IQQ0.DE vs. WQDV.L
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L).
IQQ0.DE and WQDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012. WQDV.L is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. It was launched on Jun 12, 2017. Both IQQ0.DE and WQDV.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: IQQ0.DE or WQDV.L.
Key characteristics
| IQQ0.DE | WQDV.L | |
|---|---|---|
| YTD Return | 14.49% | 12.72% |
| 1Y Return | 16.71% | 24.21% |
| 3Y Return (Ann) | 6.02% | 8.05% |
| 5Y Return (Ann) | 5.95% | 7.98% |
| Sharpe Ratio | 2.37 | 2.28 |
| Sortino Ratio | 3.34 | 3.34 |
| Omega Ratio | 1.44 | 1.41 |
| Calmar Ratio | 2.27 | 3.52 |
| Martin Ratio | 13.96 | 14.59 |
| Ulcer Index | 1.25% | 1.69% |
| Daily Std Dev | 7.38% | 10.80% |
| Max Drawdown | -28.65% | -33.13% |
| Current Drawdown | -3.48% | -4.10% |
Correlation
The correlation between IQQ0.DE and WQDV.L is 0.74, 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
IQQ0.DE vs. WQDV.L - Performance Comparison
In the year-to-date period, IQQ0.DE achieves a 14.49% return, which is significantly higher than WQDV.L's 12.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IQQ0.DE vs. WQDV.L - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is lower than WQDV.L's 0.38% expense ratio.
Risk-Adjusted Performance
IQQ0.DE vs. WQDV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.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
IQQ0.DE vs. WQDV.L - Dividend Comparison
IQQ0.DE has not paid dividends to shareholders, while WQDV.L's dividend yield for the trailing twelve months is around 2.52%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.52% | 2.78% | 2.95% | 2.75% | 2.81% | 3.01% | 3.28% | 0.77% |
Drawdowns
IQQ0.DE vs. WQDV.L - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum WQDV.L drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and WQDV.L. For additional features, visit the drawdowns tool.
Volatility
IQQ0.DE vs. WQDV.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 1.91%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a volatility of 2.51%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than WQDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.