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QGRPX vs. MXWS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QGRPX vs. MXWS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS US Quality Growth At Reasonable Price Fund (QGRPX) and Invesco MSCI World UCITS ETF (MXWS.L). The values are adjusted to include any dividend payments, if applicable.

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QGRPX vs. MXWS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QGRPX
UBS US Quality Growth At Reasonable Price Fund
-11.21%15.51%25.13%35.52%-25.57%29.14%14.62%
MXWS.L
Invesco MSCI World UCITS ETF
-2.46%21.13%19.10%23.94%-18.10%22.53%21.71%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, QGRPX achieves a -11.21% return, which is significantly lower than MXWS.L's -2.46% return.


QGRPX

1D
3.61%
1M
-5.51%
YTD
-11.21%
6M
-10.79%
1Y
9.83%
3Y*
16.82%
5Y*
9.75%
10Y*

MXWS.L

1D
2.63%
1M
-4.10%
YTD
-2.46%
6M
0.89%
1Y
20.28%
3Y*
17.76%
5Y*
10.53%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QGRPX vs. MXWS.L - Expense Ratio Comparison

QGRPX has a 0.50% expense ratio, which is higher than MXWS.L's 0.19% expense ratio.


Return for Risk

QGRPX vs. MXWS.L — Risk / Return Rank

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

QGRPX
QGRPX Risk / Return Rank: 1515
Overall Rank
QGRPX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QGRPX Sortino Ratio Rank: 2121
Sortino Ratio Rank
QGRPX Omega Ratio Rank: 2020
Omega Ratio Rank
QGRPX Calmar Ratio Rank: 99
Calmar Ratio Rank
QGRPX Martin Ratio Rank: 99
Martin Ratio Rank

MXWS.L
MXWS.L Risk / Return Rank: 7070
Overall Rank
MXWS.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MXWS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
MXWS.L Omega Ratio Rank: 6464
Omega Ratio Rank
MXWS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
MXWS.L Martin Ratio Rank: 8080
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.

QGRPX vs. MXWS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS US Quality Growth At Reasonable Price Fund (QGRPX) and Invesco MSCI World UCITS ETF (MXWS.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.


QGRPXMXWS.LDifference

Sharpe ratio

Return per unit of total volatility

0.54

1.27

-0.72

Sortino ratio

Return per unit of downside risk

0.95

1.80

-0.85

Omega ratio

Gain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratio

Return relative to maximum drawdown

0.21

2.09

-1.89

Martin ratio

Return relative to average drawdown

0.68

9.28

-8.60

QGRPX vs. MXWS.L - Sharpe Ratio Comparison

The current QGRPX Sharpe Ratio is 0.54, which is lower than the MXWS.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of QGRPX and MXWS.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.


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Sharpe Ratios by Period


QGRPXMXWS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.27

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.68

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.77

-0.14

Correlation

The correlation between QGRPX and MXWS.L is 0.57, 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.


Dividends

QGRPX vs. MXWS.L - Dividend Comparison

QGRPX's dividend yield for the trailing twelve months is around 6.94%, while MXWS.L has not paid dividends to shareholders.


TTM202520242023202220212020
QGRPX
UBS US Quality Growth At Reasonable Price Fund
6.94%6.16%3.62%0.42%1.00%2.84%0.37%
MXWS.L
Invesco MSCI World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QGRPX vs. MXWS.L - Drawdown Comparison

The maximum QGRPX drawdown since its inception was -30.28%, roughly equal to the maximum MXWS.L drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for QGRPX and MXWS.L.


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Drawdown Indicators


QGRPXMXWS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.28%

-24.29%

-5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.45%

-10.78%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-19.29%

-10.99%

Max Drawdown (10Y)

Largest decline over 10 years

-24.29%

Current Drawdown

Current decline from peak

-14.47%

-3.60%

-10.87%

Average Drawdown

Average peak-to-trough decline

-7.65%

-3.30%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

1.78%

+3.52%

Volatility

QGRPX vs. MXWS.L - Volatility Comparison

UBS US Quality Growth At Reasonable Price Fund (QGRPX) has a higher volatility of 6.13% compared to Invesco MSCI World UCITS ETF (MXWS.L) at 5.05%. This indicates that QGRPX's price experiences larger fluctuations and is considered to be riskier than MXWS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QGRPXMXWS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

5.05%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

8.94%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

15.96%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

15.44%

+4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

16.43%

+3.00%