IWQU.L vs. IWVL.L
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L).
IWQU.L and IWVL.L 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. IWVL.L is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value Index. It was launched on Oct 3, 2014. Both IWQU.L and IWVL.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
IWQU.L vs. IWVL.L - Performance Comparison
Loading graphics...
IWQU.L vs. IWVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWQU.L iShares MSCI World Quality Factor UCITS | -1.30% | 15.28% | 17.38% | 25.66% | -19.26% | 23.70% | 14.95% | 29.64% | -7.53% | 23.57% |
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 6.21% | 40.41% | 5.13% | 19.53% | -9.79% | 20.11% | -3.67% | 18.13% | -14.03% | 22.60% |
Returns By Period
In the year-to-date period, IWQU.L achieves a -1.30% return, which is significantly lower than IWVL.L's 6.21% return. Over the past 10 years, IWQU.L has outperformed IWVL.L with an annualized return of 11.52%, while IWVL.L has yielded a comparatively lower 10.75% annualized return.
IWQU.L
- 1D
- 2.61%
- 1M
- -4.52%
- YTD
- -1.30%
- 6M
- 2.14%
- 1Y
- 16.26%
- 3Y*
- 16.06%
- 5Y*
- 9.68%
- 10Y*
- 11.52%
IWVL.L
- 1D
- 4.26%
- 1M
- -2.72%
- YTD
- 6.21%
- 6M
- 16.29%
- 1Y
- 39.09%
- 3Y*
- 21.08%
- 5Y*
- 12.18%
- 10Y*
- 10.75%
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. IWVL.L - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is higher than IWVL.L's 0.25% expense ratio.
Return for Risk
IWQU.L vs. IWVL.L — Risk / Return Rank
IWQU.L
IWVL.L
IWQU.L vs. IWVL.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 USD (Acc) (IWVL.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.L | IWVL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 2.34 | -1.23 |
Sortino ratioReturn per unit of downside risk | 1.60 | 3.03 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.45 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 4.11 | -2.25 |
Martin ratioReturn relative to average drawdown | 7.29 | 15.80 | -8.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IWQU.L | IWVL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.34 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.77 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.64 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.50 | +0.24 |
Correlation
The correlation between IWQU.L and IWVL.L is 0.73, 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.
Dividends
IWQU.L vs. IWVL.L - Dividend Comparison
Neither IWQU.L nor IWVL.L has paid dividends to shareholders.
Drawdowns
IWQU.L vs. IWVL.L - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum IWVL.L drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for IWQU.L and IWVL.L.
Loading graphics...
Drawdown Indicators
| IWQU.L | IWVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.05% | -39.30% | +6.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -12.04% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -26.55% | -1.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.05% | -39.30% | +6.25% |
Current DrawdownCurrent decline from peak | -5.68% | -4.85% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -7.60% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.47% | -0.29% |
Volatility
IWQU.L vs. IWVL.L - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 5.22%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 7.37%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IWQU.L | IWVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 7.37% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 11.16% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 16.65% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 15.71% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 16.86% | -1.04% |