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

IWQU.L vs. IWFV.L

Last updated Jun 5, 2026

IWQU.L (iShares MSCI World Quality Factor UCITS) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - IWQU.L tracks the MSCI ACWI NR USD while IWFV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IWQU.L returned 12.42%/yr vs 12.86%/yr for IWFV.L. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.

Performance

IWQU.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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 IWFV.L is traded in GBp. To make them comparable, the IWFV.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 8.47% return, which is significantly lower than IWFV.L's 34.20% return. Both investments have delivered pretty close results over the past 10 years, with IWQU.L having a 12.42% annualized return and IWFV.L not far ahead at 12.86%.

IWQU.L

1D
0.85%
1M
1.95%
YTD
8.47%
6M
9.52%
1Y
20.74%
3Y*
18.41%
5Y*
10.34%
10Y*
12.42%

IWFV.L

1D
-0.66%
1M
9.69%
YTD
34.20%
6M
37.84%
1Y
65.92%
3Y*
30.24%
5Y*
16.25%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IWQU.L
iShares MSCI World Quality Factor UCITS		8.47%15.28%17.38%25.66%-19.26%23.70%14.95%29.64%-7.53%23.57%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		34.20%40.55%5.07%18.98%-9.85%20.49%-4.06%19.29%-14.47%22.70%

Correlation

The correlation between IWQU.L and IWFV.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.76

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

0.68

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

0.73

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

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.68

The correlation between IWQU.L and IWFV.L has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

IWQU.L vs. IWFV.L - Sectors Allocation Comparison

Sectors
IWQU.L
IWFV.L

Technology

31.6%
33.9%

Financial Services

13.9%
14.8%

Industrials

10.6%
11.3%

Healthcare

9.4%
8.8%

Consumer Cyclical

8.9%
7.9%

Communication Services

8.6%
7.6%

Consumer Defensive

5.1%
4.5%

Energy

4.2%
3.8%

Basic Materials

3.2%
3.0%

Utilities

2.5%
2.5%

Real Estate

1.7%
1.8%

Technology

IWQU.L
31.6%
IWFV.L
33.9%

Financial Services

IWQU.L
13.9%
IWFV.L
14.8%

Industrials

IWQU.L
10.6%
IWFV.L
11.3%

Healthcare

IWQU.L
9.4%
IWFV.L
8.8%

Consumer Cyclical

IWQU.L
8.9%
IWFV.L
7.9%

Communication Services

IWQU.L
8.6%
IWFV.L
7.6%

Consumer Defensive

IWQU.L
5.1%
IWFV.L
4.5%

Energy

IWQU.L
4.2%
IWFV.L
3.8%

Basic Materials

IWQU.L
3.2%
IWFV.L
3.0%

Utilities

IWQU.L
2.5%
IWFV.L
2.5%

Real Estate

IWQU.L
1.7%
IWFV.L
1.8%

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iShares MSCI World Quality Factor UCITS

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with IWQU.L:
IWQU.L vs. XDEQ.LIWQU.L vs. IWDA.ASIWQU.L vs. VOOIWQU.L vs. IWVL.LIWQU.L vs. IWMO.MIIWQU.L vs. VTIWQU.L vs. IWVG.L
Often compared with IWFV.L:
IWFV.L vs. OEFIWFV.L vs. VOOIWFV.L vs. IOOIWFV.L vs. VWRA.LIWFV.L vs. SMGB.LIWFV.L vs. IWDA.LIWFV.L vs. IWFQ.L

Return for Risk

IWQU.L vs. IWFV.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: 5656
Overall Rank
IWQU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IWQU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IWQU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IWQU.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWQU.L Martin Ratio Rank: 5858
Martin Ratio Rank
IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
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. IWFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.

IWQU.LIWFV.LDifference
Sharpe ratioReturn per unit of total volatility
1.83
4.39

-2.57

Sortino ratioReturn per unit of downside risk
2.83
6.02

-3.20

Omega ratioGain probability vs. loss probability

1.33

1.78

-0.45

Calmar ratioReturn relative to maximum drawdown

2.45

7.60

-5.15

Martin ratioReturn relative to average drawdown

10.14

29.05

-18.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IWQU.L Sharpe Ratio is 1.83, which is lower than the IWFV.L Sharpe Ratio of 4.39. The chart below compares the historical Sharpe Ratios of IWQU.L and IWFV.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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Sharpe Ratios by Period

IWQU.LIWFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

4.39

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

1.04

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.76

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.62

+0.17

Drawdowns

IWQU.L vs. IWFV.L - Drawdown Comparison

The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum IWFV.L drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for IWQU.L and IWFV.L.

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Drawdown Indicators

IWQU.LIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.05%

-39.15%

+6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-8.67%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

-14.41%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

-26.74%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.05%

-39.15%

+6.10%

Current Drawdown

Current decline from peak

0.00%

-0.84%

+0.84%

Average Drawdown

Average peak-to-trough decline

-4.69%

-7.49%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.27%

-0.20%

Volatility

IWQU.L vs. IWFV.L - Volatility Comparison

The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 3.18%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 6.04%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than IWFV.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.LIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

6.04%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

12.25%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

14.99%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

15.69%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

16.85%

-1.04%

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

Both IWQU.L and IWFV.L have an expense ratio of 0.30%.

Dividends

IWQU.L vs. IWFV.L - Dividend Comparison

Neither IWQU.L nor IWFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IWQU.L and IWFV.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IWQU.L and IWFV.L have the same expense ratio: 0.30% per year.

IWQU.L tracks MSCI ACWI NR USD, while IWFV.L tracks MSCI ACWI Value NR USD.

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