IWFV.L vs. IWQU.L
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and iShares MSCI World Quality Factor UCITS (IWQU.L).
IWFV.L and IWQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWFV.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Oct 3, 2014. IWQU.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. Both IWFV.L and IWQU.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWFV.L or IWQU.L.
Key characteristics
IWFV.L | IWQU.L | |
---|---|---|
YTD Return | 3.91% | 17.37% |
1Y Return | 6.35% | 26.83% |
3Y Return (Ann) | 7.43% | 7.33% |
5Y Return (Ann) | 6.03% | 12.91% |
Sharpe Ratio | 0.58 | 2.25 |
Daily Std Dev | 10.71% | 12.31% |
Max Drawdown | -28.79% | -33.05% |
Current Drawdown | -3.48% | -1.35% |
Correlation
The correlation between IWFV.L and IWQU.L is 0.77, 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.
Performance
IWFV.L vs. IWQU.L - Performance Comparison
In the year-to-date period, IWFV.L achieves a 3.91% return, which is significantly lower than IWQU.L's 17.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWFV.L vs. IWQU.L - Expense Ratio Comparison
Both IWFV.L and IWQU.L have an expense ratio of 0.30%.
Risk-Adjusted Performance
IWFV.L vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and iShares MSCI World Quality Factor UCITS (IWQU.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.
Dividends
IWFV.L vs. IWQU.L - Dividend Comparison
Neither IWFV.L nor IWQU.L has paid dividends to shareholders.
Drawdowns
IWFV.L vs. IWQU.L - Drawdown Comparison
The maximum IWFV.L drawdown since its inception was -28.79%, smaller than the maximum IWQU.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for IWFV.L and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
IWFV.L vs. IWQU.L - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a higher volatility of 4.12% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 3.79%. This indicates that IWFV.L's price experiences larger fluctuations and is considered to be riskier than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.