IWFQ.L vs. MWMIX
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWFQ.L) and VanEck Morningstar Wide Moat Fund (MWMIX).
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. MWMIX is managed by VanEck. It was launched on Nov 6, 2017.
Performance
IWFQ.L vs. MWMIX - Performance Comparison
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IWFQ.L vs. MWMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWFQ.L iShares MSCI World Quality Factor UCITS | -0.08% | 7.40% | 18.93% | 19.15% | -9.55% | 25.17% | 10.93% | 25.86% | -2.34% | -0.33% |
MWMIX VanEck Morningstar Wide Moat Fund | -5.76% | 5.10% | 12.23% | 18.94% | -3.17% | 25.29% | 10.79% | 29.72% | 4.35% | -1.46% |
Different Trading Currencies
IWFQ.L is traded in GBp, while MWMIX is traded in USD. To make them comparable, the MWMIX 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 -0.08% return, which is significantly higher than MWMIX's -5.76% return.
IWFQ.L
- 1D
- 0.17%
- 1M
- -2.65%
- YTD
- -0.08%
- 6M
- 2.78%
- 1Y
- 13.01%
- 3Y*
- 13.32%
- 5Y*
- 10.56%
- 10Y*
- 12.26%
MWMIX
- 1D
- -0.91%
- 1M
- -8.13%
- YTD
- -5.76%
- 6M
- -1.92%
- 1Y
- 8.02%
- 3Y*
- 5.85%
- 5Y*
- 7.58%
- 10Y*
- —
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IWFQ.L vs. MWMIX - Expense Ratio Comparison
IWFQ.L has a 0.30% expense ratio, which is lower than MWMIX's 0.59% expense ratio.
Return for Risk
IWFQ.L vs. MWMIX — Risk / Return Rank
IWFQ.L
MWMIX
IWFQ.L vs. MWMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWFQ.L) and VanEck Morningstar Wide Moat Fund (MWMIX). 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 | MWMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.41 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.36 | 0.72 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.10 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 0.65 | +1.86 |
Martin ratioReturn relative to average drawdown | 10.37 | 2.00 | +8.38 |
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 | MWMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.41 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.44 | +0.35 |
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 | 0.55 | +0.29 |
Correlation
The correlation between IWFQ.L and MWMIX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IWFQ.L vs. MWMIX - Dividend Comparison
IWFQ.L has not paid dividends to shareholders, while MWMIX's dividend yield for the trailing twelve months is around 13.39%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MWMIX VanEck Morningstar Wide Moat Fund | 13.39% | 12.47% | 10.34% | 0.77% | 11.44% | 13.44% | 8.22% | 10.84% | 9.48% | 0.26% |
Drawdowns
IWFQ.L vs. MWMIX - Drawdown Comparison
The maximum IWFQ.L drawdown since its inception was -23.91%, smaller than the maximum MWMIX drawdown of -25.93%. Use the drawdown chart below to compare losses from any high point for IWFQ.L and MWMIX.
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Drawdown Indicators
| IWFQ.L | MWMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.91% | -33.03% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -12.42% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -17.96% | -23.90% | +5.94% |
Max Drawdown (10Y)Largest decline over 10 years | -23.91% | — | — |
Current DrawdownCurrent decline from peak | -4.14% | -10.45% | +6.31% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -4.75% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 3.55% | -1.85% |
Volatility
IWFQ.L vs. MWMIX - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWFQ.L) is 4.04%, while VanEck Morningstar Wide Moat Fund (MWMIX) has a volatility of 4.40%. This indicates that IWFQ.L experiences smaller price fluctuations and is considered to be less risky than MWMIX 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 | MWMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.40% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 10.21% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 20.03% | -6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 17.40% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 20.05% | -5.68% |