IWQU.L vs. XDEQ.L
Compare and contrast key facts about iShares MSCI World Quality Factor UCITS (IWQU.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
IWQU.L and XDEQ.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. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both IWQU.L and XDEQ.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 XDEQ.L.
Performance
IWQU.L vs. XDEQ.L - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IWQU.L having a 17.87% return and XDEQ.L slightly higher at 18.50%. Over the past 10 years, IWQU.L has underperformed XDEQ.L with an annualized return of 10.41%, while XDEQ.L has yielded a comparatively higher 12.80% annualized return.
IWQU.L
17.87%
-2.26%
5.85%
25.24%
12.02%
10.41%
XDEQ.L
18.50%
0.90%
6.15%
23.61%
12.65%
12.80%
Key characteristics
| IWQU.L | XDEQ.L | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.12 |
| Sortino Ratio | 2.96 | 3.05 |
| Omega Ratio | 1.38 | 1.39 |
| Calmar Ratio | 3.17 | 3.58 |
| Martin Ratio | 12.04 | 12.80 |
| Ulcer Index | 2.00% | 1.80% |
| Daily Std Dev | 11.57% | 10.84% |
| Max Drawdown | -33.05% | -23.79% |
| Current Drawdown | -2.72% | -1.24% |
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IWQU.L vs. XDEQ.L - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Correlation
The correlation between IWQU.L and XDEQ.L is 0.89, 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. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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. XDEQ.L - Dividend Comparison
Neither IWQU.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
IWQU.L vs. XDEQ.L - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for IWQU.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
IWQU.L vs. XDEQ.L - Volatility Comparison
iShares MSCI World Quality Factor UCITS (IWQU.L) has a higher volatility of 3.24% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.89%. This indicates that IWQU.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.