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

IWFQ.L vs. PSRW.L

Last updated Jun 9, 2026

IWFQ.L (iShares MSCI World Quality Factor UCITS) and PSRW.L (Invesco FTSE RAFI All World 3000 UCITS ETF) are both Global Equities funds - IWFQ.L tracks the MSCI ACWI NR USD while PSRW.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IWFQ.L returned 13.11%/yr vs 12.89%/yr for PSRW.L. Their correlation of 0.86 suggests significant overlap in exposure. IWFQ.L charges 0.30%/yr vs 0.39%/yr for PSRW.L.

Performance

IWFQ.L vs. PSRW.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWFQ.L achieves a 8.04% return, which is significantly lower than PSRW.L's 14.09% return. Both investments have delivered pretty close results over the past 10 years, with IWFQ.L having a 13.11% annualized return and PSRW.L not far behind at 12.89%.

IWFQ.L

1D
-0.16%
1M
2.84%
YTD
8.04%
6M
8.42%
1Y
20.82%
3Y*
15.56%
5Y*
11.23%
10Y*
13.11%

PSRW.L

1D
-0.50%
1M
2.55%
YTD
14.09%
6M
15.24%
1Y
34.11%
3Y*
18.66%
5Y*
13.16%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IWFQ.L
iShares MSCI World Quality Factor UCITS		8.04%7.40%18.93%19.15%-9.55%25.17%10.93%25.86%-2.34%12.47%
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		14.09%19.97%12.95%10.09%2.42%22.39%2.67%17.83%-7.86%9.35%

Correlation

The correlation between IWFQ.L and PSRW.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.76

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.86

The correlation between IWFQ.L and PSRW.L has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.

IWFQ.L vs. PSRW.L - Sectors Allocation Comparison

Sectors
IWFQ.L
PSRW.L

Technology

32.2%
19.9%

Financial Services

14.1%
18.5%

Industrials

9.8%
9.8%

Healthcare

9.4%
8.8%

Communication Services

9.1%
7.5%

Consumer Cyclical

8.8%
8.7%

Consumer Defensive

5.1%
5.6%

Energy

4.2%
9.0%

Basic Materials

3.3%
6.8%

Utilities

2.5%
3.5%

Real Estate

1.7%
1.8%

Technology

IWFQ.L
32.2%
PSRW.L
19.9%

Financial Services

IWFQ.L
14.1%
PSRW.L
18.5%

Industrials

IWFQ.L
9.8%
PSRW.L
9.8%

Healthcare

IWFQ.L
9.4%
PSRW.L
8.8%

Communication Services

IWFQ.L
9.1%
PSRW.L
7.5%

Consumer Cyclical

IWFQ.L
8.8%
PSRW.L
8.7%

Consumer Defensive

IWFQ.L
5.1%
PSRW.L
5.6%

Energy

IWFQ.L
4.2%
PSRW.L
9.0%

Basic Materials

IWFQ.L
3.3%
PSRW.L
6.8%

Utilities

IWFQ.L
2.5%
PSRW.L
3.5%

Real Estate

IWFQ.L
1.7%
PSRW.L
1.8%

Compare stocks, funds, or ETFs

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iShares MSCI World Quality Factor UCITS

Invesco FTSE RAFI All World 3000 UCITS ETF

Often compared with IWFQ.L:
IWFQ.L vs. IUQF.LIWFQ.L vs. SWDA.LIWFQ.L vs. GGRA.LIWFQ.L vs. GERD.DEIWFQ.L vs. URTHIWFQ.L vs. GOGB.LIWFQ.L vs. MWMIX
Often compared with PSRW.L:
PSRW.L vs. ACWIPSRW.L vs. VWRL.LPSRW.L vs. LDCU.LPSRW.L vs. EXUS.LPSRW.L vs. XDEQ.LPSRW.L vs. VTPSRW.L vs. ^GSPC

Return for Risk

IWFQ.L vs. PSRW.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: 7373
Overall Rank
IWFQ.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IWFQ.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWFQ.L Omega Ratio Rank: 7676
Omega Ratio Rank
IWFQ.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IWFQ.L Martin Ratio Rank: 7373
Martin Ratio Rank
PSRW.L
PSRW.L Risk / Return Rank: 9393
Overall Rank
PSRW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSRW.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
PSRW.L Omega Ratio Rank: 9595
Omega Ratio Rank
PSRW.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSRW.L Martin Ratio Rank: 9191
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. PSRW.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.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.LPSRW.LDifference
Sharpe ratioReturn per unit of total volatility
2.13
3.56

-1.43

Sortino ratioReturn per unit of downside risk
3.03
4.73

-1.71

Omega ratioGain probability vs. loss probability

1.40

1.67

-0.27

Calmar ratioReturn relative to maximum drawdown

2.96

5.15

-2.19

Martin ratioReturn relative to average drawdown

12.47

19.85

-7.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IWFQ.L Sharpe Ratio is 2.13, which is lower than the PSRW.L Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of IWFQ.L and PSRW.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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Sharpe Ratios by Period

IWFQ.LPSRW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

3.56

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

1.08

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.90

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.09

+0.33

Drawdowns

IWFQ.L vs. PSRW.L - Drawdown Comparison

The maximum IWFQ.L drawdown since its inception was -40.49%, smaller than the maximum PSRW.L drawdown of -78.62%. Use the drawdown chart below to compare losses from any high point for IWFQ.L and PSRW.L.

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Drawdown Indicators

IWFQ.LPSRW.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.49%

-78.62%

+38.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-6.59%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

-14.23%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-14.23%

-5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-23.91%

-29.05%

+5.14%

Current Drawdown

Current decline from peak

-0.60%

-1.41%

+0.81%

Average Drawdown

Average peak-to-trough decline

-8.99%

-27.74%

+18.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.71%

-0.04%

Volatility

IWFQ.L vs. PSRW.L - Volatility Comparison

The current volatility for iShares MSCI World Quality Factor UCITS (IWFQ.L) is 2.35%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) has a volatility of 2.65%. This indicates that IWFQ.L experiences smaller price fluctuations and is considered to be less risky than PSRW.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.LPSRW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

2.65%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

7.22%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

9.56%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

12.17%

+7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

14.38%

+2.95%

IWFQ.L vs. PSRW.L - Expense Ratio Comparison

IWFQ.L has a 0.30% expense ratio, which is lower than PSRW.L's 0.39% expense ratio.

Dividends

IWFQ.L vs. PSRW.L - Dividend Comparison

IWFQ.L has not paid dividends to shareholders, while PSRW.L's dividend yield for the trailing twelve months is around 1.77%.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		1.77%2.00%2.29%2.46%2.58%1.96%1.99%2.45%2.52%2.03%1.93%2.00%

Frequently Asked Questions

IWFQ.L and PSRW.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWFQ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWFQ.L is cheaper with a 0.30% expense ratio, compared with 0.39% for PSRW.L.

IWFQ.L tracks MSCI ACWI NR USD, while PSRW.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for IWFQ.L and 0.39% for PSRW.L.

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