WQDV.L vs. EMB
WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) are both exchange-traded funds - WQDV.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while EMB is a Emerging Markets Bonds fund tracking the J.P. Morgan EMBI Global Core Index. Both are passively managed. Over the past 5 years, WQDV.L returned 12.29%/yr vs 1.99%/yr for EMB. At a 0.33 correlation, their price movements are largely independent. WQDV.L charges 0.38%/yr vs 0.39%/yr for EMB.
Performance
WQDV.L vs. EMB - Performance Comparison
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Returns By Period
In the year-to-date period, WQDV.L achieves a 13.76% return, which is significantly higher than EMB's 2.68% return.
WQDV.L
- 1D
- 0.00%
- 1M
- 1.40%
- YTD
- 13.76%
- 6M
- 14.45%
- 1Y
- 31.16%
- 3Y*
- 18.65%
- 5Y*
- 12.29%
- 10Y*
- —
EMB
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 2.68%
- 6M
- 2.69%
- 1Y
- 11.68%
- 3Y*
- 9.65%
- 5Y*
- 1.99%
- 10Y*
- 3.33%
WQDV.L vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 13.76% | 24.16% | 9.75% | 17.23% | -6.95% | 16.00% | -0.07% | 22.73% | -7.80% | 8.45% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.68% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 3.19% |
Correlation
The correlation between WQDV.L and EMB is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.33 |
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Return for Risk
WQDV.L vs. EMB — Risk / Return Rank
WQDV.L
EMB
WQDV.L vs. EMB - 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) (WQDV.L) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
| WQDV.L | EMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.63 | +1.42 |
| Martin ratioReturn relative to average drawdown | 14.99 | 11.23 | +3.76 |
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Drawdowns
WQDV.L vs. EMB - Drawdown Comparison
The maximum WQDV.L drawdown since its inception was -33.16%, roughly equal to the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for WQDV.L and EMB.
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Drawdown Indicators
| WQDV.L | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.16% | -34.70% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -4.51% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | -7.95% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -28.74% | +7.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.74% | — |
Current DrawdownCurrent decline from peak | -1.05% | 0.00% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -5.05% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.06% | +1.05% |
Volatility
WQDV.L vs. EMB - Volatility Comparison
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a higher volatility of 3.61% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.81%. This indicates that WQDV.L's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WQDV.L | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 1.81% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 4.70% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 5.67% | +6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 9.75% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.66% | 9.96% | +4.70% |
WQDV.L vs. EMB - Expense Ratio Comparison
WQDV.L has a 0.38% expense ratio, which is lower than EMB's 0.39% expense ratio.
Dividends
WQDV.L vs. EMB - Dividend Comparison
WQDV.L's dividend yield for the trailing twelve months is around 1.81%, less than EMB's 5.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.01% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 1.81% | 2.31% | 2.58% | 2.78% | 2.95% | 2.75% | 2.81% | 3.01% | 3.28% | 0.77% | 0.00% | 0.00% |
Frequently Asked Questions
WQDV.L and EMB have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WQDV.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WQDV.L is cheaper with a 0.38% expense ratio, compared with 0.39% for EMB.
WQDV.L is categorized as Global Equities, while EMB is Emerging Markets Bonds. WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while EMB tracks J.P. Morgan EMBI Global Core Index. Their fees differ too: 0.38% for WQDV.L and 0.39% for EMB.
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