV.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
QDIV.L Omega Ratio Rank: 8585
Omega Ratio Rank
QDIV.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
QDIV.L Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGBL.L vs. QDIV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FGBL.LQDIV.LDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.57

1.37

+0.21

Calmar ratioReturn relative to maximum drawdown

5.22

4.34

+0.88

Martin ratioReturn relative to average drawdown

18.20

14.47

+3.72

FGBL.L vs. QDIV.L - Sharpe Ratio Comparison

The current FGBL.L Sharpe Ratio is 3.18, which is higher than the QDIV.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FGBL.L and QDIV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FGBL.L vs. QDIV.L - Drawdown Comparison

The maximum FGBL.L drawdown since its inception was -40.36%, which is greater than QDIV.L's maximum drawdown of -25.30%. Use the drawdown chart below to compare losses from any high point for FGBL.L and QDIV.L.


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Drawdown Indicators


FGBL.LQDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.36%

-25.30%

-15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.68%

-5.47%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-19.21%

+6.76%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-19.21%

+6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-29.44%

-25.30%

-4.14%

Current Drawdown

Current decline from peak

-0.03%

-2.06%

+2.03%

Average Drawdown

Average peak-to-trough decline

-8.01%

-3.65%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.64%

-0.01%

Volatility

FGBL.L vs. QDIV.L - Volatility Comparison

The current volatility for First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L) is 2.11%, while iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) has a volatility of 3.45%. This indicates that FGBL.L experiences smaller price fluctuations and is considered to be less risky than QDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGBL.LQDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

3.45%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

9.34%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

11.68%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

14.27%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

15.46%

-1.54%

FGBL.L vs. QDIV.L - Expense Ratio Comparison

FGBL.L has a 0.60% expense ratio, which is higher than QDIV.L's 0.35% expense ratio.


Dividends

FGBL.L vs. QDIV.L - Dividend Comparison

FGBL.L has not paid dividends to shareholders, while QDIV.L's dividend yield for the trailing twelve months is around 1.51%.


PositionTTM20252024202320222021202020192018201720162015
FGBL.L
First Trust Global Equity Income UCITS ETF Class A USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.51%1.67%1.93%2.00%2.27%2.08%2.50%2.36%2.44%2.15%2.32%2.47%

Frequently Asked Questions


FGBL.L and QDIV.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDIV.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDIV.L is cheaper with a 0.35% expense ratio, compared with 0.60% for FGBL.L.

FGBL.L tracks Nasdaq Global High Equity Income NTR Index, while QDIV.L tracks MSCI USA High Dividend Yield Advanced Select Index USD. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for FGBL.L and 0.35% for QDIV.L.

Portfolio Optimizer

Find the right allocation for FGBL.L and QDIV.L

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