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IWFQ.L vs. MIST.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWFQ.L vs. MIST.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Quality Factor UCITS (IWFQ.L) and PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWFQ.L is traded in GBp, while MIST.L is traded in GBP. To make them comparable, the MIST.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 10.34% return, which is significantly higher than MIST.L's 2.23% return.


IWFQ.L

1D
-0.35%
1M
0.31%
6M
8.68%
YTD
10.34%
1Y
20.01%
3Y*
15.88%
5Y*
10.66%
10Y*
12.21%

MIST.L

1D
0.00%
1M
0.32%
6M
2.06%
YTD
2.23%
1Y
4.37%
3Y*
5.04%
5Y*
3.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFQ.L vs. MIST.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IWFQ.L
iShares MSCI World Quality Factor UCITS
10.34%7.40%18.93%19.15%-9.55%25.17%10.93%3.13%
MIST.L
PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation
2.23%4.61%5.53%5.01%-1.12%-0.36%0.63%0.28%

Correlation

The correlation between IWFQ.L and MIST.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2019

0.03

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Return for Risk

IWFQ.L vs. MIST.L — Risk / Return Rank

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

IWFQ.L
IWFQ.L Risk / Return Rank: 7878
Overall Rank
IWFQ.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IWFQ.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
IWFQ.L Omega Ratio Rank: 8080
Omega Ratio Rank
IWFQ.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWFQ.L Martin Ratio Rank: 8080
Martin Ratio Rank

MIST.L
MIST.L Risk / Return Rank: 100100
Overall Rank
MIST.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MIST.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
MIST.L Omega Ratio Rank: 9999
Omega Ratio Rank
MIST.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
MIST.L Martin Ratio Rank: 100100
Martin Ratio Rank
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.

IWFQ.L vs. MIST.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 PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.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.


IWFQ.LMIST.LDifference
Sharpe ratioReturn per unit of total volatility

-9.57

Sortino ratioReturn per unit of downside risk

-32.48

Omega ratioGain probability vs. loss probability

1.37

7.17

-5.80

Calmar ratioReturn relative to maximum drawdown

2.84

101.64

-98.80

Martin ratioReturn relative to average drawdown

12.06

493.90

-481.84

IWFQ.L vs. MIST.L - Sharpe Ratio Comparison

The current IWFQ.L Sharpe Ratio is 2.01, which is lower than the MIST.L Sharpe Ratio of 11.58. The chart below compares the historical Sharpe Ratios of IWFQ.L and MIST.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWFQ.L vs. MIST.L - Drawdown Comparison

The maximum IWFQ.L drawdown since its inception was -40.49%, which is greater than MIST.L's maximum drawdown of -3.70%. Use the drawdown chart below to compare losses from any high point for IWFQ.L and MIST.L.


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Drawdown Indicators


IWFQ.LMIST.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.49%

-3.70%

-36.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-0.04%

-6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

-0.20%

-20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-2.45%

-17.75%

Max Drawdown (10Y)

Largest decline over 10 years

-23.91%

Current Drawdown

Current decline from peak

-0.89%

0.00%

-0.89%

Average Drawdown

Average peak-to-trough decline

-8.92%

-0.38%

-8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

0.01%

+1.65%

Volatility

IWFQ.L vs. MIST.L - Volatility Comparison

iShares MSCI World Quality Factor UCITS (IWFQ.L) has a higher volatility of 2.57% compared to PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L) at 0.10%. This indicates that IWFQ.L's price experiences larger fluctuations and is considered to be riskier than MIST.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.LMIST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

0.10%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

0.28%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.91%

0.38%

+9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.21%

0.58%

+18.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

0.98%

+16.28%

Dividends

IWFQ.L vs. MIST.L - Dividend Comparison

Neither IWFQ.L nor MIST.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWFQ.L and MIST.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWFQ.L tracks MSCI ACWI NR USD, while MIST.L tracks PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation. They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

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