IWSZ.L vs. IWQU.L
Compare and contrast key facts about iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and iShares MSCI World Quality Factor UCITS (IWQU.L).
IWSZ.L and IWQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWSZ.L is a passively managed fund by iShares that tracks the performance of the MSCI World Mid-Cap Equal Weighted Index. It was launched on Oct 3, 2014. 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. Both IWSZ.L and IWQU.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.
Performance
IWSZ.L vs. IWQU.L - Performance Comparison
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IWSZ.L vs. IWQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWSZ.L iShares MSCI World Mid-Cap Equal Weight UCITS ETF | 0.73% | 21.40% | 5.93% | 16.04% | -17.96% | 12.56% | 10.79% | 23.39% | -14.41% | 24.35% |
IWQU.L iShares MSCI World Quality Factor UCITS | -1.30% | 15.28% | 17.38% | 25.66% | -19.26% | 23.70% | 14.95% | 29.64% | -7.53% | 23.57% |
Returns By Period
In the year-to-date period, IWSZ.L achieves a 0.73% return, which is significantly higher than IWQU.L's -1.30% return. Over the past 10 years, IWSZ.L has underperformed IWQU.L with an annualized return of 8.15%, while IWQU.L has yielded a comparatively higher 11.52% annualized return.
IWSZ.L
- 1D
- 2.95%
- 1M
- -5.15%
- YTD
- 0.73%
- 6M
- 4.34%
- 1Y
- 20.15%
- 3Y*
- 12.65%
- 5Y*
- 5.40%
- 10Y*
- 8.15%
IWQU.L
- 1D
- 2.61%
- 1M
- -4.52%
- YTD
- -1.30%
- 6M
- 2.14%
- 1Y
- 16.26%
- 3Y*
- 16.06%
- 5Y*
- 9.68%
- 10Y*
- 11.52%
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IWSZ.L vs. IWQU.L - Expense Ratio Comparison
Both IWSZ.L and IWQU.L have an expense ratio of 0.30%.
Return for Risk
IWSZ.L vs. IWQU.L — Risk / Return Rank
IWSZ.L
IWQU.L
IWSZ.L vs. IWQU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and iShares MSCI World Quality Factor UCITS (IWQU.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.
| IWSZ.L | IWQU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.11 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.60 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.86 | +0.24 |
Martin ratioReturn relative to average drawdown | 7.96 | 7.29 | +0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWSZ.L | IWQU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.11 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.63 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.74 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.74 | -0.30 |
Correlation
The correlation between IWSZ.L and IWQU.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.
Dividends
IWSZ.L vs. IWQU.L - Dividend Comparison
Neither IWSZ.L nor IWQU.L has paid dividends to shareholders.
Drawdowns
IWSZ.L vs. IWQU.L - Drawdown Comparison
The maximum IWSZ.L drawdown since its inception was -38.11%, which is greater than IWQU.L's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for IWSZ.L and IWQU.L.
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Drawdown Indicators
| IWSZ.L | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.11% | -33.05% | -5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.97% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -30.13% | -27.70% | -2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -33.05% | -5.06% |
Current DrawdownCurrent decline from peak | -6.09% | -5.68% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -4.75% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.18% | +0.32% |
Volatility
IWSZ.L vs. IWQU.L - Volatility Comparison
iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and iShares MSCI World Quality Factor UCITS (IWQU.L) have volatilities of 5.19% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWSZ.L | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.22% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 8.34% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 14.63% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 15.36% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 15.82% | +0.69% |