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IMV.L vs. WQDS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IMV.L vs. WQDS.L

Last updated Jun 9, 2026

IMV.L (iShares Edge MSCI Europe Min Volatility UCITS) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - IMV.L is a Europe Equities fund tracking the MSCI Europe NR EUR, 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, IMV.L returned 7.27%/yr vs 12.62%/yr for WQDS.L. A 0.75 correlation means they provide meaningful diversification when combined. IMV.L charges 0.25%/yr vs 0.38%/yr for WQDS.L.

Performance

IMV.L vs. WQDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMV.L achieves a 4.89% return, which is significantly lower than WQDS.L's 13.58% return.

IMV.L

1D
0.02%
1M
1.95%
YTD
4.89%
6M
6.62%
1Y
8.27%
3Y*
11.14%
5Y*
7.27%
10Y*
7.90%

WQDS.L

1D
-0.14%
1M
4.89%
YTD
13.58%
6M
13.81%
1Y
30.01%
3Y*
16.35%
5Y*
12.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMV.L vs. WQDS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS		4.89%17.66%6.63%8.56%-7.83%13.68%1.50%16.37%-2.91%-0.95%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		13.58%15.54%11.68%10.80%4.05%17.47%-3.37%18.77%-2.36%-19.84%

Correlation

The correlation between IMV.L and WQDS.L is 0.57, 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

0.57

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

0.61

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2017

0.75

The correlation between IMV.L and WQDS.L shifts across timeframes, from 0.57 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

IMV.L vs. WQDS.L - Sectors Allocation Comparison

Sectors
IMV.L
WQDS.L

Financial Services

17.3%
16.9%

Industrials

15.4%
11.1%

Consumer Defensive

13.9%
3.6%

Healthcare

12.4%
14.4%

Utilities

9.8%
3.1%

Communication Services

9.4%
5.4%

Energy

7.4%
4.1%

Basic Materials

5.1%
0.7%

Technology

3.5%
35.2%

Consumer Cyclical

3.4%
4.3%

Real Estate

1.5%
1.3%

Financial Services

IMV.L
17.3%
WQDS.L
16.9%

Industrials

IMV.L
15.4%
WQDS.L
11.1%

Consumer Defensive

IMV.L
13.9%
WQDS.L
3.6%

Healthcare

IMV.L
12.4%
WQDS.L
14.4%

Utilities

IMV.L
9.8%
WQDS.L
3.1%

Communication Services

IMV.L
9.4%
WQDS.L
5.4%

Energy

IMV.L
7.4%
WQDS.L
4.1%

Basic Materials

IMV.L
5.1%
WQDS.L
0.7%

Technology

IMV.L
3.5%
WQDS.L
35.2%

Consumer Cyclical

IMV.L
3.4%
WQDS.L
4.3%

Real Estate

IMV.L
1.5%
WQDS.L
1.3%

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iShares Edge MSCI Europe Min Volatility UCITS

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)

Often compared with IMV.L:
IMV.L vs. MIVO.LIMV.L vs. SPYIMV.L vs. MINV.LIMV.L vs. XDEQ.LIMV.L vs. MVUS.LIMV.L vs. UB06.LIMV.L vs. CSWG.L
Often compared with WQDS.L:
WQDS.L vs. PSRE.LWQDS.L vs. FGQD.LWQDS.L vs. VGWD.DEWQDS.L vs. TDGB.LWQDS.L vs. NQSE.DEWQDS.L vs. IS3Q.DEWQDS.L vs. UDVD.L

Return for Risk

IMV.L vs. WQDS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMV.L
IMV.L Risk / Return Rank: 2626
Overall Rank
IMV.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 2828
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 2424
Martin Ratio Rank
WQDS.L
WQDS.L Risk / Return Rank: 8989
Overall Rank
WQDS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 9090
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WQDS.L Martin Ratio Rank: 8686
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.

IMV.L vs. WQDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Min Volatility UCITS (IMV.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.

IMV.LWQDS.LDifference
Sharpe ratioReturn per unit of total volatility
0.90
2.88

-1.98

Sortino ratioReturn per unit of downside risk
1.27
4.16

-2.89

Omega ratioGain probability vs. loss probability

1.17

1.53

-0.36

Calmar ratioReturn relative to maximum drawdown

0.97

4.43

-3.46

Martin ratioReturn relative to average drawdown

2.88

16.37

-13.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMV.L vs. WQDS.L - Sharpe Ratio Comparison

The current IMV.L Sharpe Ratio is 0.90, which is lower than the WQDS.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of IMV.L and WQDS.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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Sharpe Ratios by Period

IMV.LWQDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.88

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.09

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.44

+0.09

Drawdowns

IMV.L vs. WQDS.L - Drawdown Comparison

The maximum IMV.L drawdown since its inception was -24.48%, smaller than the maximum WQDS.L drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for IMV.L and WQDS.L.

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Drawdown Indicators

IMV.LWQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.48%

-27.90%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-6.75%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-8.50%

-14.93%

+6.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-14.93%

-2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

—

—

Current Drawdown

Current decline from peak

-4.46%

-0.57%

-3.89%

Average Drawdown

Average peak-to-trough decline

-4.02%

-7.86%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.83%

+1.03%

Volatility

IMV.L vs. WQDS.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) is 2.05%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a volatility of 2.91%. This indicates that IMV.L experiences smaller price fluctuations and is considered to be less risky than WQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IMV.LWQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

2.91%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

7.74%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

9.13%

10.39%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

11.56%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.31%

15.01%

-2.70%

IMV.L vs. WQDS.L - Expense Ratio Comparison

IMV.L has a 0.25% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.

Dividends

IMV.L vs. WQDS.L - Dividend Comparison

IMV.L has not paid dividends to shareholders, while WQDS.L's dividend yield for the trailing twelve months is around 1.82%.

PositionTTM202520242023202220212020201920182017
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		1.82%2.34%2.56%2.86%2.97%2.70%3.03%3.10%3.19%0.79%

Frequently Asked Questions

IMV.L and WQDS.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMV.L is cheaper with a 0.25% expense ratio, compared with 0.38% for WQDS.L.

IMV.L is categorized as Europe Equities, while WQDS.L is Global Equities. IMV.L tracks MSCI Europe NR EUR, while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.25% for IMV.L and 0.38% for WQDS.L.

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