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

IWQU.L vs. WVALX

Last updated Jun 5, 2026

IWQU.L (iShares MSCI World Quality Factor UCITS) and WVALX (Weitz Value Fund) are both funds - IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while WVALX is a Large Cap Blend Equities fund managed by Weitz. Over the past 10 years, IWQU.L returned 12.42%/yr vs 9.11%/yr for WVALX. A 0.54 correlation means they provide meaningful diversification when combined. IWQU.L charges 0.30%/yr vs 1.04%/yr for WVALX.

Performance

IWQU.L vs. WVALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Quality Factor UCITS (IWQU.L) and Weitz Value Fund (WVALX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWQU.L achieves a 8.47% return, which is significantly higher than WVALX's -4.84% return. Over the past 10 years, IWQU.L has outperformed WVALX with an annualized return of 12.42%, while WVALX has yielded a comparatively lower 9.11% annualized return.

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%

WVALX

1D
1.44%
1M
1.09%
YTD
-4.84%
6M
-4.62%
1Y
-2.63%
3Y*
7.18%
5Y*
3.39%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWQU.L vs. WVALX - 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%
WVALX
Weitz Value Fund		-4.84%-0.21%12.76%29.72%-22.89%26.86%18.41%34.16%-4.88%15.60%

Correlation

The correlation between IWQU.L and WVALX is 0.52, 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

0.52

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

0.65

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

0.63

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

0.59

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

0.54

The correlation between IWQU.L and WVALX shifts across timeframes, from 0.52 (1 year) to 0.65 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World Quality Factor UCITS

Weitz Value Fund

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 WVALX:
WVALX vs. VHVE.LWVALX vs. SPYI.DEWVALX vs. AVUVWVALX vs. DOXGXWVALX vs. VINIXWVALX vs. DODGXWVALX vs. WNTFX

Return for Risk

IWQU.L vs. WVALX — 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
WVALX
WVALX Risk / Return Rank: 22
Overall Rank
WVALX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WVALX Sortino Ratio Rank: 22
Sortino Ratio Rank
WVALX Omega Ratio Rank: 22
Omega Ratio Rank
WVALX Calmar Ratio Rank: 22
Calmar Ratio Rank
WVALX Martin Ratio Rank: 22
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. WVALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.L) and Weitz Value Fund (WVALX). 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.LWVALXDifference
Sharpe ratioReturn per unit of total volatility
1.83
-0.20

+2.03

Sortino ratioReturn per unit of downside risk
2.83
-0.18

+3.01

Omega ratioGain probability vs. loss probability

1.33

0.98

+0.36

Calmar ratioReturn relative to maximum drawdown

2.45

-0.16

+2.61

Martin ratioReturn relative to average drawdown

10.14

-0.45

+10.58

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. WVALX - Sharpe Ratio Comparison

The current IWQU.L Sharpe Ratio is 1.83, which is higher than the WVALX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of IWQU.L and WVALX, 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.LWVALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

-0.20

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.19

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.50

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.59

+0.20

Drawdowns

IWQU.L vs. WVALX - Drawdown Comparison

The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum WVALX drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for IWQU.L and WVALX.

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Drawdown Indicators

IWQU.LWVALXDifference

Max Drawdown

Largest peak-to-trough decline

-33.05%

-61.96%

+28.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-17.45%

+8.92%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

-19.92%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

-29.36%

+1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.05%

-32.57%

-0.48%

Current Drawdown

Current decline from peak

0.00%

-10.21%

+10.21%

Average Drawdown

Average peak-to-trough decline

-4.69%

-7.73%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

6.36%

-4.29%

Volatility

IWQU.L vs. WVALX - Volatility Comparison

The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 3.18%, while Weitz Value Fund (WVALX) has a volatility of 3.60%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than WVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWQU.LWVALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.60%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

10.96%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

14.26%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

18.20%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

18.24%

-2.43%

IWQU.L vs. WVALX - Expense Ratio Comparison

IWQU.L has a 0.30% expense ratio, which is lower than WVALX's 1.04% expense ratio.

Dividends

IWQU.L vs. WVALX - Dividend Comparison

IWQU.L has not paid dividends to shareholders, while WVALX's dividend yield for the trailing twelve months is around 22.94%.

PositionTTM20252024202320222021202020192018201720162015
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%
WVALX
Weitz Value Fund		22.94%21.83%11.03%5.38%14.15%3.77%9.12%4.70%10.95%7.16%0.00%12.93%

Frequently Asked Questions

IWQU.L and WVALX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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