INTL.L vs. IWQU.L
Compare and contrast key facts about WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and iShares MSCI World Quality Factor UCITS (IWQU.L).
INTL.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. INTL.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 30, 2018. 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 INTL.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: INTL.L or IWQU.L.
Performance
INTL.L vs. IWQU.L - Performance Comparison
Returns By Period
In the year-to-date period, INTL.L achieves a 5.40% return, which is significantly lower than IWQU.L's 17.69% return.
INTL.L
5.40%
5.16%
3.93%
17.82%
16.55%
N/A
IWQU.L
17.69%
-1.87%
5.69%
25.72%
12.04%
10.40%
Key characteristics
| INTL.L | IWQU.L | |
|---|---|---|
| Sharpe Ratio | 0.76 | 2.16 |
| Sortino Ratio | 1.16 | 3.06 |
| Omega Ratio | 1.14 | 1.40 |
| Calmar Ratio | 0.90 | 3.29 |
| Martin Ratio | 2.39 | 12.56 |
| Ulcer Index | 6.86% | 1.99% |
| Daily Std Dev | 21.57% | 11.58% |
| Max Drawdown | -37.71% | -33.05% |
| Current Drawdown | -3.16% | -2.88% |
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INTL.L vs. IWQU.L - Expense Ratio Comparison
INTL.L has a 0.40% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Correlation
The correlation between INTL.L and IWQU.L is 0.78, 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.
Risk-Adjusted Performance
INTL.L vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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
INTL.L vs. IWQU.L - Dividend Comparison
Neither INTL.L nor IWQU.L has paid dividends to shareholders.
Drawdowns
INTL.L vs. IWQU.L - Drawdown Comparison
The maximum INTL.L drawdown since its inception was -37.71%, 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 INTL.L and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
INTL.L vs. IWQU.L - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 6.93% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 3.23%. This indicates that INTL.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.