IWQU.L vs. IWDA.AS
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS).
IWQU.L and IWDA.AS 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. IWDA.AS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both IWQU.L and IWDA.AS 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 IWDA.AS.
Performance
IWQU.L vs. IWDA.AS - Performance Comparison
Returns By Period
In the year-to-date period, IWQU.L achieves a 17.87% return, which is significantly lower than IWDA.AS's 25.08% return. Over the past 10 years, IWQU.L has underperformed IWDA.AS with an annualized return of 10.41%, while IWDA.AS has yielded a comparatively higher 11.72% annualized return.
IWQU.L
17.87%
-2.26%
5.85%
25.24%
12.02%
10.41%
IWDA.AS
25.08%
2.28%
11.31%
30.84%
12.93%
11.72%
Key characteristics
| IWQU.L | IWDA.AS | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.72 |
| Sortino Ratio | 2.96 | 3.62 |
| Omega Ratio | 1.38 | 1.56 |
| Calmar Ratio | 3.17 | 3.63 |
| Martin Ratio | 12.04 | 17.48 |
| Ulcer Index | 2.00% | 1.69% |
| Daily Std Dev | 11.57% | 10.85% |
| Max Drawdown | -33.05% | -33.63% |
| Current Drawdown | -2.72% | -1.05% |
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IWQU.L vs. IWDA.AS - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.
Correlation
The correlation between IWQU.L and IWDA.AS is 0.87, 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
IWQU.L vs. IWDA.AS - 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 Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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. IWDA.AS - Dividend Comparison
Neither IWQU.L nor IWDA.AS has paid dividends to shareholders.
Drawdowns
IWQU.L vs. IWDA.AS - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, roughly equal to the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IWQU.L and IWDA.AS. For additional features, visit the drawdowns tool.
Volatility
IWQU.L vs. IWDA.AS - Volatility Comparison
iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) have volatilities of 3.24% and 3.29%, 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.