MOAT.L vs. QUAL
Compare and contrast key facts about VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
MOAT.L and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MOAT.L is a passively managed fund by VanEck that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 16, 2015. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013. Both MOAT.L and QUAL 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: MOAT.L or QUAL.
Key characteristics
| MOAT.L | QUAL | |
|---|---|---|
| YTD Return | 11.27% | 20.91% |
| 1Y Return | 20.84% | 31.37% |
| 3Y Return (Ann) | 3.61% | 10.35% |
| 5Y Return (Ann) | 10.70% | 15.40% |
| Sharpe Ratio | 1.67 | 2.41 |
| Daily Std Dev | 12.96% | 13.18% |
| Max Drawdown | -32.78% | -34.06% |
| Current Drawdown | 0.00% | -0.36% |
Correlation
The correlation between MOAT.L and QUAL is 0.51, 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.
Performance
MOAT.L vs. QUAL - Performance Comparison
In the year-to-date period, MOAT.L achieves a 11.27% return, which is significantly lower than QUAL's 20.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MOAT.L vs. QUAL - Expense Ratio Comparison
MOAT.L has a 0.49% expense ratio, which is higher than QUAL's 0.15% expense ratio.
Risk-Adjusted Performance
MOAT.L vs. QUAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) and iShares Edge MSCI USA Quality Factor ETF (QUAL). 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
MOAT.L vs. QUAL - Dividend Comparison
MOAT.L has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 1.00%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOAT.L VanEck Morningstar US Sustainable Wide Moat UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.00% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
Drawdowns
MOAT.L vs. QUAL - Drawdown Comparison
The maximum MOAT.L drawdown since its inception was -32.78%, roughly equal to the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for MOAT.L and QUAL. For additional features, visit the drawdowns tool.
Volatility
MOAT.L vs. QUAL - Volatility Comparison
The current volatility for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) is 3.38%, while iShares Edge MSCI USA Quality Factor ETF (QUAL) has a volatility of 3.68%. This indicates that MOAT.L experiences smaller price fluctuations and is considered to be less risky than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.