IWQU.L vs. VEUA.L
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWQU.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L).
IWQU.L and VEUA.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. VEUA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 23, 2019. Both IWQU.L and VEUA.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWQU.L or VEUA.L.
Performance
IWQU.L vs. VEUA.L - Performance Comparison
Returns By Period
In the year-to-date period, IWQU.L achieves a 17.87% return, which is significantly higher than VEUA.L's 4.05% return.
IWQU.L
17.87%
-2.26%
5.85%
25.24%
12.02%
10.41%
VEUA.L
4.05%
-3.10%
-5.04%
9.83%
6.80%
N/A
Key characteristics
| IWQU.L | VEUA.L | |
|---|---|---|
| Sharpe Ratio | 2.08 | 0.86 |
| Sortino Ratio | 2.96 | 1.26 |
| Omega Ratio | 1.38 | 1.15 |
| Calmar Ratio | 3.17 | 1.32 |
| Martin Ratio | 12.04 | 3.63 |
| Ulcer Index | 2.00% | 2.36% |
| Daily Std Dev | 11.57% | 10.02% |
| Max Drawdown | -33.05% | -28.45% |
| Current Drawdown | -2.72% | -5.50% |
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IWQU.L vs. VEUA.L - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is higher than VEUA.L's 0.10% expense ratio.
Correlation
The correlation between IWQU.L and VEUA.L is 0.78, 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. VEUA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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.
Dividends
IWQU.L vs. VEUA.L - Dividend Comparison
Neither IWQU.L nor VEUA.L has paid dividends to shareholders.
Drawdowns
IWQU.L vs. VEUA.L - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, which is greater than VEUA.L's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for IWQU.L and VEUA.L. For additional features, visit the drawdowns tool.
Volatility
IWQU.L vs. VEUA.L - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 3.24%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) has a volatility of 4.53%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than VEUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.