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

WQDS.L vs. MVUS.L

Last updated Jun 9, 2026

WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) are both exchange-traded funds - WQDS.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while MVUS.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, WQDS.L returned 12.62%/yr vs 9.95%/yr for MVUS.L. A 0.80 correlation means they provide meaningful diversification when combined. WQDS.L charges 0.38%/yr vs 0.20%/yr for MVUS.L.

Performance

WQDS.L vs. MVUS.L - 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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WQDS.L achieves a 13.58% return, which is significantly higher than MVUS.L's 4.03% return.

WQDS.L

1D
-0.14%
1M
4.89%
YTD
13.58%
6M
13.81%
1Y
30.01%
3Y*
16.35%
5Y*
12.62%
10Y*
—

MVUS.L

1D
-0.44%
1M
4.47%
YTD
4.03%
6M
4.68%
1Y
11.77%
3Y*
11.21%
5Y*
9.95%
10Y*
11.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		13.58%15.54%11.68%10.80%4.05%17.47%-3.37%18.77%-2.36%-19.84%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		4.03%3.88%20.71%3.83%-0.36%26.59%3.87%26.86%-0.36%3.31%

Correlation

The correlation between WQDS.L and MVUS.L is 0.58, 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

0.58

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

0.64

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2017

0.80

Over the past year, the correlation between WQDS.L and MVUS.L has dropped to 0.58 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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

Sectors
WQDS.L
MVUS.L

Technology

35.2%
29.0%

Financial Services

16.9%
17.8%

Healthcare

14.4%
13.3%

Industrials

11.1%
5.7%

Communication Services

5.4%
6.5%

Consumer Cyclical

4.3%
6.9%

Energy

4.1%
5.2%

Consumer Defensive

3.6%
10.4%

Utilities

3.1%
2.9%

Real Estate

1.3%
0.2%

Basic Materials

0.7%
2.3%

Technology

WQDS.L
35.2%
MVUS.L
29.0%

Financial Services

WQDS.L
16.9%
MVUS.L
17.8%

Healthcare

WQDS.L
14.4%
MVUS.L
13.3%

Industrials

WQDS.L
11.1%
MVUS.L
5.7%

Communication Services

WQDS.L
5.4%
MVUS.L
6.5%

Consumer Cyclical

WQDS.L
4.3%
MVUS.L
6.9%

Energy

WQDS.L
4.1%
MVUS.L
5.2%

Consumer Defensive

WQDS.L
3.6%
MVUS.L
10.4%

Utilities

WQDS.L
3.1%
MVUS.L
2.9%

Real Estate

WQDS.L
1.3%
MVUS.L
0.2%

Basic Materials

WQDS.L
0.7%
MVUS.L
2.3%

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

iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)

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. UDVD.L
Often compared with MVUS.L:
MVUS.L vs. USMVMVUS.L vs. XDEB.LMVUS.L vs. MVEA.LMVUS.L vs. GLTS.LMVUS.L vs. HMUD.LMVUS.L vs. XLPP.LMVUS.L vs. JURE.L

Return for Risk

WQDS.L vs. MVUS.L — 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: 8989
Overall Rank
WQDS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 9090
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WQDS.L Martin Ratio Rank: 8686
Martin Ratio Rank
MVUS.L
MVUS.L Risk / Return Rank: 4646
Overall Rank
MVUS.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4545
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4646
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.

WQDS.L vs. MVUS.L - 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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.

WQDS.LMVUS.LDifference
Sharpe ratioReturn per unit of total volatility
2.88
1.46

+1.42

Sortino ratioReturn per unit of downside risk
4.16
2.07

+2.09

Omega ratioGain probability vs. loss probability

1.53

1.26

+0.27

Calmar ratioReturn relative to maximum drawdown

4.43

2.18

+2.25

Martin ratioReturn relative to average drawdown

16.37

6.82

+9.54

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. MVUS.L - Sharpe Ratio Comparison

The current WQDS.L Sharpe Ratio is 2.88, which is higher than the MVUS.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of WQDS.L and MVUS.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

WQDS.LMVUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

1.46

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.54

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.49

-0.05

Drawdowns

WQDS.L vs. MVUS.L - Drawdown Comparison

The maximum WQDS.L drawdown since its inception was -27.90%, smaller than the maximum MVUS.L drawdown of -39.22%. Use the drawdown chart below to compare losses from any high point for WQDS.L and MVUS.L.

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Drawdown Indicators

WQDS.LMVUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.90%

-39.22%

+11.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-5.39%

-1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

-20.40%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-14.93%

-20.40%

+5.47%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.85%

—

Current Drawdown

Current decline from peak

-0.57%

-0.44%

-0.13%

Average Drawdown

Average peak-to-trough decline

-7.86%

-7.21%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.72%

+0.11%

Volatility

WQDS.L vs. MVUS.L - Volatility Comparison

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a higher volatility of 2.91% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) at 2.34%. This indicates that WQDS.L's price experiences larger fluctuations and is considered to be riskier than MVUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WQDS.LMVUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.34%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

5.60%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

8.05%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.56%

18.31%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

16.99%

-1.98%

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

WQDS.L has a 0.38% expense ratio, which is higher than MVUS.L's 0.20% expense ratio.

Dividends

WQDS.L vs. MVUS.L - Dividend Comparison

WQDS.L's dividend yield for the trailing twelve months is around 1.82%, while MVUS.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		1.82%2.34%2.56%2.86%2.97%2.70%3.03%3.10%3.19%0.79%

Frequently Asked Questions

WQDS.L and MVUS.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVUS.L is cheaper with a 0.20% expense ratio, compared with 0.38% for WQDS.L.

WQDS.L is categorized as Global Equities, while MVUS.L is S&P 500. WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while MVUS.L tracks S&P 500 Index. Their fees differ too: 0.38% for WQDS.L and 0.20% for MVUS.L.

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