IUQD.L vs. VWRP.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).

IUQD.L and VWRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUQD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Feb 21, 2018. VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both IUQD.L and VWRP.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.

Performance

IUQD.L vs. VWRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

IUQD.L vs. VWRP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IUQD.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)	-3.18%	12.64%	22.37%	30.89%	-20.80%	27.69%	16.03%	8.56%
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating	-4.10%	22.54%	17.61%	21.74%	-18.20%	18.91%	15.71%	8.28%

Different Trading Currencies

IUQD.L is traded in USD, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUQD.L achieves a -3.18% return, which is significantly higher than VWRP.L's -3.99% return.

IUQD.L

• 1D: 2.12%
• 1M: -4.72%
• YTD: -3.18%
• 6M: -0.31%
• 1Y: 13.92%
• 3Y*: 17.27%
• 5Y*: 10.61%
• 10Y*: —

VWRP.L

• 1D: 0.69%
• 1M: -6.76%
• YTD: -3.99%
• 6M: -0.70%
• 1Y: 18.77%
• 3Y*: 16.61%
• 5Y*: 9.13%
• 10Y*: —

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

IUQD.L vs. VWRP.L - Expense Ratio Comparison

IUQD.L has a 0.20% expense ratio, which is lower than VWRP.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

VWRP.L

Vanguard FTSE All-World UCITS ETF (USD) Accumulating

IUQD.L

iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)

Return for Risk

IUQD.L vs. VWRP.L — Risk / Return Rank

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

IUQD.L

IUQD.L Risk / Return Rank: 52
IUQD.L Sharpe Ratio Rank: 48
IUQD.L Sortino Ratio Rank: 48
IUQD.L Omega Ratio Rank: 47
IUQD.L Calmar Ratio Rank: 58
IUQD.L Martin Ratio Rank: 61

VWRP.L

VWRP.L Risk / Return Rank: 66
VWRP.L Sharpe Ratio Rank: 69
VWRP.L Sortino Ratio Rank: 66
VWRP.L Omega Ratio Rank: 69
VWRP.L Calmar Ratio Rank: 59
VWRP.L Martin Ratio Rank: 65

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.

IUQD.L vs. VWRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.

	IUQD.L	VWRP.L	Difference
Sharpe ratio Return per unit of total volatility	0.92	1.32	-0.40
Sortino ratio Return per unit of downside risk	1.37	1.83	-0.46
Omega ratio Gain probability vs. loss probability	1.19	1.27	-0.08
Calmar ratio Return relative to maximum drawdown	1.63	1.61	+0.02
Martin ratio Return relative to average drawdown	6.71	7.51	-0.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUQD.L vs. VWRP.L - Sharpe Ratio Comparison

The current IUQD.L Sharpe Ratio is 0.92, which is lower than the VWRP.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IUQD.L and VWRP.L, 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

	IUQD.L	VWRP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	1.32	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.61	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.67	+0.02

Correlation

The correlation between IUQD.L and VWRP.L is 0.87, 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

IUQD.L vs. VWRP.L - Dividend Comparison

IUQD.L's dividend yield for the trailing twelve months is around 0.75%, while VWRP.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IUQD.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)	0.75%	0.73%	0.84%	1.05%	1.34%	0.95%	1.21%	1.32%	1.44%
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IUQD.L vs. VWRP.L - Drawdown Comparison

The maximum IUQD.L drawdown since its inception was -33.83%, roughly equal to the maximum VWRP.L drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for IUQD.L and VWRP.L.

Drawdown Indicators

	IUQD.L	VWRP.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.83%	-25.10%	-8.73%
Max Drawdown (1Y) Largest decline over 1 year	-11.15%	-10.19%	-0.96%
Max Drawdown (5Y) Largest decline over 5 years	-27.75%	-17.64%	-10.11%
Current Drawdown Current decline from peak	-5.54%	-6.03%	+0.49%
Average Drawdown Average peak-to-trough decline	-5.56%	-3.45%	-2.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	2.38%	-0.37%

Volatility

IUQD.L vs. VWRP.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) is 4.58%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 4.89%. This indicates that IUQD.L experiences smaller price fluctuations and is considered to be less risky than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUQD.L	VWRP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	4.89%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	8.68%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	15.04%	15.21%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	14.99%	+1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	17.00%	+0.66%