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.
Performance
IWFV.L vs. IWQU.L - Performance Comparison
Returns By Period
In the year-to-date period, IWFV.L achieves a 7.77% return, which is significantly lower than IWQU.L's 17.87% return. Over the past 10 years, IWFV.L has underperformed IWQU.L with an annualized return of 7.96%, while IWQU.L has yielded a comparatively higher 10.41% annualized return.
IWFV.L
7.77%
0.83%
1.04%
12.11%
6.86%
7.96%
IWQU.L
17.87%
-2.26%
5.85%
25.24%
12.02%
10.41%
Key characteristics
| IWFV.L | IWQU.L | |
|---|---|---|
| Sharpe Ratio | 1.21 | 2.08 |
| Sortino Ratio | 1.62 | 2.96 |
| Omega Ratio | 1.23 | 1.38 |
| Calmar Ratio | 1.62 | 3.17 |
| Martin Ratio | 5.61 | 12.04 |
| Ulcer Index | 2.21% | 2.00% |
| Daily Std Dev | 10.21% | 11.57% |
| Max Drawdown | -28.79% | -33.05% |
| Current Drawdown | 0.00% | -2.72% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IWFV.L vs. IWQU.L - Expense Ratio Comparison
Both IWFV.L and IWQU.L have an expense ratio of 0.30%.
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.
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) and iShares MSCI World Quality Factor UCITS (IWQU.L) have volatilities of 3.35% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.