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

WINC.L vs. WQDS.L

Last updated Jul 16, 2026
Documentation

WINC.L (iShares World Equity High Income Active UCITS ETF USD Inc) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - WINC.L is a Dividend fund actively managed by iShares, while WQDS.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. WINC.L is actively managed, while WQDS.L is passively managed. Over the past year, WINC.L returned 22.30% vs 28.06% for WQDS.L. A 0.65 correlation means they provide meaningful diversification when combined.

Performance

WINC.L vs. WQDS.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 Inc (WINC.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

WINC.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, WINC.L achieves a 10.93% return, which is significantly lower than WQDS.L's 15.20% return.

WINC.L

1D
0.55%
1M
0.55%
6M
9.36%
YTD
10.93%
1Y
22.30%
3Y*
—
5Y*
—
10Y*
—

WQDS.L

1D
-1.09%
1M
-0.53%
6M
13.28%
YTD
15.20%
1Y
28.06%
3Y*
17.31%
5Y*
12.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
WINC.L
iShares World Equity High Income Active UCITS ETF USD Inc		10.93%11.87%9.73%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		15.20%15.54%5.00%

Correlation

The correlation between WINC.L and WQDS.L is 0.66, 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

0.66

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

0.65

The correlation between WINC.L and WQDS.L has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares World Equity High Income Active UCITS ETF USD Inc

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

Often compared with WQDS.L:
WQDS.L vs. PSRE.LWQDS.L vs. FGQD.LWQDS.L vs. VGWD.DEWQDS.L vs. TDGB.LWQDS.L vs. IS3Q.DEWQDS.L vs. NQSE.DEWQDS.L vs. UDVD.L

Return for Risk

WINC.L vs. WQDS.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: 8888
Overall Rank
WINC.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WINC.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
WINC.L Omega Ratio Rank: 8787
Omega Ratio Rank
WINC.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
WINC.L Martin Ratio Rank: 9090
Martin Ratio Rank
WQDS.L
WQDS.L Risk / Return Rank: 9191
Overall Rank
WQDS.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 9292
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
WQDS.L Martin Ratio Rank: 8989
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. WQDS.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 Inc (WINC.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.

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.LWQDS.LDifference
Sharpe ratioReturn per unit of total volatility
2.30
2.66

-0.37

Sortino ratioReturn per unit of downside risk
3.20
3.83

-0.63

Omega ratioGain probability vs. loss probability

1.42

1.49

-0.07

Calmar ratioReturn relative to maximum drawdown

4.31

4.14

+0.17

Martin ratioReturn relative to average drawdown

16.01

15.36

+0.65

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

The current WINC.L Sharpe Ratio is 2.30, which is comparable to the WQDS.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of WINC.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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Drawdowns

WINC.L vs. WQDS.L - Drawdown Comparison

The maximum WINC.L drawdown since its inception was -16.51%, smaller than the maximum WQDS.L drawdown of -30.62%. Use the drawdown chart below to compare losses from any high point for WINC.L and WQDS.L.

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Drawdown Indicators

WINC.LWQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.51%

-30.62%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-6.75%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

—

-14.93%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-14.93%

—

Current Drawdown

Current decline from peak

-0.58%

-1.36%

+0.78%

Average Drawdown

Average peak-to-trough decline

-2.06%

-8.99%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.82%

-0.37%

Volatility

WINC.L vs. WQDS.L - Volatility Comparison

iShares World Equity High Income Active UCITS ETF USD Inc (WINC.L) has a higher volatility of 3.06% compared to iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) at 2.80%. This indicates that WINC.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

WINC.LWQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

2.80%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

8.17%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

10.50%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.57%

11.60%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

14.96%

-3.39%

Dividends

WINC.L vs. WQDS.L - Dividend Comparison

WINC.L's dividend yield for the trailing twelve months is around 12.81%, more than WQDS.L's 2.15% yield.

PositionTTM2025202420232022202120202019
WINC.L
iShares World Equity High Income Active UCITS ETF USD Inc		12.81%9.75%4.72%0.00%0.00%0.00%0.00%0.00%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		2.15%2.34%2.56%2.86%2.97%2.70%3.03%3.10%

Frequently Asked Questions

WINC.L and WQDS.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WINC.L is categorized as Dividend, while WQDS.L is Global Equities.

Portfolio Optimizer

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