ISCAX vs. IWQU.L
Compare and contrast key facts about Federated Hermes International Small-Mid Company Fund (ISCAX) and iShares MSCI World Quality Factor UCITS (IWQU.L).
ISCAX is managed by Federated. It was launched on Feb 27, 1996. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISCAX or IWQU.L.
Key characteristics
| ISCAX | IWQU.L | |
|---|---|---|
| YTD Return | 7.65% | 19.73% |
| 1Y Return | 15.17% | 26.96% |
| 3Y Return (Ann) | -6.45% | 6.67% |
| 5Y Return (Ann) | 2.79% | 12.44% |
| 10Y Return (Ann) | 0.23% | 10.63% |
| Sharpe Ratio | 1.17 | 2.43 |
| Sortino Ratio | 1.65 | 3.45 |
| Omega Ratio | 1.21 | 1.45 |
| Calmar Ratio | 0.39 | 3.67 |
| Martin Ratio | 6.05 | 14.05 |
| Ulcer Index | 2.53% | 1.99% |
| Daily Std Dev | 13.10% | 11.45% |
| Max Drawdown | -71.36% | -33.05% |
| Current Drawdown | -29.35% | -1.20% |
Correlation
The correlation between ISCAX and IWQU.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ISCAX vs. IWQU.L - Performance Comparison
In the year-to-date period, ISCAX achieves a 7.65% return, which is significantly lower than IWQU.L's 19.73% return. Over the past 10 years, ISCAX has underperformed IWQU.L with an annualized return of 0.23%, while IWQU.L has yielded a comparatively higher 10.63% annualized 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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ISCAX vs. IWQU.L - Expense Ratio Comparison
ISCAX has a 1.24% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Risk-Adjusted Performance
ISCAX vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Small-Mid Company Fund (ISCAX) 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
ISCAX vs. IWQU.L - Dividend Comparison
ISCAX's dividend yield for the trailing twelve months is around 0.78%, while IWQU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCAX Federated Hermes International Small-Mid Company Fund | 0.78% | 0.84% | 0.80% | 0.39% | 0.00% | 0.20% | 1.16% | 0.00% | 0.00% | 0.45% | 0.00% | 0.05% |
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% |
Drawdowns
ISCAX vs. IWQU.L - Drawdown Comparison
The maximum ISCAX drawdown since its inception was -71.36%, 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 ISCAX and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
ISCAX vs. IWQU.L - Volatility Comparison
Federated Hermes International Small-Mid Company Fund (ISCAX) has a higher volatility of 3.67% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.82%. This indicates that ISCAX'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.