QDVW.DE vs. IWVG.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L).

QDVW.DE and IWVG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVW.DE is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield Advanced Select Index USD. It was launched on May 14, 2020. IWVG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Feb 23, 2018. Both QDVW.DE and IWVG.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

QDVW.DE vs. IWVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

QDVW.DE vs. IWVG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist	2.27%	10.76%	16.43%	13.08%	-1.82%	26.14%	-9.19%	26.51%	-1.45%
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)	7.39%	20.85%	10.28%	15.44%	-4.17%	29.37%	-11.89%	21.74%	-10.54%

Different Trading Currencies

QDVW.DE is traded in EUR, while IWVG.L is traded in GBP. To make them comparable, the IWVG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVW.DE achieves a 2.27% return, which is significantly lower than IWVG.L's 7.39% return.

QDVW.DE

• 1D: 1.68%
• 1M: -2.73%
• YTD: 2.27%
• 6M: 7.90%
• 1Y: 13.22%
• 3Y*: 12.68%
• 5Y*: 10.71%
• 10Y*: —

IWVG.L

• 1D: 3.63%
• 1M: -2.25%
• YTD: 7.39%
• 6M: 16.17%
• 1Y: 25.69%
• 3Y*: 16.87%
• 5Y*: 11.58%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVW.DE vs. IWVG.L - Expense Ratio Comparison

QDVW.DE has a 0.38% expense ratio, which is higher than IWVG.L's 0.30% expense ratio.

QDVW.DE

iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist

IWVG.L

iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)

Return for Risk

QDVW.DE vs. IWVG.L — Risk / Return Rank

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

QDVW.DE

QDVW.DE Risk / Return Rank: 49
QDVW.DE Sharpe Ratio Rank: 46
QDVW.DE Sortino Ratio Rank: 42
QDVW.DE Omega Ratio Rank: 47
QDVW.DE Calmar Ratio Rank: 47
QDVW.DE Martin Ratio Rank: 61

IWVG.L

IWVG.L Risk / Return Rank: 92
IWVG.L Sharpe Ratio Rank: 91
IWVG.L Sortino Ratio Rank: 90
IWVG.L Omega Ratio Rank: 91
IWVG.L Calmar Ratio Rank: 95
IWVG.L Martin Ratio Rank: 94

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.

QDVW.DE vs. IWVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.

	QDVW.DE	IWVG.L	Difference
Sharpe ratio Return per unit of total volatility	0.90	1.59	-0.69
Sortino ratio Return per unit of downside risk	1.25	2.08	-0.83
Omega ratio Gain probability vs. loss probability	1.19	1.31	-0.12
Calmar ratio Return relative to maximum drawdown	1.37	3.10	-1.73
Martin ratio Return relative to average drawdown	6.71	11.91	-5.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVW.DE vs. IWVG.L - Sharpe Ratio Comparison

The current QDVW.DE Sharpe Ratio is 0.90, which is lower than the IWVG.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of QDVW.DE and IWVG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QDVW.DE	IWVG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.59	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	0.84	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.53	+0.13

Correlation

The correlation between QDVW.DE and IWVG.L is 0.82, 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

QDVW.DE vs. IWVG.L - Dividend Comparison

QDVW.DE's dividend yield for the trailing twelve months is around 2.71%, while IWVG.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist	2.71%	2.37%	2.52%	2.85%	3.04%	2.63%	3.05%	3.02%	3.25%	0.79%
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%

Drawdowns

QDVW.DE vs. IWVG.L - Drawdown Comparison

The maximum QDVW.DE drawdown since its inception was -31.56%, smaller than the maximum IWVG.L drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for QDVW.DE and IWVG.L.

Drawdown Indicators

	QDVW.DE	IWVG.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.56%	-28.07%	-3.49%
Max Drawdown (1Y) Largest decline over 1 year	-13.21%	-10.74%	-2.47%
Max Drawdown (5Y) Largest decline over 5 years	-18.64%	-13.79%	-4.85%
Current Drawdown Current decline from peak	-3.34%	-3.68%	+0.34%
Average Drawdown Average peak-to-trough decline	-3.91%	-4.38%	+0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.05%	0.00%

Volatility

QDVW.DE vs. IWVG.L - Volatility Comparison

The current volatility for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) is 4.16%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) has a volatility of 6.43%. This indicates that QDVW.DE experiences smaller price fluctuations and is considered to be less risky than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDVW.DE	IWVG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	6.43%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	7.53%	10.18%	-2.65%
Volatility (1Y) Calculated over the trailing 1-year period	14.70%	16.13%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.90%	13.73%	-1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.77%	16.49%	-2.72%