IWFQ.L vs. EXO.AS
IWFQ.L (iShares MSCI World Quality Factor UCITS) is Global Equities fund tracking the MSCI ACWI NR USD, while EXO.AS (Exor N.V.) is a stock. Over the past 3 years, IWFQ.L returned 15.22%/yr vs -5.64%/yr for EXO.AS. At a 0.48 correlation, their price movements are largely independent.
Performance
IWFQ.L vs. EXO.AS - Performance Comparison
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Different Trading Currencies
IWFQ.L is traded in GBp, while EXO.AS is traded in EUR. To make them comparable, the EXO.AS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWFQ.L achieves a 8.70% return, which is significantly higher than EXO.AS's -9.37% return.
IWFQ.L
- 1D
- 0.95%
- 1M
- 3.22%
- YTD
- 8.70%
- 6M
- 8.62%
- 1Y
- 22.16%
- 3Y*
- 15.22%
- 5Y*
- 11.52%
- 10Y*
- 13.14%
EXO.AS
- 1D
- 0.92%
- 1M
- -2.31%
- YTD
- -9.37%
- 6M
- -10.83%
- 1Y
- -19.56%
- 3Y*
- -5.64%
- 5Y*
- —
- 10Y*
- —
IWFQ.L vs. EXO.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IWFQ.L iShares MSCI World Quality Factor UCITS | 8.70% | 7.40% | 18.93% | 19.15% | -4.78% |
EXO.AS Exor N.V. | -9.37% | -13.30% | -6.19% | 30.59% | 8.12% |
Correlation
The correlation between IWFQ.L and EXO.AS is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2022 | 0.48 |
The correlation between IWFQ.L and EXO.AS has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
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Return for Risk
IWFQ.L vs. EXO.AS — Risk / Return Rank
IWFQ.L
EXO.AS
IWFQ.L vs. EXO.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWFQ.L) and Exor N.V. (EXO.AS). 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.
| IWFQ.L | EXO.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.06 | ||
| Sortino ratioReturn per unit of downside risk | +4.18 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.88 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | -0.61 | +3.75 |
| Martin ratioReturn relative to average drawdown | 13.27 | -1.01 | +14.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWFQ.L | EXO.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | -0.80 | +3.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.05 | +0.84 |
Drawdowns
IWFQ.L vs. EXO.AS - Drawdown Comparison
The maximum IWFQ.L drawdown since its inception was -23.91%, smaller than the maximum EXO.AS drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for IWFQ.L and EXO.AS.
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Drawdown Indicators
| IWFQ.L | EXO.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.91% | -38.20% | +14.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -30.77% | +23.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -38.20% | +20.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.91% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -35.60% | +35.60% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -11.55% | +7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 18.56% | -16.89% |
Volatility
IWFQ.L vs. EXO.AS - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWFQ.L) is 2.56%, while Exor N.V. (EXO.AS) has a volatility of 5.84%. This indicates that IWFQ.L experiences smaller price fluctuations and is considered to be less risky than EXO.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWFQ.L | EXO.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 5.84% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 16.51% | -9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.75% | 23.47% | -13.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 21.83% | -8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.35% | 21.83% | -7.48% |
Dividends
IWFQ.L vs. EXO.AS - Dividend Comparison
IWFQ.L has not paid dividends to shareholders, while EXO.AS's dividend yield for the trailing twelve months is around 0.75%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EXO.AS Exor N.V. | 0.75% | 0.68% | 0.52% | 0.49% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IWFQ.L and EXO.AS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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