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

Performance

HDIQ.L vs. QDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.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

HDIQ.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 HDIQ.L having a 14.23% return and QDIV.L slightly higher at 14.49%. Both investments have delivered pretty close results over the past 10 years, with HDIQ.L having a 10.57% annualized return and QDIV.L not far ahead at 10.90%.


HDIQ.L

1D
0.51%
1M
-0.38%
6M
11.03%
YTD
14.23%
1Y
25.66%
3Y*
16.96%
5Y*
12.51%
10Y*
10.57%

QDIV.L

1D
0.97%
1M
-0.39%
6M
10.94%
YTD
14.49%
1Y
25.35%
3Y*
16.92%
5Y*
12.45%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
14.23%8.74%17.34%8.04%4.90%23.47%-3.34%17.58%-0.65%6.76%
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
14.49%8.35%17.37%8.59%4.92%22.97%-2.86%16.74%1.87%8.30%

Correlation

The correlation between HDIQ.L and QDIV.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.92

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.91

The correlation between HDIQ.L and QDIV.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

HDIQ.L
HDIQ.L Risk / Return Rank: 9292
Overall Rank
HDIQ.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HDIQ.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
HDIQ.L Omega Ratio Rank: 9191
Omega Ratio Rank
HDIQ.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HDIQ.L Martin Ratio Rank: 9292
Martin Ratio Rank

QDIV.L
QDIV.L Risk / Return Rank: 8585
Overall Rank
QDIV.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
QDIV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
QDIV.L Omega Ratio Rank: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.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.


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

+0.36

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.47

1.39

+0.08

Calmar ratioReturn relative to maximum drawdown

5.05

4.61

+0.43

Martin ratioReturn relative to average drawdown

17.24

15.43

+1.82

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

The current HDIQ.L Sharpe Ratio is 2.52, which is comparable to the QDIV.L Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HDIQ.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

HDIQ.L vs. QDIV.L - Drawdown Comparison

The maximum HDIQ.L drawdown since its inception was -41.26%, 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 HDIQ.L and QDIV.L.


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Drawdown Indicators


HDIQ.LQDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.26%

-25.30%

-15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-5.47%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-19.21%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-19.21%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-25.30%

+0.84%

Current Drawdown

Current decline from peak

-1.51%

-1.71%

+0.20%

Average Drawdown

Average peak-to-trough decline

-8.60%

-3.65%

-4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.64%

-0.16%

Volatility

HDIQ.L vs. QDIV.L - Volatility Comparison

The current volatility for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) is 2.86%, while iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) has a volatility of 3.46%. This indicates that HDIQ.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


HDIQ.LQDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

3.46%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

9.33%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.22%

11.71%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

14.28%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

15.46%

-1.21%

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

Both HDIQ.L and QDIV.L have an expense ratio of 0.35%.


Dividends

HDIQ.L vs. QDIV.L - Dividend Comparison

HDIQ.L's dividend yield for the trailing twelve months is around 1.51%, which matches QDIV.L's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.51%1.69%1.90%2.05%2.28%2.04%2.71%2.43%0.00%1.13%2.13%2.40%
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.50%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


HDIQ.L and QDIV.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HDIQ.L and QDIV.L have the same expense ratio: 0.35% per year.

HDIQ.L is categorized as U.S. Equity Income, while QDIV.L is Dividend. HDIQ.L tracks MSCI USA High Dividend Yield Advanced Select Index, while QDIV.L tracks MSCI USA High Dividend Yield Advanced Select Index USD.

Portfolio Optimizer

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