QUAL vs. MOAT.L
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor ETF (QUAL) and VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L).
QUAL and MOAT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013. MOAT.L is a passively managed fund by VanEck that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 16, 2015. Both QUAL and MOAT.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QUAL or MOAT.L.
Key characteristics
| QUAL | MOAT.L | |
|---|---|---|
| YTD Return | 24.89% | 14.21% |
| 1Y Return | 38.76% | 29.43% |
| 3Y Return (Ann) | 10.95% | 3.59% |
| 5Y Return (Ann) | 16.08% | 11.37% |
| Sharpe Ratio | 2.90 | 2.63 |
| Sortino Ratio | 3.95 | 3.73 |
| Omega Ratio | 1.52 | 1.47 |
| Calmar Ratio | 3.55 | 1.61 |
| Martin Ratio | 18.85 | 13.30 |
| Ulcer Index | 1.98% | 2.41% |
| Daily Std Dev | 12.89% | 12.34% |
| Max Drawdown | -34.06% | -32.78% |
| Current Drawdown | -0.42% | -0.64% |
Correlation
The correlation between QUAL and MOAT.L is 0.51, 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.
Performance
QUAL vs. MOAT.L - Performance Comparison
In the year-to-date period, QUAL achieves a 24.89% return, which is significantly higher than MOAT.L's 14.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QUAL vs. MOAT.L - Expense Ratio Comparison
QUAL has a 0.15% expense ratio, which is lower than MOAT.L's 0.49% expense ratio.
Risk-Adjusted Performance
QUAL vs. MOAT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor ETF (QUAL) and VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.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.
Dividends
QUAL vs. MOAT.L - Dividend Comparison
QUAL's dividend yield for the trailing twelve months is around 0.99%, while MOAT.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.99% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
MOAT.L VanEck Morningstar US Sustainable Wide Moat UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QUAL vs. MOAT.L - Drawdown Comparison
The maximum QUAL drawdown since its inception was -34.06%, roughly equal to the maximum MOAT.L drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for QUAL and MOAT.L. For additional features, visit the drawdowns tool.
Volatility
QUAL vs. MOAT.L - Volatility Comparison
iShares Edge MSCI USA Quality Factor ETF (QUAL) has a higher volatility of 2.66% compared to VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) at 2.38%. This indicates that QUAL's price experiences larger fluctuations and is considered to be riskier than MOAT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.