WQDS.L vs. HDV

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) and iShares Core High Dividend ETF (HDV).

WQDS.L and HDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WQDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. It was launched on May 14, 2020. HDV is a passively managed fund by iShares that tracks the performance of the Morningstar Dividend Yield Focus Index. It was launched on Mar 29, 2011. Both WQDS.L and HDV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WQDS.L vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

WQDS.L vs. HDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)	2.79%	16.53%	12.46%	11.62%	4.66%	18.72%	-2.56%	19.75%	-1.31%	2.64%
HDV iShares Core High Dividend ETF	12.68%	3.92%	16.15%	-3.37%	19.78%	20.58%	-9.23%	15.65%	2.74%	2.27%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, WQDS.L achieves a 2.79% return, which is significantly lower than HDV's 12.68% return.

WQDS.L

• 1D: 1.85%
• 1M: -2.88%
• YTD: 2.79%
• 6M: 8.56%
• 1Y: 19.13%
• 3Y*: 13.28%
• 5Y*: 12.15%
• 10Y*: —

HDV

• 1D: -1.52%
• 1M: -2.75%
• YTD: 12.68%
• 6M: 12.78%
• 1Y: 11.90%
• 3Y*: 10.79%
• 5Y*: 11.84%
• 10Y*: 10.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WQDS.L vs. HDV - Expense Ratio Comparison

WQDS.L has a 0.38% expense ratio, which is higher than HDV's 0.08% expense ratio.

WQDS.L

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

HDV

iShares Core High Dividend ETF

Return for Risk

WQDS.L vs. HDV — Risk / Return Rank

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

WQDS.L

WQDS.L Risk / Return Rank: 77
WQDS.L Sharpe Ratio Rank: 74
WQDS.L Sortino Ratio Rank: 73
WQDS.L Omega Ratio Rank: 70
WQDS.L Calmar Ratio Rank: 87
WQDS.L Martin Ratio Rank: 83

HDV

HDV Risk / Return Rank: 58
HDV Sharpe Ratio Rank: 64
HDV Sortino Ratio Rank: 60
HDV Omega Ratio Rank: 61
HDV Calmar Ratio Rank: 53
HDV Martin Ratio Rank: 52

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) and iShares Core High Dividend ETF (HDV). 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.

	WQDS.L	HDV	Difference
Sharpe ratio Return per unit of total volatility	1.39	0.90	+0.49
Sortino ratio Return per unit of downside risk	1.92	1.30	+0.62
Omega ratio Gain probability vs. loss probability	1.27	1.17	+0.10
Calmar ratio Return relative to maximum drawdown	2.88	1.06	+1.82
Martin ratio Return relative to average drawdown	10.07	2.65	+7.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WQDS.L vs. HDV - Sharpe Ratio Comparison

The current WQDS.L Sharpe Ratio is 1.39, which is higher than the HDV Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of WQDS.L and HDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WQDS.L	HDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	0.90	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	0.94	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.78	-0.01

Correlation

The correlation between WQDS.L and HDV is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WQDS.L vs. HDV - Dividend Comparison

WQDS.L's dividend yield for the trailing twelve months is around 3.57%, more than HDV's 2.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)	3.57%	3.12%	3.24%	3.55%	3.56%	3.71%	3.84%	3.98%	4.18%	1.05%	0.00%	0.00%
HDV iShares Core High Dividend ETF	2.95%	3.22%	3.67%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%

Drawdowns

WQDS.L vs. HDV - Drawdown Comparison

The maximum WQDS.L drawdown since its inception was -24.24%, smaller than the maximum HDV drawdown of -30.42%. Use the drawdown chart below to compare losses from any high point for WQDS.L and HDV.

Drawdown Indicators

	WQDS.L	HDV	Difference
Max Drawdown Largest peak-to-trough decline	-24.24%	-37.04%	+12.80%
Max Drawdown (1Y) Largest decline over 1 year	-9.69%	-9.78%	+0.09%
Max Drawdown (5Y) Largest decline over 5 years	-14.93%	-15.42%	+0.49%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.04%	—
Current Drawdown Current decline from peak	-4.02%	-3.84%	-0.18%
Average Drawdown Average peak-to-trough decline	-2.89%	-3.09%	+0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.69%	-0.73%

Volatility

WQDS.L vs. HDV - Volatility Comparison

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a higher volatility of 4.13% compared to iShares Core High Dividend ETF (HDV) at 3.58%. This indicates that WQDS.L's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WQDS.L	HDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.58%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	7.88%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	13.32%	+0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.52%	12.67%	-1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.22%	16.46%	-2.24%