IWQU.L vs. IOO
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares Global 100 ETF (IOO).
IWQU.L and IOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. Both IWQU.L and IOO 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: IWQU.L or IOO.
Performance
IWQU.L vs. IOO - Performance Comparison
Returns By Period
In the year-to-date period, IWQU.L achieves a 17.87% return, which is significantly lower than IOO's 23.75% return. Over the past 10 years, IWQU.L has underperformed IOO with an annualized return of 10.41%, while IOO has yielded a comparatively higher 12.03% annualized return.
IWQU.L
17.87%
-2.26%
5.85%
25.24%
12.02%
10.41%
IOO
23.75%
-1.71%
7.55%
28.41%
15.62%
12.03%
Key characteristics
| IWQU.L | IOO | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.11 |
| Sortino Ratio | 2.96 | 2.81 |
| Omega Ratio | 1.38 | 1.39 |
| Calmar Ratio | 3.17 | 2.59 |
| Martin Ratio | 12.04 | 10.70 |
| Ulcer Index | 2.00% | 2.69% |
| Daily Std Dev | 11.57% | 13.66% |
| Max Drawdown | -33.05% | -55.85% |
| Current Drawdown | -2.72% | -2.60% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IWQU.L vs. IOO - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is lower than IOO's 0.40% expense ratio.
Correlation
The correlation between IWQU.L and IOO is 0.59, 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.
Risk-Adjusted Performance
IWQU.L vs. IOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares Global 100 ETF (IOO). 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
IWQU.L vs. IOO - Dividend Comparison
IWQU.L has not paid dividends to shareholders, while IOO's dividend yield for the trailing twelve months is around 1.10%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IOO iShares Global 100 ETF | 1.10% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
Drawdowns
IWQU.L vs. IOO - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for IWQU.L and IOO. For additional features, visit the drawdowns tool.
Volatility
IWQU.L vs. IOO - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 3.24%, while iShares Global 100 ETF (IOO) has a volatility of 4.18%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.