IQQI.DE vs. WENS.L

Last updated Jun 5, 2026

IQQI.DE (iShares Global Infrastructure UCITS ETF) and WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - IQQI.DE is a Global Equities fund tracking the FTSE Global Core Infrastructure Index, while WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. IQQI.DE charges 0.65%/yr vs 0.25%/yr for WENS.L.

Performance

IQQI.DE vs. WENS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Infrastructure UCITS ETF (IQQI.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IQQI.DE is traded in EUR, while WENS.L is traded in GBP. To make them comparable, the WENS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

IQQI.DE

• 1D: -1.37%
• 1M: -1.18%
• YTD: 10.36%
• 6M: 9.16%
• 1Y: 13.12%
• 3Y*: 8.46%
• 5Y*: 6.76%
• 10Y*: 6.89%

WENS.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

IQQI.DE vs. WENS.L — Risk / Return Rank

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

IQQI.DE

IQQI.DE Risk / Return Rank: 38
IQQI.DE Sharpe Ratio Rank: 33
IQQI.DE Sortino Ratio Rank: 34
IQQI.DE Omega Ratio Rank: 30
IQQI.DE Calmar Ratio Rank: 52
IQQI.DE Martin Ratio Rank: 39

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.

IQQI.DE vs. WENS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF (IQQI.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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.

	IQQI.DE	WENS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.17	—	—
Sortino ratio: Return per unit of downside risk	1.75	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	2.55	—	—
Martin ratio: Return relative to average drawdown	6.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IQQI.DE	WENS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	—	—

Drawdowns

Drawdown Indicators

	IQQI.DE	WENS.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.25%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-4.81%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.76%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.15%	—	—
Current Drawdown Current decline from peak	-3.21%	—	—
Average Drawdown Average peak-to-trough decline	-11.06%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	—	—

Volatility

Volatility by Period

	IQQI.DE	WENS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.48%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.70%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.23%	—	—

IQQI.DE vs. WENS.L - Expense Ratio Comparison

IQQI.DE has a 0.65% expense ratio, which is higher than WENS.L's 0.25% expense ratio.

Dividends

IQQI.DE vs. WENS.L - Dividend Comparison

IQQI.DE's dividend yield for the trailing twelve months is around 2.09%, while WENS.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQQI.DE iShares Global Infrastructure UCITS ETF	2.09%	2.30%	2.28%	2.42%	2.14%	1.85%	2.25%	2.05%	2.30%	2.76%	2.64%	3.14%
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist)	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

Which ETF is better, IQQI.DE or WENS.L?

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

Which ETF is cheaper, IQQI.DE or WENS.L?

WENS.L is cheaper with a 0.25% expense ratio, compared with 0.65% for IQQI.DE.

What is the main difference between IQQI.DE and WENS.L?

IQQI.DE is categorized as Global Equities, while WENS.L is Energy Equities. IQQI.DE tracks FTSE Global Core Infrastructure Index, while WENS.L tracks MSCI World/Energy NR USD. Their fees differ too: 0.65% for IQQI.DE and 0.25% for WENS.L.