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SSAC.L vs. WQDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSAC.L vs. WQDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SSAC.L is traded in GBp, while WQDV.L is traded in USD. To make them comparable, the WQDV.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSAC.L achieves a 10.60% return, which is significantly lower than WQDV.L's 14.59% return.


SSAC.L

1D
1.72%
1M
0.47%
YTD
10.60%
6M
11.34%
1Y
28.26%
3Y*
17.41%
5Y*
12.18%
10Y*
13.49%

WQDV.L

1D
2.14%
1M
2.88%
YTD
14.59%
6M
14.69%
1Y
31.29%
3Y*
16.22%
5Y*
12.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSAC.L vs. WQDV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
10.60%13.95%19.63%16.14%-8.56%20.35%11.80%22.09%-4.76%4.78%
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)
14.59%15.31%11.67%11.37%4.12%17.09%-3.01%18.06%-2.34%1.74%

Correlation

The correlation between SSAC.L and WQDV.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.75

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.79

The correlation between SSAC.L and WQDV.L has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

SSAC.L vs. WQDV.L - Sectors Allocation Comparison


Sectors
SSAC.L
WQDV.L

Technology

33.7%
35.2%

Financial Services

15.3%
16.9%

Industrials

10.3%
11.1%

Consumer Cyclical

8.8%
4.3%

Communication Services

8.3%
5.4%

Healthcare

7.6%
14.4%

Consumer Defensive

4.5%
3.6%

Energy

3.9%
4.1%

Basic Materials

3.7%
0.7%

Utilities

2.4%
3.1%

Real Estate

1.6%
1.3%

Technology

SSAC.L
33.7%
WQDV.L
35.2%

Financial Services

SSAC.L
15.3%
WQDV.L
16.9%

Industrials

SSAC.L
10.3%
WQDV.L
11.1%

Consumer Cyclical

SSAC.L
8.8%
WQDV.L
4.3%

Communication Services

SSAC.L
8.3%
WQDV.L
5.4%

Healthcare

SSAC.L
7.6%
WQDV.L
14.4%

Consumer Defensive

SSAC.L
4.5%
WQDV.L
3.6%

Energy

SSAC.L
3.9%
WQDV.L
4.1%

Basic Materials

SSAC.L
3.7%
WQDV.L
0.7%

Utilities

SSAC.L
2.4%
WQDV.L
3.1%

Real Estate

SSAC.L
1.6%
WQDV.L
1.3%

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Return for Risk

SSAC.L vs. WQDV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSAC.L
SSAC.L Risk / Return Rank: 8787
Overall Rank
SSAC.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SSAC.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
SSAC.L Omega Ratio Rank: 8888
Omega Ratio Rank
SSAC.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
SSAC.L Martin Ratio Rank: 8686
Martin Ratio Rank

WQDV.L
WQDV.L Risk / Return Rank: 8383
Overall Rank
WQDV.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WQDV.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
WQDV.L Omega Ratio Rank: 8181
Omega Ratio Rank
WQDV.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
WQDV.L Martin Ratio Rank: 7979
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.

SSAC.L vs. WQDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) 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.


SSAC.LWQDV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.48

1.49

-0.01

Calmar ratioReturn relative to maximum drawdown

3.90

4.59

-0.69

Martin ratioReturn relative to average drawdown

15.39

16.93

-1.54

SSAC.L vs. WQDV.L - Sharpe Ratio Comparison

The current SSAC.L Sharpe Ratio is 2.54, which is comparable to the WQDV.L Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of SSAC.L and WQDV.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

SSAC.L vs. WQDV.L - Drawdown Comparison

The maximum SSAC.L drawdown since its inception was -43.12%, which is greater than WQDV.L's maximum drawdown of -24.64%. Use the drawdown chart below to compare losses from any high point for SSAC.L and WQDV.L.


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Drawdown Indicators


SSAC.LWQDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-24.64%

-18.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-6.65%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.01%

-14.78%

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-14.78%

-5.23%

Max Drawdown (10Y)

Largest decline over 10 years

-25.43%

Current Drawdown

Current decline from peak

-1.51%

0.00%

-1.51%

Average Drawdown

Average peak-to-trough decline

-9.20%

-2.98%

-6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.81%

-0.03%

Volatility

SSAC.L vs. WQDV.L - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) is 3.56%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a volatility of 4.01%. This indicates that SSAC.L 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


SSAC.LWQDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

4.01%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

9.17%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

11.56%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

12.66%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

14.11%

+3.17%

SSAC.L vs. WQDV.L - Expense Ratio Comparison

SSAC.L has a 0.20% expense ratio, which is lower than WQDV.L's 0.38% expense ratio.


Dividends

SSAC.L vs. WQDV.L - Dividend Comparison

SSAC.L has not paid dividends to shareholders, while WQDV.L's dividend yield for the trailing twelve months is around 1.81%.


PositionTTM202520242023202220212020201920182017
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


SSAC.L and WQDV.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SSAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SSAC.L is cheaper with a 0.20% expense ratio, compared with 0.38% for WQDV.L.

SSAC.L tracks MSCI ACWI Index, while WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.20% for SSAC.L and 0.38% for WQDV.L.

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