IWDA.AS vs. IWQU.L
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and iShares MSCI World Quality Factor UCITS (IWQU.L).
IWDA.AS and IWQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWDA.AS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. 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. Both IWDA.AS and IWQU.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWDA.AS or IWQU.L.
Key characteristics
| IWDA.AS | IWQU.L | |
|---|---|---|
| YTD Return | 26.40% | 19.64% |
| 1Y Return | 32.40% | 27.49% |
| 3Y Return (Ann) | 9.83% | 6.75% |
| 5Y Return (Ann) | 13.15% | 12.43% |
| 10Y Return (Ann) | 11.85% | 10.59% |
| Sharpe Ratio | 2.98 | 2.34 |
| Sortino Ratio | 3.95 | 3.32 |
| Omega Ratio | 1.62 | 1.43 |
| Calmar Ratio | 3.95 | 3.54 |
| Martin Ratio | 19.07 | 13.54 |
| Ulcer Index | 1.69% | 1.98% |
| Daily Std Dev | 10.78% | 11.58% |
| Max Drawdown | -33.63% | -33.05% |
| Current Drawdown | -0.01% | -1.27% |
Correlation
The correlation between IWDA.AS and IWQU.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.
Performance
IWDA.AS vs. IWQU.L - Performance Comparison
In the year-to-date period, IWDA.AS achieves a 26.40% return, which is significantly higher than IWQU.L's 19.64% return. Over the past 10 years, IWDA.AS has outperformed IWQU.L with an annualized return of 11.85%, while IWQU.L has yielded a comparatively lower 10.59% 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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IWDA.AS vs. IWQU.L - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Risk-Adjusted Performance
IWDA.AS vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) 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
IWDA.AS vs. IWQU.L - Dividend Comparison
Neither IWDA.AS nor IWQU.L has paid dividends to shareholders.
Drawdowns
IWDA.AS vs. IWQU.L - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, roughly equal to the maximum IWQU.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
IWDA.AS vs. IWQU.L - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a higher volatility of 3.10% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.85%. This indicates that IWDA.AS'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.