QUID.L vs. IWVU.L
QUID.L (PIMCO Sterling Short Maturity UCITS ETF GBP (Dist)) and IWVU.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both exchange-traded funds - QUID.L is a Ultrashort Bond fund actively managed by PIMCO, while IWVU.L is a Large Cap Value Equities fund tracking the MSCI World Enhanced Value Index (Net). QUID.L is actively managed, while IWVU.L is passively managed. Over the past 5 years, QUID.L returned 3.26%/yr vs 16.74%/yr for IWVU.L. At a correlation of -0.00, they often move in opposite directions. QUID.L charges 0.19%/yr vs 0.25%/yr for IWVU.L.
Performance
QUID.L vs. IWVU.L - Performance Comparison
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Different Trading Currencies
QUID.L is traded in GBP, while IWVU.L is traded in USD. To make them comparable, the IWVU.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, QUID.L achieves a 2.08% return, which is significantly lower than IWVU.L's 27.72% return.
QUID.L
- 1D
- -0.02%
- 1M
- 0.31%
- 6M
- 1.83%
- YTD
- 2.08%
- 1Y
- 4.24%
- 3Y*
- 5.08%
- 5Y*
- 3.26%
- 10Y*
- 1.99%
IWVU.L
- 1D
- -0.15%
- 1M
- -5.96%
- 6M
- 22.69%
- YTD
- 27.72%
- 1Y
- 53.89%
- 3Y*
- 24.31%
- 5Y*
- 16.74%
- 10Y*
- —
QUID.L vs. IWVU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QUID.L PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) | 2.08% | 4.89% | 5.67% | 4.95% | -0.96% | -0.07% | 0.71% | 1.57% | 0.25% |
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 27.72% | 30.57% | 6.68% | 13.75% | 0.84% | 21.27% | -6.42% | 13.52% | -8.16% |
Correlation
The correlation between QUID.L and IWVU.L is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018 | -0.00 |
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Return for Risk
QUID.L vs. IWVU.L — Risk / Return Rank
QUID.L
IWVU.L
QUID.L vs. IWVU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) (QUID.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.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.L | IWVU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.55 | ||
| Sortino ratioReturn per unit of downside risk | +6.04 | ||
| Omega ratioGain probability vs. loss probability | 2.71 | 1.60 | +1.12 |
| Calmar ratioReturn relative to maximum drawdown | 9.44 | 7.26 | +2.18 |
| Martin ratioReturn relative to average drawdown | 75.59 | 23.80 | +51.79 |
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Drawdowns
QUID.L vs. IWVU.L - Drawdown Comparison
The maximum QUID.L drawdown since its inception was -2.47%, smaller than the maximum IWVU.L drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for QUID.L and IWVU.L.
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Drawdown Indicators
| QUID.L | IWVU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.47% | -28.27% | +25.80% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -7.38% | +6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -0.45% | -13.99% | +13.54% |
Max Drawdown (5Y)Largest decline over 5 years | -2.47% | -13.99% | +11.52% |
Max Drawdown (10Y)Largest decline over 10 years | -2.47% | — | — |
Current DrawdownCurrent decline from peak | -0.02% | -6.92% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -4.35% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 2.26% | -2.20% |
Volatility
QUID.L vs. IWVU.L - Volatility Comparison
The current volatility for PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) (QUID.L) is 0.17%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) has a volatility of 6.41%. This indicates that QUID.L experiences smaller price fluctuations and is considered to be less risky than IWVU.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.L | IWVU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.17% | 6.41% | -6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 0.64% | 14.65% | -14.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.73% | 16.46% | -15.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.74% | 14.71% | -13.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.62% | 16.69% | -16.07% |
QUID.L vs. IWVU.L - Expense Ratio Comparison
QUID.L has a 0.19% expense ratio, which is lower than IWVU.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QUID.L vs. IWVU.L - Dividend Comparison
QUID.L's dividend yield for the trailing twelve months is around 3.84%, more than IWVU.L's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 1.93% | 2.50% | 3.17% | 3.23% | 3.17% | 2.63% | 2.25% | 2.83% | 2.51% | 0.00% | 0.00% | 0.00% |
QUID.L PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) | 3.84% | 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 IWVU.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUID.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QUID.L is cheaper with a 0.19% expense ratio, compared with 0.25% for IWVU.L.
QUID.L is categorized as Ultrashort Bond, while IWVU.L is Large Cap Value Equities. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.19% for QUID.L and 0.25% for IWVU.L.
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