IWMO.MI vs. IWQU.L
Compare and contrast key facts about iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) and iShares MSCI World Quality Factor UCITS (IWQU.L).
IWMO.MI 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. IWMO.MI is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum Index. 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 IWMO.MI 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.
Performance
IWMO.MI vs. IWQU.L - Performance Comparison
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IWMO.MI vs. IWQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | -0.91% | 8.04% | 39.23% | 7.91% | -13.96% | 24.82% | 17.08% | 31.14% | 0.40% | 16.05% |
IWQU.L iShares MSCI World Quality Factor UCITS | 0.06% | 1.60% | 25.13% | 21.90% | -14.26% | 32.96% | 5.48% | 32.57% | -3.19% | 8.38% |
Different Trading Currencies
IWMO.MI is traded in EUR, while IWQU.L is traded in USD. To make them comparable, the IWQU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWMO.MI achieves a -0.91% return, which is significantly lower than IWQU.L's 0.22% return. Over the past 10 years, IWMO.MI has outperformed IWQU.L with an annualized return of 13.30%, while IWQU.L has yielded a comparatively lower 11.29% annualized return.
IWMO.MI
- 1D
- -0.39%
- 1M
- -0.60%
- YTD
- -0.91%
- 6M
- 1.05%
- 1Y
- 11.71%
- 3Y*
- 17.57%
- 5Y*
- 10.17%
- 10Y*
- 13.30%
IWQU.L
- 1D
- 0.00%
- 1M
- -2.51%
- YTD
- 0.22%
- 6M
- 3.14%
- 1Y
- 8.48%
- 3Y*
- 13.65%
- 5Y*
- 10.07%
- 10Y*
- 11.29%
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IWMO.MI vs. IWQU.L - Expense Ratio Comparison
IWMO.MI has a 0.25% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Return for Risk
IWMO.MI vs. IWQU.L — Risk / Return Rank
IWMO.MI
IWQU.L
IWMO.MI vs. IWQU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) 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.
| IWMO.MI | IWQU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.56 | +0.03 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.84 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.23 | -0.94 |
Martin ratioReturn relative to average drawdown | 4.55 | 7.72 | -3.16 |
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
| IWMO.MI | IWQU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.56 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.68 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.73 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.77 | -0.07 |
Correlation
The correlation between IWMO.MI and IWQU.L is 0.69, 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
IWMO.MI vs. IWQU.L - Dividend Comparison
Neither IWMO.MI nor IWQU.L has paid dividends to shareholders.
Drawdowns
IWMO.MI vs. IWQU.L - Drawdown Comparison
The maximum IWMO.MI drawdown since its inception was -31.03%, roughly equal to the maximum IWQU.L drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for IWMO.MI and IWQU.L.
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Drawdown Indicators
| IWMO.MI | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.03% | -33.05% | +2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -8.56% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -27.70% | +4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -31.03% | -33.05% | +2.02% |
Current DrawdownCurrent decline from peak | -5.14% | -6.09% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -4.75% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.03% | +0.54% |
Volatility
IWMO.MI vs. IWQU.L - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) has a higher volatility of 7.52% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 5.00%. This indicates that IWMO.MI'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.
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Volatility by Period
| IWMO.MI | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 5.00% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.11% | 8.30% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 14.98% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 14.74% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 15.91% | +1.61% |