URTH vs. QWLD
Compare and contrast key facts about iShares MSCI World ETF (URTH) and SPDR MSCI World StrategicFactors ETF (QWLD).
URTH and QWLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. QWLD is a passively managed fund by State Street that tracks the performance of the MSCI World Factor Mix A-Series (USD). It was launched on Jun 4, 2014. Both URTH and QWLD 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: URTH or QWLD.
Correlation
The correlation between URTH and QWLD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
URTH vs. QWLD - Performance Comparison
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Key characteristics
URTH:
0.74
QWLD:
0.77
URTH:
1.22
QWLD:
1.28
URTH:
1.18
QWLD:
1.18
URTH:
0.85
QWLD:
0.97
URTH:
3.64
QWLD:
4.79
URTH:
3.95%
QWLD:
2.52%
URTH:
18.22%
QWLD:
14.50%
URTH:
-34.01%
QWLD:
-31.89%
URTH:
-0.35%
QWLD:
0.00%
Returns By Period
In the year-to-date period, URTH achieves a 5.15% return, which is significantly lower than QWLD's 6.72% return. Over the past 10 years, URTH has underperformed QWLD with an annualized return of 9.98%, while QWLD has yielded a comparatively higher 12.26% annualized return.
URTH
5.15%
11.48%
5.09%
13.11%
15.21%
9.98%
QWLD
6.72%
7.08%
5.47%
11.01%
13.66%
12.26%
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URTH vs. QWLD - Expense Ratio Comparison
URTH has a 0.24% expense ratio, which is lower than QWLD's 0.30% expense ratio.
Risk-Adjusted Performance
URTH vs. QWLD — Risk-Adjusted Performance Rank
URTH
QWLD
URTH vs. QWLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and SPDR MSCI World StrategicFactors ETF (QWLD). 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.
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Dividends
URTH vs. QWLD - Dividend Comparison
URTH's dividend yield for the trailing twelve months is around 1.40%, less than QWLD's 1.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.40% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% |
QWLD SPDR MSCI World StrategicFactors ETF | 1.63% | 1.74% | 1.78% | 2.02% | 1.77% | 1.77% | 2.13% | 2.33% | 2.73% | 2.22% | 3.42% | 1.02% |
Drawdowns
URTH vs. QWLD - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, which is greater than QWLD's maximum drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for URTH and QWLD. For additional features, visit the drawdowns tool.
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Volatility
URTH vs. QWLD - Volatility Comparison
iShares MSCI World ETF (URTH) has a higher volatility of 4.47% compared to SPDR MSCI World StrategicFactors ETF (QWLD) at 3.44%. This indicates that URTH's price experiences larger fluctuations and is considered to be riskier than QWLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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