QQMG vs. WQDS.L
Compare and contrast key facts about Invesco ESG NASDAQ 100 ETF (QQMG) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L).
QQMG and WQDS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQMG is a passively managed fund by Invesco that tracks the performance of the Nasdaq-100 ESG Total Return Index. It was launched on Oct 27, 2021. WQDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. It was launched on May 14, 2020. Both QQMG and WQDS.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
QQMG vs. WQDS.L - Performance Comparison
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QQMG vs. WQDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QQMG Invesco ESG NASDAQ 100 ETF | -5.30% | 22.16% | 25.66% | 55.00% | -31.56% | 5.01% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 1.63% | 25.33% | 10.58% | 17.51% | -6.52% | 4.92% |
Different Trading Currencies
QQMG is traded in USD, while WQDS.L is traded in GBp. To make them comparable, the WQDS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, QQMG achieves a -5.30% return, which is significantly lower than WQDS.L's 1.63% return.
QQMG
- 1D
- 1.35%
- 1M
- -3.32%
- YTD
- -5.30%
- 6M
- -3.34%
- 1Y
- 25.67%
- 3Y*
- 23.19%
- 5Y*
- —
- 10Y*
- —
WQDS.L
- 1D
- 2.52%
- 1M
- -3.61%
- YTD
- 1.63%
- 6M
- 7.18%
- 1Y
- 22.65%
- 3Y*
- 16.19%
- 5Y*
- 11.28%
- 10Y*
- —
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QQMG vs. WQDS.L - Expense Ratio Comparison
QQMG has a 0.20% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.
Return for Risk
QQMG vs. WQDS.L — Risk / Return Rank
QQMG
WQDS.L
QQMG vs. WQDS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ 100 ETF (QQMG) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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.
| QQMG | WQDS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.48 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.00 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 2.47 | -0.37 |
Martin ratioReturn relative to average drawdown | 7.27 | 9.69 | -2.42 |
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
| QQMG | WQDS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.48 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.73 | -0.25 |
Correlation
The correlation between QQMG and WQDS.L is 0.49, 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
QQMG vs. WQDS.L - Dividend Comparison
QQMG's dividend yield for the trailing twelve months is around 0.43%, less than WQDS.L's 3.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QQMG Invesco ESG NASDAQ 100 ETF | 0.43% | 0.41% | 0.50% | 0.60% | 0.82% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 3.57% | 3.12% | 3.24% | 3.55% | 3.56% | 3.71% | 3.84% | 3.98% | 4.18% | 1.05% |
Drawdowns
QQMG vs. WQDS.L - Drawdown Comparison
The maximum QQMG drawdown since its inception was -35.43%, which is greater than WQDS.L's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for QQMG and WQDS.L.
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Drawdown Indicators
| QQMG | WQDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.43% | -24.24% | -11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -9.69% | -2.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.93% | — |
Current DrawdownCurrent decline from peak | -8.38% | -4.02% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -2.89% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.96% | +1.71% |
Volatility
QQMG vs. WQDS.L - Volatility Comparison
Invesco ESG NASDAQ 100 ETF (QQMG) has a higher volatility of 6.91% compared to iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) at 5.02%. This indicates that QQMG's price experiences larger fluctuations and is considered to be riskier than WQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQMG | WQDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.02% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 8.44% | +5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.27% | 15.30% | +7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.80% | 13.74% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.80% | 15.82% | +7.98% |