PortfoliosLab logoPortfoliosLab logo
QDIV.L vs. HDIQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDIV.L vs. HDIQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

QDIV.L is traded in USD, while HDIQ.L is traded in GBp. To make them comparable, the HDIQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with QDIV.L having a 13.93% return and HDIQ.L slightly higher at 13.98%. Both investments have delivered pretty close results over the past 10 years, with QDIV.L having a 11.06% annualized return and HDIQ.L not far behind at 10.72%.


QDIV.L

1D
-0.53%
1M
-0.42%
6M
11.51%
YTD
13.93%
1Y
24.20%
3Y*
17.61%
5Y*
11.86%
10Y*
11.06%

HDIQ.L

1D
-0.38%
1M
0.46%
6M
11.68%
YTD
13.98%
1Y
24.24%
3Y*
17.76%
5Y*
11.97%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDIV.L vs. HDIQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
13.93%16.66%15.35%14.30%-6.23%21.82%0.08%21.36%-3.83%18.55%
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
13.98%16.95%15.38%13.74%-6.31%22.35%-0.38%22.30%-6.27%16.92%

Correlation

The correlation between QDIV.L and HDIQ.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

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

0.91

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

0.92

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.89

The correlation between QDIV.L and HDIQ.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

QDIV.L vs. HDIQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDIV.L
QDIV.L Risk / Return Rank: 8585
Overall Rank
QDIV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QDIV.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
QDIV.L Omega Ratio Rank: 8585
Omega Ratio Rank
QDIV.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
QDIV.L Martin Ratio Rank: 8282
Martin Ratio Rank

HDIQ.L
HDIQ.L Risk / Return Rank: 9191
Overall Rank
HDIQ.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HDIQ.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
HDIQ.L Omega Ratio Rank: 9090
Omega Ratio Rank
HDIQ.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HDIQ.L Martin Ratio Rank: 9191
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.

QDIV.L vs. HDIQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QDIV.LHDIQ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.02

3.11

-0.09

Martin ratioReturn relative to average drawdown

11.83

12.48

-0.65

QDIV.L vs. HDIQ.L - Sharpe Ratio Comparison

The current QDIV.L Sharpe Ratio is 2.15, which is comparable to the HDIQ.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of QDIV.L and HDIQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QDIV.L vs. HDIQ.L - Drawdown Comparison

The maximum QDIV.L drawdown since its inception was -33.39%, smaller than the maximum HDIQ.L drawdown of -43.17%. Use the drawdown chart below to compare losses from any high point for QDIV.L and HDIQ.L.


Loading charts...

Drawdown Indicators


QDIV.LHDIQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.39%

-43.17%

+9.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-7.77%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-17.33%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-17.67%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.39%

-32.69%

-0.70%

Current Drawdown

Current decline from peak

-1.45%

-1.19%

-0.26%

Average Drawdown

Average peak-to-trough decline

-3.36%

-13.45%

+10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.94%

+0.10%

Volatility

QDIV.L vs. HDIQ.L - Volatility Comparison

iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) has a higher volatility of 2.81% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) at 2.51%. This indicates that QDIV.L's price experiences larger fluctuations and is considered to be riskier than HDIQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDIV.LHDIQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

2.51%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

8.21%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

10.70%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

14.12%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

14.72%

+0.36%

QDIV.L vs. HDIQ.L - Expense Ratio Comparison

Both QDIV.L and HDIQ.L have an expense ratio of 0.35%.


Dividends

QDIV.L vs. HDIQ.L - Dividend Comparison

QDIV.L's dividend yield for the trailing twelve months is around 1.51%, which matches HDIQ.L's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.51%1.69%1.90%2.05%2.28%2.04%2.71%2.43%0.00%1.13%2.13%2.40%
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.51%1.67%1.93%2.00%2.27%2.08%2.50%2.36%2.44%2.15%2.32%2.47%

Frequently Asked Questions


QDIV.L and HDIQ.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QDIV.L and HDIQ.L have the same expense ratio: 0.35% per year.

QDIV.L is categorized as Dividend, while HDIQ.L is U.S. Equity Income. QDIV.L tracks MSCI USA High Dividend Yield Advanced Select Index USD, while HDIQ.L tracks MSCI USA High Dividend Yield Advanced Select Index.

Portfolio Optimizer

Find the right allocation for QDIV.L and HDIQ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer