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

Performance

IWFQ.L vs. VAGU.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 Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.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 VAGU.L is traded in USD. To make them comparable, the VAGU.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 10.01% return, which is significantly higher than VAGU.L's 1.19% return.


IWFQ.L

1D
0.83%
1M
2.54%
YTD
10.01%
6M
10.21%
1Y
24.00%
3Y*
15.63%
5Y*
11.45%
10Y*
13.52%

VAGU.L

1D
0.19%
1M
0.62%
YTD
1.19%
6M
0.99%
1Y
4.97%
3Y*
2.73%
5Y*
1.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IWFQ.L
iShares MSCI World Quality Factor UCITS
10.01%7.40%18.93%19.15%-9.55%25.17%10.93%6.33%
VAGU.L
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating
1.19%-2.53%4.52%1.56%-2.22%-1.07%2.79%-2.47%

Correlation

The correlation between IWFQ.L and VAGU.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.27

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.16

The correlation between IWFQ.L and VAGU.L shifts across timeframes, from 0.15 (5 years) to 0.27 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IWFQ.L vs. VAGU.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: 8181
Overall Rank
IWFQ.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IWFQ.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IWFQ.L Omega Ratio Rank: 8484
Omega Ratio Rank
IWFQ.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
IWFQ.L Martin Ratio Rank: 8181
Martin Ratio Rank

VAGU.L
VAGU.L Risk / Return Rank: 3131
Overall Rank
VAGU.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VAGU.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
VAGU.L Omega Ratio Rank: 3030
Omega Ratio Rank
VAGU.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
VAGU.L Martin Ratio Rank: 2929
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. VAGU.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 Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.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.LVAGU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.46

1.14

+0.32

Calmar ratioReturn relative to maximum drawdown

3.41

0.89

+2.52

Martin ratioReturn relative to average drawdown

14.51

2.08

+12.43

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

The current IWFQ.L Sharpe Ratio is 2.43, which is higher than the VAGU.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IWFQ.L and VAGU.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. VAGU.L - Drawdown Comparison

The maximum IWFQ.L drawdown since its inception was -40.49%, which is greater than VAGU.L's maximum drawdown of -17.30%. Use the drawdown chart below to compare losses from any high point for IWFQ.L and VAGU.L.


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Drawdown Indicators


IWFQ.LVAGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.49%

-17.30%

-23.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-5.56%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.20%

-9.05%

-11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-15.69%

-4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-23.91%

Current Drawdown

Current decline from peak

0.00%

-8.37%

+8.37%

Average Drawdown

Average peak-to-trough decline

-8.98%

-9.61%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.38%

-0.73%

Volatility

IWFQ.L vs. VAGU.L - Volatility Comparison

iShares MSCI World Quality Factor UCITS (IWFQ.L) has a higher volatility of 2.63% compared to Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) at 1.43%. This indicates that IWFQ.L's price experiences larger fluctuations and is considered to be riskier than VAGU.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.LVAGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

1.43%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

4.89%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

6.36%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

8.82%

+10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

8.99%

+8.35%

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

IWFQ.L has a 0.30% expense ratio, which is higher than VAGU.L's 0.10% expense ratio.


Dividends

IWFQ.L vs. VAGU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IWFQ.L and VAGU.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGU.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGU.L is cheaper with a 0.10% expense ratio, compared with 0.30% for IWFQ.L.

IWFQ.L is categorized as Global Equities, while VAGU.L is Global Bonds. IWFQ.L tracks MSCI ACWI NR USD, while VAGU.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for IWFQ.L and 0.10% for VAGU.L.

Portfolio Optimizer

Find the right allocation for IWFQ.L and VAGU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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