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

WQDS.L vs. UDVD.L

Last updated Jun 5, 2026

WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) 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 UDVD.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, WQDS.L returned 13.76%/yr vs 6.80%/yr for UDVD.L. A 0.73 correlation means they provide meaningful diversification when combined. WQDS.L charges 0.38%/yr vs 0.35%/yr for UDVD.L.

Performance

WQDS.L vs. UDVD.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WQDS.L is traded in GBp, while UDVD.L is traded in USD. To make them comparable, the UDVD.L 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 15.10% return, which is significantly higher than UDVD.L's 7.43% return.

WQDS.L

1D
0.14%
1M
7.68%
YTD
15.10%
6M
15.33%
1Y
33.20%
3Y*
17.21%
5Y*
13.76%
10Y*
—

UDVD.L

1D
0.11%
1M
1.72%
YTD
7.43%
6M
7.06%
1Y
13.99%
3Y*
6.98%
5Y*
6.80%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		15.10%16.53%12.46%11.62%4.66%18.72%-2.56%19.86%-1.40%2.29%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		7.43%0.84%9.52%-3.04%11.52%26.22%-2.19%18.00%1.76%3.00%

Correlation

The correlation between WQDS.L and UDVD.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.56

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

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.73

Over the past year, the correlation between WQDS.L and UDVD.L has dropped to 0.46 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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

Sectors
WQDS.L
UDVD.L

Technology

35.2%
8.9%

Financial Services

16.9%
11.5%

Healthcare

14.4%
6.2%

Industrials

11.1%
17.5%

Communication Services

5.4%
3.5%

Consumer Cyclical

4.3%
5.2%

Energy

4.1%
4.5%

Consumer Defensive

3.6%
17.0%

Utilities

3.1%
14.8%

Real Estate

1.3%
4.6%

Basic Materials

0.7%
6.4%

Technology

WQDS.L
35.2%
UDVD.L
8.9%

Financial Services

WQDS.L
16.9%
UDVD.L
11.5%

Healthcare

WQDS.L
14.4%
UDVD.L
6.2%

Industrials

WQDS.L
11.1%
UDVD.L
17.5%

Communication Services

WQDS.L
5.4%
UDVD.L
3.5%

Consumer Cyclical

WQDS.L
4.3%
UDVD.L
5.2%

Energy

WQDS.L
4.1%
UDVD.L
4.5%

Consumer Defensive

WQDS.L
3.6%
UDVD.L
17.0%

Utilities

WQDS.L
3.1%
UDVD.L
14.8%

Real Estate

WQDS.L
1.3%
UDVD.L
4.6%

Basic Materials

WQDS.L
0.7%
UDVD.L
6.4%

Compare stocks, funds, or ETFs

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

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

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. QQMG
Often compared with UDVD.L:
UDVD.L vs. SCHDUDVD.L vs. USDV.LUDVD.L vs. VHYD.LUDVD.L vs. JEPQUDVD.L vs. WQDV.LUDVD.L vs. VWRD.LUDVD.L vs. DGRO

Return for Risk

WQDS.L vs. UDVD.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: 9090
Overall Rank
WQDS.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 9191
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WQDS.L Martin Ratio Rank: 8787
Martin Ratio Rank
UDVD.L
UDVD.L Risk / Return Rank: 3636
Overall Rank
UDVD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 3535
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 3232
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. UDVD.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.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.LUDVD.LDifference
Sharpe ratioReturn per unit of total volatility
3.19
1.29

+1.90

Sortino ratioReturn per unit of downside risk
4.56
1.83

+2.73

Omega ratioGain probability vs. loss probability

1.60

1.22

+0.37

Calmar ratioReturn relative to maximum drawdown

4.90

2.15

+2.75

Martin ratioReturn relative to average drawdown

18.20

5.62

+12.59

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. UDVD.L - Sharpe Ratio Comparison

The current WQDS.L Sharpe Ratio is 3.19, which is higher than the UDVD.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of WQDS.L and UDVD.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.LUDVD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

1.29

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.49

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.77

+0.03

Drawdowns

WQDS.L vs. UDVD.L - Drawdown Comparison

The maximum WQDS.L drawdown since its inception was -24.24%, smaller than the maximum UDVD.L drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for WQDS.L and UDVD.L.

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Drawdown Indicators

WQDS.LUDVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-28.19%

+3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-6.47%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

-16.57%

+1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.93%

-16.57%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.19%

—

Current Drawdown

Current decline from peak

0.00%

-3.26%

+3.26%

Average Drawdown

Average peak-to-trough decline

-2.87%

-4.22%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.48%

-0.66%

Volatility

WQDS.L vs. UDVD.L - Volatility Comparison

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) have volatilities of 3.09% and 3.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WQDS.LUDVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

3.00%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

8.23%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

10.81%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

13.76%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

16.06%

-2.84%

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

WQDS.L has a 0.38% expense ratio, which is higher than UDVD.L's 0.35% expense ratio.

Dividends

WQDS.L vs. UDVD.L - Dividend Comparison

WQDS.L's dividend yield for the trailing twelve months is around 2.90%, more than UDVD.L's 2.05% yield.

PositionTTM20252024202320222021202020192018201720162015
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.05%2.17%2.03%2.24%2.13%2.15%2.36%2.01%2.27%1.78%1.83%2.06%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		2.90%3.12%3.24%3.55%3.56%3.71%3.84%3.98%4.19%1.05%0.00%0.00%

Frequently Asked Questions

WQDS.L and UDVD.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UDVD.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UDVD.L is cheaper with a 0.35% expense ratio, compared with 0.38% for WQDS.L.

WQDS.L is categorized as Global Equities, while UDVD.L is Large Cap Blend Equities. WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.38% for WQDS.L and 0.35% for UDVD.L.

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