VGWD.DE vs. WQDS.L
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both Global Equities funds - VGWD.DE tracks the FTSE All-World High Dividend Yield index while WQDS.L tracks the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, VGWD.DE returned 11.49%/yr vs 13.61%/yr for WQDS.L. Their correlation of 0.81 suggests significant overlap in exposure. VGWD.DE charges 0.29%/yr vs 0.38%/yr for WQDS.L.
Performance
VGWD.DE vs. WQDS.L - Performance Comparison
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Different Trading Currencies
VGWD.DE is traded in EUR, while WQDS.L is traded in GBp. To make them comparable, the WQDS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VGWD.DE achieves a 12.49% return, which is significantly lower than WQDS.L's 16.13% return.
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
WQDS.L
- 1D
- 0.05%
- 1M
- 7.48%
- YTD
- 16.13%
- 6M
- 16.50%
- 1Y
- 29.72%
- 3Y*
- 17.04%
- 5Y*
- 13.61%
- 10Y*
- —
VGWD.DE vs. WQDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | -9.60% | 25.03% | -8.03% | 1.24% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 16.13% | 10.45% | 17.88% | 13.98% | -0.73% | 26.45% | -7.86% | 27.48% | -2.61% | 0.43% |
Correlation
The correlation between VGWD.DE and WQDS.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.81 |
The correlation between VGWD.DE and WQDS.L has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
VGWD.DE vs. WQDS.L — Risk / Return Rank
VGWD.DE
WQDS.L
VGWD.DE vs. WQDS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) 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.
| VGWD.DE | WQDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.49 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 5.01 | -0.73 |
| Martin ratioReturn relative to average drawdown | 16.37 | 18.07 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGWD.DE | WQDS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 2.72 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 1.11 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.77 | -0.13 |
Drawdowns
VGWD.DE vs. WQDS.L - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, which is greater than WQDS.L's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and WQDS.L.
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Drawdown Indicators
| VGWD.DE | WQDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -30.95% | -3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -5.91% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -17.56% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -17.56% | +0.70% |
Current DrawdownCurrent decline from peak | -0.32% | -0.14% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -3.80% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.64% | -0.12% |
Volatility
VGWD.DE vs. WQDS.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.33%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a volatility of 2.82%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky 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
| VGWD.DE | WQDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.82% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 7.69% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 10.87% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.52% | 12.30% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 13.93% | +0.30% |
VGWD.DE vs. WQDS.L - Expense Ratio Comparison
VGWD.DE has a 0.29% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.
Dividends
VGWD.DE vs. WQDS.L - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, less than WQDS.L's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
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% |
Frequently Asked Questions
VGWD.DE and WQDS.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.38% for WQDS.L.
VGWD.DE tracks FTSE All-World High Dividend Yield index, 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: 0.29% for VGWD.DE and 0.38% for WQDS.L.
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