SGOV vs. WQDV.L
SGOV (iShares 0-3 Month Treasury Bond ETF) and WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index, while WQDV.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, SGOV returned 3.57%/yr vs 12.29%/yr for WQDV.L. At a correlation of -0.04, they often move in opposite directions. SGOV charges 0.09%/yr vs 0.38%/yr for WQDV.L.
Performance
SGOV vs. WQDV.L - Performance Comparison
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Returns By Period
In the year-to-date period, SGOV achieves a 1.69% return, which is significantly lower than WQDV.L's 13.76% return.
SGOV
- 1D
- 0.04%
- 1M
- 0.26%
- YTD
- 1.69%
- 6M
- 1.79%
- 1Y
- 3.92%
- 3Y*
- 4.71%
- 5Y*
- 3.57%
- 10Y*
- —
WQDV.L
- 1D
- 0.00%
- 1M
- 1.40%
- YTD
- 13.76%
- 6M
- 14.45%
- 1Y
- 31.16%
- 3Y*
- 18.65%
- 5Y*
- 12.29%
- 10Y*
- —
SGOV vs. WQDV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 1.69% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 13.76% | 24.16% | 9.75% | 17.23% | -6.95% | 16.00% | 16.82% |
Correlation
The correlation between SGOV and WQDV.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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.04 |
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Return for Risk
SGOV vs. WQDV.L — Risk / Return Rank
SGOV
WQDV.L
SGOV vs. WQDV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.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.
| SGOV | WQDV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +17.76 | ||
| Sortino ratioReturn per unit of downside risk | +272.49 | ||
| Omega ratioGain probability vs. loss probability | 196.05 | 1.47 | +194.58 |
| Calmar ratioReturn relative to maximum drawdown | 399.24 | 4.05 | +395.19 |
| Martin ratioReturn relative to average drawdown | 4,473.64 | 14.99 | +4,458.66 |
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Drawdowns
SGOV vs. WQDV.L - Drawdown Comparison
The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum WQDV.L drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for SGOV and WQDV.L.
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Drawdown Indicators
| SGOV | WQDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.03% | -33.16% | +33.13% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -7.79% | +7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -0.01% | -14.03% | +14.02% |
Max Drawdown (5Y)Largest decline over 5 years | -0.03% | -21.24% | +21.21% |
Current DrawdownCurrent decline from peak | 0.00% | -1.05% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -4.27% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.11% | -2.11% |
Volatility
SGOV vs. WQDV.L - Volatility Comparison
The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a volatility of 3.61%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than WQDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGOV | WQDV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 3.61% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 0.13% | 9.39% | -9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.19% | 12.08% | -11.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.24% | 13.90% | -13.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.24% | 14.66% | -14.42% |
SGOV vs. WQDV.L - Expense Ratio Comparison
SGOV has a 0.09% expense ratio, which is lower than WQDV.L's 0.38% expense ratio.
Dividends
SGOV vs. WQDV.L - Dividend Comparison
SGOV's dividend yield for the trailing twelve months is around 3.85%, more than WQDV.L's 1.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 1.81% | 2.31% | 2.58% | 2.78% | 2.95% | 2.75% | 2.81% | 3.01% | 3.28% | 0.77% |
Frequently Asked Questions
SGOV and WQDV.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.
On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.38% for WQDV.L.
SGOV is categorized as Ultrashort Bond, while WQDV.L is Global Equities. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.09% for SGOV and 0.38% for WQDV.L.
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