QDVW.DE vs. LDGL.L
QDVW.DE (iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist) and LDGL.L (L&G Global Quality Dividends UCITS ETF USD Distributing) are both Global Equity Income funds - QDVW.DE tracks the MSCI World High Dividend Yield Advanced Select Index USD while LDGL.L tracks the FTSE Developed All Cap Dividend Growth with Quality Index. Both are passively managed. A 0.70 correlation means they provide meaningful diversification when combined. QDVW.DE charges 0.38%/yr vs 0.29%/yr for LDGL.L.
Performance
QDVW.DE vs. LDGL.L - Performance Comparison
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Different Trading Currencies
QDVW.DE is traded in EUR, while LDGL.L is traded in USD. To make them comparable, the LDGL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
QDVW.DE
- 1D
- -0.12%
- 1M
- 1.46%
- 6M
- 16.01%
- YTD
- 18.29%
- 1Y
- 30.90%
- 3Y*
- 17.77%
- 5Y*
- 12.92%
- 10Y*
- —
LDGL.L
- 1D
- 0.00%
- 1M
- 2.05%
- 6M
- 13.31%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVW.DE vs. LDGL.L - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist | 15.69% |
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing | 14.69% |
Correlation
The correlation between QDVW.DE and LDGL.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 12, 2026 | 0.70 |
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Return for Risk
QDVW.DE vs. LDGL.L — Risk / Return Rank
QDVW.DE
LDGL.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QDVW.DE vs. LDGL.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 L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.
| QDVW.DE | LDGL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.54 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.37 | — | — |
| Martin ratioReturn relative to average drawdown | 20.55 | — | — |
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Drawdowns
QDVW.DE vs. LDGL.L - Drawdown Comparison
The maximum QDVW.DE drawdown since its inception was -31.56%, which is greater than LDGL.L's maximum drawdown of -7.52%. Use the drawdown chart below to compare losses from any high point for QDVW.DE and LDGL.L.
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Drawdown Indicators
| QDVW.DE | LDGL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.56% | -7.52% | -24.04% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.69% | — | — |
Current DrawdownCurrent decline from peak | -0.60% | -0.03% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -1.64% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | — | — |
Volatility
QDVW.DE vs. LDGL.L - Volatility Comparison
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Volatility by Period
| QDVW.DE | LDGL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 13.39% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | 13.39% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 13.39% | +1.00% |
QDVW.DE vs. LDGL.L - Expense Ratio Comparison
QDVW.DE has a 0.38% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.
Dividends
QDVW.DE vs. LDGL.L - Dividend Comparison
QDVW.DE's dividend yield for the trailing twelve months is around 2.10%, more than LDGL.L's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist | 2.10% | 2.37% | 2.52% | 2.85% | 3.04% | 2.63% | 3.05% | 3.03% | 3.26% | 0.79% |
Frequently Asked Questions
QDVW.DE and LDGL.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.38% for QDVW.DE.
QDVW.DE tracks MSCI World High Dividend Yield Advanced Select Index USD, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.38% for QDVW.DE and 0.29% for LDGL.L.
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