IUSQ.DE vs. IWFQ.L
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and IWFQ.L (iShares MSCI World Quality Factor UCITS) are both Global Equities funds from iShares - IUSQ.DE tracks the MSCI All Country World (ACWI) while IWFQ.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 12.37%/yr for IWFQ.L. Their correlation of 0.89 suggests significant overlap in exposure. IUSQ.DE charges 0.20%/yr vs 0.30%/yr for IWFQ.L.
Performance
IUSQ.DE vs. IWFQ.L - Performance Comparison
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Different Trading Currencies
IUSQ.DE is traded in EUR, while IWFQ.L is traded in GBp. To make them comparable, the IWFQ.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSQ.DE achieves a 11.73% return, which is significantly higher than IWFQ.L's 10.28% return. Both investments have delivered pretty close results over the past 10 years, with IUSQ.DE having a 12.55% annualized return and IWFQ.L not far behind at 12.37%.
IUSQ.DE
- 1D
- 1.86%
- 1M
- 0.87%
- YTD
- 11.73%
- 6M
- 13.44%
- 1Y
- 26.48%
- 3Y*
- 17.12%
- 5Y*
- 12.02%
- 10Y*
- 12.55%
IWFQ.L
- 1D
- 1.18%
- 1M
- 2.78%
- YTD
- 10.28%
- 6M
- 11.32%
- 1Y
- 21.29%
- 3Y*
- 15.02%
- 5Y*
- 11.27%
- 10Y*
- 12.37%
IUSQ.DE vs. IWFQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 11.73% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 10.28% | 1.80% | 24.66% | 21.68% | -14.21% | 33.31% | 4.90% | 33.87% | -3.54% | 8.03% |
Correlation
The correlation between IUSQ.DE and IWFQ.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.89 |
The correlation between IUSQ.DE and IWFQ.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
IUSQ.DE vs. IWFQ.L — Risk / Return Rank
IUSQ.DE
IWFQ.L
IUSQ.DE vs. IWFQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares MSCI World Quality Factor UCITS (IWFQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSQ.DE | IWFQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.36 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 3.10 | +0.87 |
| Martin ratioReturn relative to average drawdown | 16.29 | 13.11 | +3.18 |
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Drawdowns
IUSQ.DE vs. IWFQ.L - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum IWFQ.L drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and IWFQ.L.
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Drawdown Indicators
| IUSQ.DE | IWFQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -41.48% | +7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -6.51% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -20.22% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -20.22% | -1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -31.50% | -2.10% |
Current DrawdownCurrent decline from peak | -1.37% | 0.00% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -10.55% | +6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.54% | +0.04% |
Volatility
IUSQ.DE vs. IWFQ.L - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.41% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 2.28%. This indicates that IUSQ.DE's price experiences larger fluctuations and is considered to be riskier than IWFQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSQ.DE | IWFQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.28% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 7.42% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 10.46% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 19.75% | -5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 17.86% | -2.83% |
IUSQ.DE vs. IWFQ.L - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is lower than IWFQ.L's 0.30% expense ratio.
Dividends
IUSQ.DE vs. IWFQ.L - Dividend Comparison
Neither IUSQ.DE nor IWFQ.L has paid dividends to shareholders.
Frequently Asked Questions
IUSQ.DE and IWFQ.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IWFQ.L.
IUSQ.DE tracks MSCI All Country World (ACWI), while IWFQ.L tracks MSCI ACWI NR USD. Their fees differ too: 0.20% for IUSQ.DE and 0.30% for IWFQ.L.
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