IWVG.L vs. QDVW.DE
IWVG.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) and QDVW.DE (iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist) are both exchange-traded funds - IWVG.L is a Global Equities fund tracking the MSCI ACWI Value NR USD, while QDVW.DE is a Global Equity Income fund tracking the MSCI World High Dividend Yield Advanced Select Index USD. Both are passively managed. Over the past 5 years, IWVG.L returned 16.53%/yr vs 12.92%/yr for QDVW.DE. Their correlation of 0.82 suggests significant overlap in exposure. IWVG.L charges 0.30%/yr vs 0.38%/yr for QDVW.DE.
Performance
IWVG.L vs. QDVW.DE - Performance Comparison
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Different Trading Currencies
IWVG.L is traded in GBP, while QDVW.DE is traded in EUR. To make them comparable, the QDVW.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWVG.L achieves a 34.35% return, which is significantly higher than QDVW.DE's 14.24% return.
IWVG.L
- 1D
- -0.61%
- 1M
- 13.03%
- YTD
- 34.35%
- 6M
- 35.94%
- 1Y
- 63.14%
- 3Y*
- 25.28%
- 5Y*
- 16.53%
- 10Y*
- —
QDVW.DE
- 1D
- 0.13%
- 1M
- 7.40%
- YTD
- 14.24%
- 6M
- 14.80%
- 1Y
- 31.97%
- 3Y*
- 16.39%
- 5Y*
- 12.92%
- 10Y*
- —
IWVG.L vs. QDVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 34.35% | 27.50% | 5.20% | 13.05% | 1.04% | 21.47% | -6.83% | 14.46% | -8.49% |
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist | 14.24% | 16.52% | 11.35% | 10.83% | 3.56% | 17.24% | -4.06% | 19.93% | 0.97% |
Correlation
The correlation between IWVG.L and QDVW.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.82 |
The correlation between IWVG.L and QDVW.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
IWVG.L vs. QDVW.DE — Risk / Return Rank
IWVG.L
QDVW.DE
IWVG.L vs. QDVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE). 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.
| IWVG.L | QDVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.88 | 1.59 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 8.95 | 4.73 | +4.22 |
| Martin ratioReturn relative to average drawdown | 33.30 | 17.84 | +15.46 |
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
| IWVG.L | QDVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.70 | 3.17 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.26 | 1.10 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.73 | 0.00 |
Drawdowns
IWVG.L vs. QDVW.DE - Drawdown Comparison
The maximum IWVG.L drawdown since its inception was -28.07%, which is greater than QDVW.DE's maximum drawdown of -24.83%. Use the drawdown chart below to compare losses from any high point for IWVG.L and QDVW.DE.
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Drawdown Indicators
| IWVG.L | QDVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.07% | -24.83% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -6.72% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.79% | -16.22% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -13.79% | -16.22% | +2.43% |
Current DrawdownCurrent decline from peak | -0.61% | 0.00% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -2.98% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.79% | +0.10% |
Volatility
IWVG.L vs. QDVW.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) has a higher volatility of 5.50% compared to iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) at 3.24%. This indicates that IWVG.L's price experiences larger fluctuations and is considered to be riskier than QDVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWVG.L | QDVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 3.24% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 7.73% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 10.06% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.07% | 11.64% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 13.39% | +2.17% |
IWVG.L vs. QDVW.DE - Expense Ratio Comparison
IWVG.L has a 0.30% expense ratio, which is lower than QDVW.DE's 0.38% expense ratio.
Dividends
IWVG.L vs. QDVW.DE - Dividend Comparison
IWVG.L has not paid dividends to shareholders, while QDVW.DE's dividend yield for the trailing twelve months is around 2.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 0.00% | 0.00% | 1.82% | 3.23% | 3.12% | 2.61% | 2.37% | 2.90% | 2.48% | 0.00% |
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist | 2.15% | 2.37% | 2.52% | 2.85% | 3.04% | 2.63% | 3.05% | 3.02% | 3.25% | 0.79% |
Frequently Asked Questions
IWVG.L and QDVW.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWVG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWVG.L is cheaper with a 0.30% expense ratio, compared with 0.38% for QDVW.DE.
IWVG.L is categorized as Global Equities, while QDVW.DE is Global Equity Income. IWVG.L tracks MSCI ACWI Value NR USD, while QDVW.DE tracks MSCI World High Dividend Yield Advanced Select Index USD. Their fees differ too: 0.30% for IWVG.L and 0.38% for QDVW.DE.
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