QGRPX vs. MXWS.L
Compare and contrast key facts about UBS US Quality Growth At Reasonable Price Fund (QGRPX) and Invesco MSCI World UCITS ETF (MXWS.L).
QGRPX is managed by UBS. It was launched on Jul 8, 2020. MXWS.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 2, 2009.
Performance
QGRPX vs. MXWS.L - Performance Comparison
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QGRPX vs. MXWS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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%
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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
QGRPX
MXWS.L
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.
| QGRPX | MXWS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.27 | -0.72 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.80 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.09 | -1.89 |
Martin ratioReturn relative to average drawdown | 0.68 | 9.28 | -8.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QGRPX | MXWS.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
| QGRPX | MXWS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.47% | -3.60% | -10.87% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -3.30% | -4.35% |
Ulcer IndexDepth 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
| QGRPX | MXWS.L | Difference | |
|---|---|---|---|
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% |