IQQD.DE vs. VGWE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE).

IQQD.DE and VGWE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQD.DE is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005. VGWE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield Index. It was launched on Sep 24, 2019. Both IQQD.DE and VGWE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IQQD.DE vs. VGWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). The values are adjusted to include any dividend payments, if applicable.

IQQD.DE vs. VGWE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IQQD.DE iShares UK Dividend UCITS ETF GBP Distributing	4.46%	25.40%	15.76%	7.17%	-8.26%	29.63%	9.05%
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc	6.48%	12.81%	15.59%	7.89%	0.02%	27.83%	6.23%

Returns By Period

In the year-to-date period, IQQD.DE achieves a 4.46% return, which is significantly lower than VGWE.DE's 6.48% return.

IQQD.DE

• 1D: 1.79%
• 1M: -5.00%
• YTD: 4.46%
• 6M: 13.83%
• 1Y: 22.98%
• 3Y*: 16.63%
• 5Y*: 11.15%
• 10Y*: 5.23%

VGWE.DE

• 1D: 1.13%
• 1M: -2.90%
• YTD: 6.48%
• 6M: 11.65%
• 1Y: 16.65%
• 3Y*: 14.46%
• 5Y*: 10.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQD.DE vs. VGWE.DE - Expense Ratio Comparison

IQQD.DE has a 0.40% expense ratio, which is higher than VGWE.DE's 0.29% expense ratio.

IQQD.DE

iShares UK Dividend UCITS ETF GBP Distributing

VGWE.DE

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc

Return for Risk

IQQD.DE vs. VGWE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQD.DE

IQQD.DE Risk / Return Rank: 75
IQQD.DE Sharpe Ratio Rank: 77
IQQD.DE Sortino Ratio Rank: 71
IQQD.DE Omega Ratio Rank: 78
IQQD.DE Calmar Ratio Rank: 71
IQQD.DE Martin Ratio Rank: 75

VGWE.DE

VGWE.DE Risk / Return Rank: 68
VGWE.DE Sharpe Ratio Rank: 70
VGWE.DE Sortino Ratio Rank: 63
VGWE.DE Omega Ratio Rank: 67
VGWE.DE Calmar Ratio Rank: 64
VGWE.DE Martin Ratio Rank: 74

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.

IQQD.DE vs. VGWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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.

	IQQD.DE	VGWE.DE	Difference
Sharpe ratio Return per unit of total volatility	1.50	1.28	+0.22
Sortino ratio Return per unit of downside risk	1.90	1.65	+0.26
Omega ratio Gain probability vs. loss probability	1.32	1.26	+0.06
Calmar ratio Return relative to maximum drawdown	2.15	1.70	+0.45
Martin ratio Return relative to average drawdown	9.08	8.20	+0.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQD.DE vs. VGWE.DE - Sharpe Ratio Comparison

The current IQQD.DE Sharpe Ratio is 1.50, which is comparable to the VGWE.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IQQD.DE and VGWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IQQD.DE	VGWE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	1.28	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.94	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	1.04	-0.92

Correlation

The correlation between IQQD.DE and VGWE.DE is 0.76, 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.

Dividends

IQQD.DE vs. VGWE.DE - Dividend Comparison

IQQD.DE's dividend yield for the trailing twelve months is around 4.06%, while VGWE.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQQD.DE iShares UK Dividend UCITS ETF GBP Distributing	4.06%	4.23%	4.83%	4.64%	5.67%	4.74%	3.63%	4.83%	6.22%	4.60%	4.15%	4.17%
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc	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

IQQD.DE vs. VGWE.DE - Drawdown Comparison

The maximum IQQD.DE drawdown since its inception was -72.74%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for IQQD.DE and VGWE.DE.

Drawdown Indicators

	IQQD.DE	VGWE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-72.74%	-16.43%	-56.31%
Max Drawdown (1Y) Largest decline over 1 year	-12.35%	-12.80%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-24.10%	-16.43%	-7.67%
Max Drawdown (10Y) Largest decline over 10 years	-49.99%	—	—
Current Drawdown Current decline from peak	-5.87%	-3.31%	-2.56%
Average Drawdown Average peak-to-trough decline	-27.18%	-2.41%	-24.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.07%	+0.55%

Volatility

IQQD.DE vs. VGWE.DE - Volatility Comparison

iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) has a higher volatility of 5.49% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 3.98%. This indicates that IQQD.DE's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQQD.DE	VGWE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.49%	3.98%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	9.17%	7.10%	+2.07%
Volatility (1Y) Calculated over the trailing 1-year period	15.26%	13.01%	+2.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.15%	11.53%	+3.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.51%	12.30%	+7.21%