IWFQ.L vs. GGRA.L
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWFQ.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L).
IWFQ.L and GGRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWFQ.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. GGRA.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jan 31, 2024. Both IWFQ.L and GGRA.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
IWFQ.L vs. GGRA.L - Performance Comparison
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IWFQ.L vs. GGRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWFQ.L iShares MSCI World Quality Factor UCITS | -0.25% | 7.40% | 18.93% | 19.15% | -9.55% | 25.17% | 10.93% | 25.86% | -2.34% | 12.47% |
GGRA.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | -1.85% | 7.92% | 10.84% | 12.48% | -3.38% | 20.53% | 13.05% | 29.83% | -5.91% | 17.91% |
Different Trading Currencies
IWFQ.L is traded in GBp, while GGRA.L is traded in USD. To make them comparable, the GGRA.L 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 -0.25% return, which is significantly higher than GGRA.L's -1.85% return.
IWFQ.L
- 1D
- 1.75%
- 1M
- -4.07%
- YTD
- -0.25%
- 6M
- 3.38%
- 1Y
- 12.81%
- 3Y*
- 13.39%
- 5Y*
- 10.52%
- 10Y*
- 12.21%
GGRA.L
- 1D
- 2.51%
- 1M
- -4.40%
- YTD
- -1.85%
- 6M
- 1.85%
- 1Y
- 9.21%
- 3Y*
- 8.44%
- 5Y*
- 8.47%
- 10Y*
- —
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IWFQ.L vs. GGRA.L - Expense Ratio Comparison
IWFQ.L has a 0.30% expense ratio, which is lower than GGRA.L's 0.38% expense ratio.
Return for Risk
IWFQ.L vs. GGRA.L — Risk / Return Rank
IWFQ.L
GGRA.L
IWFQ.L vs. GGRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWFQ.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.
| IWFQ.L | GGRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.67 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.01 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.19 | +0.64 |
Martin ratioReturn relative to average drawdown | 7.15 | 4.51 | +2.63 |
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 | GGRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.67 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.64 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.81 | +0.02 |
Correlation
The correlation between IWFQ.L and GGRA.L is 0.85, 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
IWFQ.L vs. GGRA.L - Dividend Comparison
Neither IWFQ.L nor GGRA.L has paid dividends to shareholders.
Drawdowns
IWFQ.L vs. GGRA.L - Drawdown Comparison
The maximum IWFQ.L drawdown since its inception was -23.91%, which is greater than GGRA.L's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for IWFQ.L and GGRA.L.
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Drawdown Indicators
| IWFQ.L | GGRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.91% | -30.94% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -10.23% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -17.96% | -24.35% | +6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -23.91% | — | — |
Current DrawdownCurrent decline from peak | -4.30% | -7.08% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -4.33% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.52% | -0.73% |
Volatility
IWFQ.L vs. GGRA.L - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWFQ.L) is 4.18%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a volatility of 5.57%. This indicates that IWFQ.L experiences smaller price fluctuations and is considered to be less risky than GGRA.L 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 | GGRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 5.57% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.70% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.66% | 13.78% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 13.26% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 14.62% | -0.25% |