IH2O.L vs. IWQU.L
Compare and contrast key facts about iShares Global Water UCITS ETF (IH2O.L) and iShares MSCI World Quality Factor UCITS (IWQU.L).
IH2O.L 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. IH2O.L is a passively managed fund by iShares that tracks the performance of the S&P Global Water TR. It was launched on Mar 16, 2007. 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 IH2O.L 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: IH2O.L or IWQU.L.
Key characteristics
| IH2O.L | IWQU.L | |
|---|---|---|
| YTD Return | 10.17% | 19.64% |
| 1Y Return | 17.87% | 27.49% |
| 3Y Return (Ann) | 1.89% | 6.75% |
| 5Y Return (Ann) | 10.12% | 12.43% |
| 10Y Return (Ann) | 11.82% | 10.59% |
| Sharpe Ratio | 1.56 | 2.34 |
| Sortino Ratio | 2.30 | 3.32 |
| Omega Ratio | 1.27 | 1.43 |
| Calmar Ratio | 1.54 | 3.54 |
| Martin Ratio | 5.12 | 13.54 |
| Ulcer Index | 3.38% | 1.98% |
| Daily Std Dev | 11.13% | 11.58% |
| Max Drawdown | -35.40% | -33.05% |
| Current Drawdown | -2.45% | -1.27% |
Correlation
The correlation between IH2O.L and IWQU.L is 0.75, 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.
Performance
IH2O.L vs. IWQU.L - Performance Comparison
In the year-to-date period, IH2O.L achieves a 10.17% return, which is significantly lower than IWQU.L's 19.64% return. Over the past 10 years, IH2O.L has outperformed IWQU.L with an annualized return of 11.82%, while IWQU.L has yielded a comparatively lower 10.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IH2O.L vs. IWQU.L - Expense Ratio Comparison
IH2O.L has a 0.65% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Risk-Adjusted Performance
IH2O.L vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IH2O.L) 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
IH2O.L vs. IWQU.L - Dividend Comparison
IH2O.L's dividend yield for the trailing twelve months is around 2.18%, while IWQU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IH2O.L iShares Global Water UCITS ETF | 2.18% | 1.51% | 1.32% | 2.25% | 1.29% | 1.84% | 2.30% | 1.98% | 2.17% | 2.45% | 2.68% | 2.78% |
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IH2O.L vs. IWQU.L - Drawdown Comparison
The maximum IH2O.L drawdown since its inception was -35.40%, which is greater than IWQU.L's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for IH2O.L and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
IH2O.L vs. IWQU.L - Volatility Comparison
iShares Global Water UCITS ETF (IH2O.L) has a higher volatility of 3.01% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.82%. This indicates that IH2O.L'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.