HDIQ.L vs. WQDS.L
HDIQ.L (iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - HDIQ.L is a Dividend fund tracking the iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist), while WQDS.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, HDIQ.L returned 12.28%/yr vs 12.69%/yr for WQDS.L. Their correlation of 0.90 suggests significant overlap in exposure. HDIQ.L charges 0.35%/yr vs 0.38%/yr for WQDS.L.
Performance
HDIQ.L vs. WQDS.L - Performance Comparison
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Returns By Period
In the year-to-date period, HDIQ.L achieves a 13.03% return, which is significantly lower than WQDS.L's 15.20% return.
HDIQ.L
- 1D
- -0.54%
- 1M
- -1.79%
- 6M
- 11.38%
- YTD
- 13.03%
- 1Y
- 22.75%
- 3Y*
- 16.55%
- 5Y*
- 12.28%
- 10Y*
- 10.45%
WQDS.L
- 1D
- -1.09%
- 1M
- -0.53%
- 6M
- 13.28%
- YTD
- 15.20%
- 1Y
- 28.06%
- 3Y*
- 17.31%
- 5Y*
- 12.69%
- 10Y*
- —
HDIQ.L vs. WQDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 13.03% | 8.74% | 17.34% | 8.04% | 4.90% | 23.47% | -3.34% | 17.58% | -0.65% | 3.14% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 15.20% | 15.54% | 11.68% | 10.80% | 4.05% | 17.47% | -3.37% | 18.77% | -5.32% | -20.48% |
Correlation
The correlation between HDIQ.L and WQDS.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.90 |
The correlation between HDIQ.L and WQDS.L shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HDIQ.L vs. WQDS.L — Risk / Return Rank
HDIQ.L
WQDS.L
HDIQ.L vs. WQDS.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 World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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.L | WQDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.49 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 4.14 | +0.65 |
| Martin ratioReturn relative to average drawdown | 16.29 | 15.36 | +0.93 |
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Drawdowns
HDIQ.L vs. WQDS.L - Drawdown Comparison
The maximum HDIQ.L drawdown since its inception was -41.26%, which is greater than WQDS.L's maximum drawdown of -30.62%. Use the drawdown chart below to compare losses from any high point for HDIQ.L and WQDS.L.
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Drawdown Indicators
| HDIQ.L | WQDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.26% | -30.62% | -10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -6.75% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -18.80% | -14.93% | -3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -14.93% | -3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -24.46% | — | — |
Current DrawdownCurrent decline from peak | -2.55% | -1.36% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -8.99% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.82% | -0.33% |
Volatility
HDIQ.L vs. WQDS.L - Volatility Comparison
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) have volatilities of 2.84% and 2.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDIQ.L | WQDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 2.80% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 8.17% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 10.50% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.05% | 11.60% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 14.96% | -0.71% |
HDIQ.L vs. WQDS.L - Expense Ratio Comparison
HDIQ.L has a 0.35% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.
Dividends
HDIQ.L vs. WQDS.L - Dividend Comparison
HDIQ.L's dividend yield for the trailing twelve months is around 1.53%, less than WQDS.L's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 1.53% | 1.69% | 1.90% | 2.05% | 2.28% | 2.04% | 2.71% | 2.43% | 0.00% | 1.13% | 2.13% | 2.40% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.15% | 2.34% | 2.56% | 2.86% | 2.97% | 2.70% | 3.03% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HDIQ.L and WQDS.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HDIQ.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HDIQ.L is cheaper with a 0.35% expense ratio, compared with 0.38% for WQDS.L.
HDIQ.L is categorized as Dividend, while WQDS.L is Global Equities. HDIQ.L tracks iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist), while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.35% for HDIQ.L and 0.38% for WQDS.L.
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