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WINC.L vs. HDIQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WINC.L vs. HDIQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares World Equity High Income Active UCITS ETF USD (Dist) (WINC.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WINC.L achieves a 11.54% return, which is significantly lower than HDIQ.L's 14.23% return.


WINC.L

1D
1.11%
1M
0.88%
6M
9.26%
YTD
11.54%
1Y
23.91%
3Y*
5Y*
10Y*

HDIQ.L

1D
0.51%
1M
-0.38%
6M
11.03%
YTD
14.23%
1Y
25.66%
3Y*
16.96%
5Y*
12.51%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WINC.L vs. HDIQ.L - Yearly Performance Comparison


Correlation

The correlation between WINC.L and HDIQ.L is 0.69, 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

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.73

The correlation between WINC.L and HDIQ.L has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.

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Return for Risk

WINC.L vs. HDIQ.L — Risk / Return Rank

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

WINC.L
WINC.L Risk / Return Rank: 8989
Overall Rank
WINC.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WINC.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
WINC.L Omega Ratio Rank: 8888
Omega Ratio Rank
WINC.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
WINC.L Martin Ratio Rank: 9191
Martin Ratio Rank

HDIQ.L
HDIQ.L Risk / Return Rank: 9292
Overall Rank
HDIQ.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HDIQ.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
HDIQ.L Omega Ratio Rank: 9191
Omega Ratio Rank
HDIQ.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HDIQ.L Martin Ratio Rank: 9292
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.

WINC.L vs. HDIQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares World Equity High Income Active UCITS ETF USD (Dist) (WINC.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.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.


WINC.LHDIQ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.43

1.47

-0.04

Calmar ratioReturn relative to maximum drawdown

4.44

5.05

-0.61

Martin ratioReturn relative to average drawdown

16.49

17.24

-0.76

WINC.L vs. HDIQ.L - Sharpe Ratio Comparison

The current WINC.L Sharpe Ratio is 2.35, which is comparable to the HDIQ.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of WINC.L and HDIQ.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

WINC.L vs. HDIQ.L - Drawdown Comparison

The maximum WINC.L drawdown since its inception was -16.51%, smaller than the maximum HDIQ.L drawdown of -41.26%. Use the drawdown chart below to compare losses from any high point for WINC.L and HDIQ.L.


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Drawdown Indicators


WINC.LHDIQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.51%

-41.26%

+24.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-5.06%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

-0.03%

-1.51%

+1.48%

Average Drawdown

Average peak-to-trough decline

-2.06%

-8.60%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.48%

-0.03%

Volatility

WINC.L vs. HDIQ.L - Volatility Comparison

iShares World Equity High Income Active UCITS ETF USD (Dist) (WINC.L) has a higher volatility of 3.21% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) at 2.86%. This indicates that WINC.L's price experiences larger fluctuations and is considered to be riskier than HDIQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WINC.LHDIQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.86%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

7.57%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

10.22%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

13.05%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.58%

14.25%

-2.67%

WINC.L vs. HDIQ.L - Expense Ratio Comparison

Both WINC.L and HDIQ.L have an expense ratio of 0.35%.


Dividends

WINC.L vs. HDIQ.L - Dividend Comparison

WINC.L's dividend yield for the trailing twelve months is around 12.74%, more than HDIQ.L's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.51%1.69%1.90%2.05%2.28%2.04%2.71%2.43%0.00%1.13%2.13%2.40%
WINC.L
iShares World Equity High Income Active UCITS ETF USD (Dist)
12.74%9.75%4.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WINC.L and HDIQ.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WINC.L and HDIQ.L have the same expense ratio: 0.35% per year.

WINC.L is categorized as Dividend, while HDIQ.L is U.S. Equity Income.

Portfolio Optimizer

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