GGRA.L vs. IWFQ.L
Compare and contrast key facts about WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) and iShares MSCI World Quality Factor UCITS (IWFQ.L).
GGRA.L and IWFQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GGRA.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jan 31, 2024. 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. Both GGRA.L and IWFQ.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.
Performance
GGRA.L vs. IWFQ.L - Performance Comparison
Loading graphics...
GGRA.L vs. IWFQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGRA.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | -3.44% | 16.19% | 8.94% | 18.40% | -13.65% | 19.40% | 16.48% | 34.97% | -11.18% | 29.07% |
IWFQ.L iShares MSCI World Quality Factor UCITS | -1.37% | 15.51% | 16.94% | 25.44% | -19.22% | 24.04% | 14.33% | 30.91% | -7.87% | 23.17% |
Different Trading Currencies
GGRA.L is traded in USD, while IWFQ.L is traded in GBp. To make them comparable, the IWFQ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GGRA.L achieves a -3.44% return, which is significantly lower than IWFQ.L's -1.37% return.
GGRA.L
- 1D
- 2.75%
- 1M
- -5.47%
- YTD
- -3.44%
- 6M
- 0.16%
- 1Y
- 12.02%
- 3Y*
- 11.08%
- 5Y*
- 7.56%
- 10Y*
- —
IWFQ.L
- 1D
- 2.42%
- 1M
- -4.79%
- YTD
- -1.37%
- 6M
- 2.06%
- 1Y
- 16.14%
- 3Y*
- 16.30%
- 5Y*
- 9.67%
- 10Y*
- 11.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GGRA.L vs. IWFQ.L - Expense Ratio Comparison
GGRA.L has a 0.38% expense ratio, which is higher than IWFQ.L's 0.30% expense ratio.
Return for Risk
GGRA.L vs. IWFQ.L — Risk / Return Rank
GGRA.L
IWFQ.L
GGRA.L vs. IWFQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.
| GGRA.L | IWFQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.06 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.54 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.73 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.74 | 7.10 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GGRA.L | IWFQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.06 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.63 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.67 | +0.06 |
Correlation
The correlation between GGRA.L and IWFQ.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GGRA.L vs. IWFQ.L - Dividend Comparison
Neither GGRA.L nor IWFQ.L has paid dividends to shareholders.
Drawdowns
GGRA.L vs. IWFQ.L - Drawdown Comparison
The maximum GGRA.L drawdown since its inception was -30.94%, roughly equal to the maximum IWFQ.L drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for GGRA.L and IWFQ.L.
Loading graphics...
Drawdown Indicators
| GGRA.L | IWFQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.94% | -23.91% | -7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -9.89% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.35% | -17.96% | -6.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.91% | — |
Current DrawdownCurrent decline from peak | -7.08% | -4.30% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -3.66% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.79% | +0.73% |
Volatility
GGRA.L vs. IWFQ.L - Volatility Comparison
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a higher volatility of 5.53% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 4.92%. This indicates that GGRA.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.
Loading graphics...
Volatility by Period
| GGRA.L | IWFQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 4.92% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 8.43% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 15.20% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 15.32% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 15.45% | -0.57% |