WQDS.L vs. QQMG
Compare and contrast key facts about iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) and Invesco ESG NASDAQ 100 ETF (QQMG).
WQDS.L and QQMG 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. QQMG is a passively managed fund by Invesco that tracks the performance of the Nasdaq-100 ESG Total Return Index. It was launched on Oct 27, 2021. Both WQDS.L and QQMG 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. QQMG - Performance Comparison
Loading graphics...
WQDS.L vs. QQMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.87% | 16.53% | 12.46% | 11.62% | 4.66% | 6.89% |
QQMG Invesco ESG NASDAQ 100 ETF | -3.42% | 13.46% | 27.86% | 47.26% | -23.42% | 7.03% |
Different Trading Currencies
WQDS.L is traded in GBp, while QQMG is traded in USD. To make them comparable, the QQMG 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 2.87% return, which is significantly higher than QQMG's -3.42% return.
WQDS.L
- 1D
- 0.08%
- 1M
- -0.78%
- YTD
- 2.87%
- 6M
- 7.71%
- 1Y
- 19.85%
- 3Y*
- 13.24%
- 5Y*
- 12.17%
- 10Y*
- —
QQMG
- 1D
- 0.72%
- 1M
- -1.08%
- YTD
- -3.42%
- 6M
- -2.03%
- 1Y
- 22.55%
- 3Y*
- 20.68%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WQDS.L vs. QQMG - Expense Ratio Comparison
WQDS.L has a 0.38% expense ratio, which is higher than QQMG's 0.20% expense ratio.
Return for Risk
WQDS.L vs. QQMG — Risk / Return Rank
WQDS.L
QQMG
WQDS.L vs. QQMG - 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 Invesco ESG NASDAQ 100 ETF (QQMG). 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 | QQMG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.96 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.49 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.49 | 1.81 | +1.69 |
Martin ratioReturn relative to average drawdown | 12.89 | 5.03 | +7.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WQDS.L | QQMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.96 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.56 | +0.21 |
Correlation
The correlation between WQDS.L and QQMG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WQDS.L vs. QQMG - Dividend Comparison
WQDS.L's dividend yield for the trailing twelve months is around 3.57%, more than QQMG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQMG Invesco ESG NASDAQ 100 ETF | 0.43% | 0.41% | 0.50% | 0.60% | 0.82% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WQDS.L vs. QQMG - Drawdown Comparison
The maximum WQDS.L drawdown since its inception was -24.24%, smaller than the maximum QQMG drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for WQDS.L and QQMG.
Loading graphics...
Drawdown Indicators
| WQDS.L | QQMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.24% | -35.43% | +11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.87% | -12.67% | +5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -14.93% | — | — |
Current DrawdownCurrent decline from peak | -3.94% | -8.28% | +4.34% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -9.93% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 3.71% | -1.88% |
Volatility
WQDS.L vs. QQMG - Volatility Comparison
The current volatility for iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) is 3.95%, while Invesco ESG NASDAQ 100 ETF (QQMG) has a volatility of 5.72%. This indicates that WQDS.L experiences smaller price fluctuations and is considered to be less risky than QQMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WQDS.L | QQMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.72% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 13.14% | -5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.74% | 23.49% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.52% | 22.48% | -10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 22.48% | -8.27% |