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IOO vs. IWQU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IOO vs. IWQU.L

Last updated Jun 5, 2026

IOO (iShares Global 100 ETF) and IWQU.L (iShares MSCI World Quality Factor UCITS) are both Global Equities funds from iShares - IOO tracks the S&P Global 100 Index (Net) while IWQU.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IOO returned 16.67%/yr vs 12.42%/yr for IWQU.L. A 0.57 correlation means they provide meaningful diversification when combined. IOO charges 0.40%/yr vs 0.30%/yr for IWQU.L.

Performance

IOO vs. IWQU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and iShares MSCI World Quality Factor UCITS (IWQU.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, IOO achieves a 12.77% return, which is significantly higher than IWQU.L's 8.47% return. Over the past 10 years, IOO has outperformed IWQU.L with an annualized return of 16.67%, while IWQU.L has yielded a comparatively lower 12.42% annualized return.

IOO

1D
0.45%
1M
4.62%
YTD
12.77%
6M
13.23%
1Y
38.40%
3Y*
25.74%
5Y*
16.78%
10Y*
16.67%

IWQU.L

1D
0.85%
1M
3.60%
YTD
8.47%
6M
9.78%
1Y
20.99%
3Y*
18.41%
5Y*
10.34%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. IWQU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF		12.77%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
IWQU.L
iShares MSCI World Quality Factor UCITS		8.47%15.28%17.38%25.66%-19.26%23.70%14.95%29.64%-7.53%23.57%

Correlation

The correlation between IOO and IWQU.L is 0.63, 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

0.63

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

0.71

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

0.67

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

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.57

The correlation between IOO and IWQU.L shifts across timeframes, from 0.57 (all time) to 0.71 (3 years), reflecting how their relationship changes across market environments.

IOO vs. IWQU.L - Sectors Allocation Comparison

Sectors
IOO
IWQU.L

Technology

46.2%
31.6%

Communication Services

11.0%
8.6%

Financial Services

9.1%
13.9%

Consumer Cyclical

8.4%
8.9%

Healthcare

8.4%
9.4%

Consumer Defensive

5.6%
5.1%

Industrials

4.8%
10.6%

Energy

3.6%
4.2%

Basic Materials

1.7%
3.2%

Utilities

0.5%
2.5%

Real Estate

0.2%
1.7%

Technology

IOO
46.2%
IWQU.L
31.6%

Communication Services

IOO
11.0%
IWQU.L
8.6%

Financial Services

IOO
9.1%
IWQU.L
13.9%

Consumer Cyclical

IOO
8.4%
IWQU.L
8.9%

Healthcare

IOO
8.4%
IWQU.L
9.4%

Consumer Defensive

IOO
5.6%
IWQU.L
5.1%

Industrials

IOO
4.8%
IWQU.L
10.6%

Energy

IOO
3.6%
IWQU.L
4.2%

Basic Materials

IOO
1.7%
IWQU.L
3.2%

Utilities

IOO
0.5%
IWQU.L
2.5%

Real Estate

IOO
0.2%
IWQU.L
1.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Global 100 ETF

iShares MSCI World Quality Factor UCITS

Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT
Often compared with IWQU.L:
IWQU.L vs. IWDA.ASIWQU.L vs. XDEQ.LIWQU.L vs. VOOIWQU.L vs. IWVL.LIWQU.L vs. IWMO.MIIWQU.L vs. VTIWQU.L vs. IWVG.L

Return for Risk

IOO vs. IWQU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOO
IOO Risk / Return Rank: 8484
Overall Rank
IOO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8787
Sortino Ratio Rank
IOO Omega Ratio Rank: 8484
Omega Ratio Rank
IOO Calmar Ratio Rank: 7878
Calmar Ratio Rank
IOO Martin Ratio Rank: 8686
Martin Ratio Rank
IWQU.L
IWQU.L Risk / Return Rank: 5656
Overall Rank
IWQU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IWQU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IWQU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IWQU.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWQU.L Martin Ratio Rank: 5858
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.

IOO vs. IWQU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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.

IOOIWQU.LDifference
Sharpe ratioReturn per unit of total volatility
2.85
1.83

+1.02

Sortino ratioReturn per unit of downside risk
3.86
2.83

+1.04

Omega ratioGain probability vs. loss probability

1.51

1.33

+0.17

Calmar ratioReturn relative to maximum drawdown

3.88

2.45

+1.43

Martin ratioReturn relative to average drawdown

18.01

10.14

+7.87

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

IOO vs. IWQU.L - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.85, which is higher than the IWQU.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IOO and IWQU.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

IOOIWQU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

1.83

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.67

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.80

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.79

-0.40

Drawdowns

IOO vs. IWQU.L - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, 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 IOO and IWQU.L.

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Drawdown Indicators

IOOIWQU.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-33.05%

-22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-8.53%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-16.09%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-27.70%

+4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-33.05%

+1.62%

Current Drawdown

Current decline from peak

-0.88%

0.00%

-0.88%

Average Drawdown

Average peak-to-trough decline

-11.27%

-4.69%

-6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.07%

+0.07%

Volatility

IOO vs. IWQU.L - Volatility Comparison

iShares Global 100 ETF (IOO) has a higher volatility of 3.70% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 3.18%. This indicates that IOO'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.

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Volatility by Period

IOOIWQU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

3.18%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

8.91%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

11.45%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

15.42%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

15.81%

+1.96%

IOO vs. IWQU.L - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.

Dividends

IOO vs. IWQU.L - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.81%, while IWQU.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF		0.81%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
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%

Frequently Asked Questions

IOO and IWQU.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWQU.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWQU.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IOO.

IOO tracks S&P Global 100 Index (Net), while IWQU.L tracks MSCI ACWI NR USD. Their fees differ too: 0.40% for IOO and 0.30% for IWQU.L.

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