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IWQU.L vs. IGLS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWQU.L vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Quality Factor UCITS ETF USD (Acc) (IWQU.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWQU.L is traded in USD, while IGLS.L is traded in GBP. To make them comparable, the IGLS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWQU.L achieves a 7.37% return, which is significantly higher than IGLS.L's -0.99% return. Over the past 10 years, IWQU.L has outperformed IGLS.L with an annualized return of 12.96%, while IGLS.L has yielded a comparatively lower 0.87% annualized return.


IWQU.L

1D
-0.02%
1M
-0.59%
YTD
7.37%
6M
7.17%
1Y
19.67%
3Y*
17.54%
5Y*
9.83%
10Y*
12.96%

IGLS.L

1D
0.27%
1M
-1.11%
YTD
-0.99%
6M
-0.91%
1Y
-0.28%
3Y*
6.10%
5Y*
0.48%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWQU.L vs. IGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWQU.L
iShares Edge MSCI World Quality Factor UCITS ETF USD (Acc)
7.37%15.28%17.17%25.90%-19.26%23.70%14.95%29.64%-7.53%23.57%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
-0.99%13.20%0.94%9.69%-14.66%-2.57%4.59%5.11%-5.53%9.10%

Correlation

The correlation between IWQU.L and IGLS.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.33

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

0.37

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.25

The correlation between IWQU.L and IGLS.L shifts across timeframes, from 0.25 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWQU.L vs. IGLS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWQU.L
IWQU.L Risk / Return Rank: 5959
Overall Rank
IWQU.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IWQU.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IWQU.L Omega Ratio Rank: 5757
Omega Ratio Rank
IWQU.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IWQU.L Martin Ratio Rank: 6161
Martin Ratio Rank

IGLS.L
IGLS.L Risk / Return Rank: 5050
Overall Rank
IGLS.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 6161
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 4040
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.

IWQU.L vs. IGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Quality Factor UCITS ETF USD (Acc) (IWQU.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.


IWQU.LIGLS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.31

1.00

+0.31

Calmar ratioReturn relative to maximum drawdown

2.30

-0.05

+2.35

Martin ratioReturn relative to average drawdown

9.47

-0.12

+9.59

IWQU.L vs. IGLS.L - Sharpe Ratio Comparison

The current IWQU.L Sharpe Ratio is 1.70, which is higher than the IGLS.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of IWQU.L and IGLS.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

IWQU.L vs. IGLS.L - Drawdown Comparison

The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum IGLS.L drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for IWQU.L and IGLS.L.


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Drawdown Indicators


IWQU.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.05%

-38.64%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-5.31%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

-9.30%

-6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

-29.81%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.05%

-31.00%

-2.05%

Current Drawdown

Current decline from peak

-2.21%

-11.13%

+8.92%

Average Drawdown

Average peak-to-trough decline

-4.57%

-13.50%

+8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.37%

-0.30%

Volatility

IWQU.L vs. IGLS.L - Volatility Comparison

iShares Edge MSCI World Quality Factor UCITS ETF USD (Acc) (IWQU.L) has a higher volatility of 3.28% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 1.65%. This indicates that IWQU.L's price experiences larger fluctuations and is considered to be riskier than IGLS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWQU.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

1.65%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

5.50%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.54%

7.20%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

9.33%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

9.26%

+6.43%

IWQU.L vs. IGLS.L - Expense Ratio Comparison

IWQU.L has a 0.25% expense ratio, which is higher than IGLS.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IWQU.L vs. IGLS.L - Dividend Comparison

IWQU.L has not paid dividends to shareholders, while IGLS.L's dividend yield for the trailing twelve months is around 3.96%.


PositionTTM20252024202320222021202020192018201720162015
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.96%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%
IWQU.L
iShares Edge MSCI World Quality Factor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWQU.L and IGLS.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLS.L is cheaper with a 0.07% expense ratio, compared with 0.25% for IWQU.L.

IWQU.L is categorized as Global Equities, while IGLS.L is European Government Bonds. IWQU.L tracks MSCI World Sector Neutral Quality Index, while IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. Their fees differ too: 0.25% for IWQU.L and 0.07% for IGLS.L.

Portfolio Optimizer

Find the right allocation for IWQU.L and IGLS.L

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