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VERX.L vs. WQDS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VERX.L vs. WQDS.L

Last updated Jun 5, 2026

VERX.L (Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - VERX.L is a Europe Equities fund tracking the MSCI Europe Ex UK NR EUR, while WQDS.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, VERX.L returned 9.51%/yr vs 13.76%/yr for WQDS.L. A 0.79 correlation means they provide meaningful diversification when combined. VERX.L charges 0.10%/yr vs 0.38%/yr for WQDS.L.

Performance

VERX.L vs. WQDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VERX.L is traded in GBP, while WQDS.L is traded in GBp. To make them comparable, the WQDS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VERX.L achieves a 6.84% return, which is significantly lower than WQDS.L's 15.10% return.

VERX.L

1D
0.91%
1M
4.05%
YTD
6.84%
6M
9.25%
1Y
19.19%
3Y*
13.86%
5Y*
9.51%
10Y*
10.76%

WQDS.L

1D
0.14%
1M
7.68%
YTD
15.10%
6M
15.33%
1Y
33.20%
3Y*
17.21%
5Y*
13.76%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VERX.L vs. WQDS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VERX.L
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing		6.84%26.34%2.68%15.20%-7.06%16.14%8.53%20.48%-9.68%1.15%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		15.10%16.53%12.46%11.62%4.66%18.72%-2.56%19.86%-1.40%2.29%

Correlation

The correlation between VERX.L and WQDS.L is 0.76, 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

0.76

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

0.74

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.79

The correlation between VERX.L and WQDS.L has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

VERX.L vs. WQDS.L - Sectors Allocation Comparison

Sectors
VERX.L
WQDS.L

Financial Services

23.9%
16.9%

Industrials

21.4%
11.1%

Healthcare

12.7%
14.4%

Technology

10.9%
35.2%

Consumer Cyclical

7.3%
4.3%

Consumer Defensive

6.6%
3.6%

Utilities

4.9%
3.1%

Basic Materials

4.6%
0.7%

Energy

3.4%
4.1%

Communication Services

3.1%
5.4%

Real Estate

1.2%
1.3%

Financial Services

VERX.L
23.9%
WQDS.L
16.9%

Industrials

VERX.L
21.4%
WQDS.L
11.1%

Healthcare

VERX.L
12.7%
WQDS.L
14.4%

Technology

VERX.L
10.9%
WQDS.L
35.2%

Consumer Cyclical

VERX.L
7.3%
WQDS.L
4.3%

Consumer Defensive

VERX.L
6.6%
WQDS.L
3.6%

Utilities

VERX.L
4.9%
WQDS.L
3.1%

Basic Materials

VERX.L
4.6%
WQDS.L
0.7%

Energy

VERX.L
3.4%
WQDS.L
4.1%

Communication Services

VERX.L
3.1%
WQDS.L
5.4%

Real Estate

VERX.L
1.2%
WQDS.L
1.3%

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Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)

Often compared with VERX.L:
VERX.L vs. IEUX.LVERX.L vs. CEUG.LVERX.L vs. XUEK.LVERX.L vs. VUAA.LVERX.L vs. IQQY.DEVERX.L vs. JPMVERX.L vs. VUAG.L
Often compared with WQDS.L:
WQDS.L vs. PSRE.LWQDS.L vs. FGQD.LWQDS.L vs. VGWD.DEWQDS.L vs. TDGB.LWQDS.L vs. NQSE.DEWQDS.L vs. IS3Q.DEWQDS.L vs. QQMG

Return for Risk

VERX.L vs. WQDS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VERX.L
VERX.L Risk / Return Rank: 4040
Overall Rank
VERX.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VERX.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
VERX.L Omega Ratio Rank: 4444
Omega Ratio Rank
VERX.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
VERX.L Martin Ratio Rank: 3939
Martin Ratio Rank
WQDS.L
WQDS.L Risk / Return Rank: 9090
Overall Rank
WQDS.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 9191
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WQDS.L Martin Ratio Rank: 8787
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.

VERX.L vs. WQDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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.

VERX.LWQDS.LDifference
Sharpe ratioReturn per unit of total volatility
1.46
3.19

-1.73

Sortino ratioReturn per unit of downside risk
2.11
4.56

-2.45

Omega ratioGain probability vs. loss probability

1.28

1.60

-0.32

Calmar ratioReturn relative to maximum drawdown

1.70

4.90

-3.20

Martin ratioReturn relative to average drawdown

6.07

18.20

-12.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VERX.L vs. WQDS.L - Sharpe Ratio Comparison

The current VERX.L Sharpe Ratio is 1.46, which is lower than the WQDS.L Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of VERX.L and WQDS.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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Sharpe Ratios by Period

VERX.LWQDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

3.19

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.19

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.80

-0.18

Drawdowns

VERX.L vs. WQDS.L - Drawdown Comparison

The maximum VERX.L drawdown since its inception was -27.64%, which is greater than WQDS.L's maximum drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for VERX.L and WQDS.L.

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Drawdown Indicators

VERX.LWQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-24.24%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-6.75%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-14.93%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.31%

-14.93%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.64%

—

—

Current Drawdown

Current decline from peak

-0.55%

0.00%

-0.55%

Average Drawdown

Average peak-to-trough decline

-4.58%

-2.87%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.82%

+1.33%

Volatility

VERX.L vs. WQDS.L - Volatility Comparison

Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L) has a higher volatility of 4.13% compared to iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) at 3.09%. This indicates that VERX.L's price experiences larger fluctuations and is considered to be riskier than WQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VERX.LWQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

3.09%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

7.72%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

10.37%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.79%

11.58%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

13.22%

+2.35%

VERX.L vs. WQDS.L - Expense Ratio Comparison

VERX.L has a 0.10% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.

Dividends

VERX.L vs. WQDS.L - Dividend Comparison

VERX.L's dividend yield for the trailing twelve months is around 2.46%, less than WQDS.L's 2.90% yield.

PositionTTM20252024202320222021202020192018201720162015
VERX.L
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing		2.46%2.62%2.94%2.72%2.92%2.33%1.97%2.95%3.14%2.68%2.64%2.56%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		2.90%3.12%3.24%3.55%3.56%3.71%3.84%3.98%4.19%1.05%0.00%0.00%

Frequently Asked Questions

VERX.L and WQDS.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VERX.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VERX.L is cheaper with a 0.10% expense ratio, compared with 0.38% for WQDS.L.

VERX.L is categorized as Europe Equities, while WQDS.L is Global Equities. VERX.L tracks MSCI Europe Ex UK NR EUR, while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VERX.L and 0.38% for WQDS.L.

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