IWQU.L vs. VTI
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWQU.L) and Vanguard Total Stock Market ETF (VTI).
IWQU.L and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both IWQU.L and VTI 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 VTI.
Performance
IWQU.L vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, IWQU.L achieves a 17.87% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, IWQU.L has underperformed VTI with an annualized return of 10.41%, while VTI has yielded a comparatively higher 12.59% annualized return.
IWQU.L
17.87%
-2.26%
5.85%
25.24%
12.02%
10.41%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| IWQU.L | VTI | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.58 |
| Sortino Ratio | 2.96 | 3.45 |
| Omega Ratio | 1.38 | 1.48 |
| Calmar Ratio | 3.17 | 3.76 |
| Martin Ratio | 12.04 | 16.56 |
| Ulcer Index | 2.00% | 1.95% |
| Daily Std Dev | 11.57% | 12.51% |
| Max Drawdown | -33.05% | -55.45% |
| Current Drawdown | -2.72% | -2.43% |
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IWQU.L vs. VTI - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between IWQU.L and VTI is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IWQU.L vs. VTI - 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 Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
IWQU.L has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
IWQU.L vs. VTI - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IWQU.L and VTI. For additional features, visit the drawdowns tool.
Volatility
IWQU.L vs. VTI - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 3.24%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.27%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.