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QUID.L vs. IWVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QUID.L vs. IWVG.L

Last updated Jul 16, 2026
Documentation

QUID.L (PIMCO Sterling Short Maturity UCITS ETF) and IWVG.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both Global Equities funds - QUID.L tracks the PIMCO Sterling Short Maturity UCITS ETF while IWVG.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, QUID.L returned 3.28%/yr vs 16.93%/yr for IWVG.L. At a correlation of -0.00, they often move in opposite directions.

Performance

QUID.L vs. IWVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PIMCO Sterling Short Maturity UCITS ETF (QUID.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUID.L achieves a 2.18% return, which is significantly lower than IWVG.L's 28.47% return.

QUID.L

1D
0.10%
1M
0.36%
6M
1.97%
YTD
2.18%
1Y
4.36%
3Y*
5.10%
5Y*
3.28%
10Y*
2.00%

IWVG.L

1D
-2.49%
1M
-4.98%
6M
24.42%
YTD
28.47%
1Y
54.93%
3Y*
25.26%
5Y*
16.93%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUID.L vs. IWVG.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		2.18%4.89%5.67%4.95%-0.96%-0.07%0.71%1.57%0.25%
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)		28.47%31.27%6.58%13.08%1.04%21.24%-6.86%14.68%-8.59%

Correlation

The correlation between QUID.L and IWVG.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2018

-0.00

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

PIMCO Sterling Short Maturity UCITS ETF

iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)

Often compared with IWVG.L:
IWVG.L vs. IWQU.LIWVG.L vs. VTVIWVG.L vs. XDEV.LIWVG.L vs. URTHIWVG.L vs. VTIWVG.L vs. IUVD.LIWVG.L vs. VWRA.L

Return for Risk

QUID.L vs. IWVG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
Martin Ratio Rank
IWVG.L
IWVG.L Risk / Return Rank: 9696
Overall Rank
IWVG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWVG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVG.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVG.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IWVG.L Martin Ratio Rank: 9696
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.

QUID.L vs. IWVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Sterling Short Maturity UCITS ETF (QUID.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.

QUID.LIWVG.LDifference
Sharpe ratioReturn per unit of total volatility
6.00
3.66

+2.34

Sortino ratioReturn per unit of downside risk
10.83
4.85

+5.97

Omega ratioGain probability vs. loss probability

2.80

1.67

+1.12

Calmar ratioReturn relative to maximum drawdown

9.83

7.82

+2.01

Martin ratioReturn relative to average drawdown

78.74

25.39

+53.35

QUID.L vs. IWVG.L - Sharpe Ratio Comparison

The current QUID.L Sharpe Ratio is 6.00, which is higher than the IWVG.L Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of QUID.L and IWVG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QUID.L vs. IWVG.L - Drawdown Comparison

The maximum QUID.L drawdown since its inception was -2.47%, smaller than the maximum IWVG.L drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for QUID.L and IWVG.L.

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Drawdown Indicators

QUID.LIWVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-2.47%

-28.07%

+25.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

-6.99%

+6.54%

Max Drawdown (3Y)

Largest decline over 3 years

-0.45%

-13.92%

+13.47%

Max Drawdown (5Y)

Largest decline over 5 years

-2.47%

-13.92%

+11.45%

Max Drawdown (10Y)

Largest decline over 10 years

-2.47%

—

—

Current Drawdown

Current decline from peak

0.00%

-6.26%

+6.26%

Average Drawdown

Average peak-to-trough decline

-0.21%

-4.29%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

2.16%

-2.10%

Volatility

QUID.L vs. IWVG.L - Volatility Comparison

The current volatility for PIMCO Sterling Short Maturity UCITS ETF (QUID.L) is 0.19%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) has a volatility of 6.15%. This indicates that QUID.L experiences smaller price fluctuations and is considered to be less risky than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QUID.LIWVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

6.15%

-5.96%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

13.11%

-12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

14.94%

-14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.74%

13.44%

-12.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.62%

15.68%

-15.06%

Dividends

QUID.L vs. IWVG.L - Dividend Comparison

QUID.L's dividend yield for the trailing twelve months is around 4.17%, more than IWVG.L's 1.93% yield.

PositionTTM20252024202320222021202020192018201720162015
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)		1.93%2.48%3.12%3.22%3.11%2.61%2.37%2.90%2.48%0.00%0.00%0.00%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		4.17%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%

Frequently Asked Questions

QUID.L and IWVG.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF, while IWVG.L tracks MSCI ACWI Value NR USD. They also come from different issuers: PIMCO and iShares.

Portfolio Optimizer

Find the right allocation for QUID.L and IWVG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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