IWQU.L vs. NTSG.DE
IWQU.L (iShares MSCI World Quality Factor UCITS) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, IWQU.L returned 21.34% vs 23.16% for NTSG.DE. A 0.75 correlation means they provide meaningful diversification when combined. IWQU.L charges 0.30%/yr vs 0.25%/yr for NTSG.DE.
Performance
IWQU.L vs. NTSG.DE - Performance Comparison
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Different Trading Currencies
IWQU.L is traded in USD, while NTSG.DE is traded in EUR. To make them comparable, the NTSG.DE 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 8.72% return, which is significantly higher than NTSG.DE's 7.65% return.
IWQU.L
- 1D
- 1.73%
- 1M
- 1.38%
- YTD
- 8.72%
- 6M
- 9.99%
- 1Y
- 21.34%
- 3Y*
- 17.83%
- 5Y*
- 10.27%
- 10Y*
- 12.75%
NTSG.DE
- 1D
- 0.14%
- 1M
- 1.85%
- YTD
- 7.65%
- 6M
- 8.66%
- 1Y
- 23.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWQU.L vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IWQU.L iShares MSCI World Quality Factor UCITS | 8.72% | 15.28% | -2.74% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 7.65% | 22.09% | -1.85% |
Correlation
The correlation between IWQU.L and NTSG.DE is 0.72, 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 | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2024 | 0.75 |
The correlation between IWQU.L and NTSG.DE has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.
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Return for Risk
IWQU.L vs. NTSG.DE — Risk / Return Rank
IWQU.L
NTSG.DE
IWQU.L vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.L) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE). 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.L | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.61 | -0.22 |
| Martin ratioReturn relative to average drawdown | 9.90 | 10.37 | -0.47 |
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Drawdowns
IWQU.L vs. NTSG.DE - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, which is greater than NTSG.DE's maximum drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for IWQU.L and NTSG.DE.
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Drawdown Indicators
| IWQU.L | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.05% | -16.59% | -16.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -8.69% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.05% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.27% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -2.23% | -2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.19% | -0.13% |
Volatility
IWQU.L vs. NTSG.DE - Volatility Comparison
iShares MSCI World Quality Factor UCITS (IWQU.L) has a higher volatility of 3.28% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.10%. This indicates that IWQU.L's price experiences larger fluctuations and is considered to be riskier than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWQU.L | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.10% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 8.80% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 11.74% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 14.64% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 14.64% | +1.12% |
IWQU.L vs. NTSG.DE - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
IWQU.L vs. NTSG.DE - Dividend Comparison
Neither IWQU.L nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
IWQU.L and NTSG.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IWQU.L.
IWQU.L is categorized as Global Equities, while NTSG.DE is Global Allocation. IWQU.L tracks MSCI ACWI NR USD, while NTSG.DE tracks WisdomTree Global Efficient Core Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.30% for IWQU.L and 0.25% for NTSG.DE.
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