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WQDV.L vs. IWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WQDV.L vs. IWDA.L

Last updated Jun 5, 2026

WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - WQDV.L tracks the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index while IWDA.L tracks the MSCI World Index (Net). Both are passively managed. Over the past 5 years, WQDV.L returned 11.70%/yr vs 11.86%/yr for IWDA.L. Their correlation of 0.88 suggests significant overlap in exposure. WQDV.L charges 0.38%/yr vs 0.20%/yr for IWDA.L.

Performance

WQDV.L vs. IWDA.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) (WQDV.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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, WQDV.L achieves a 14.25% return, which is significantly higher than IWDA.L's 9.83% return.

WQDV.L

1D
0.00%
1M
6.39%
YTD
14.25%
6M
15.58%
1Y
30.82%
3Y*
19.42%
5Y*
11.70%
10Y*
—

IWDA.L

1D
0.10%
1M
4.07%
YTD
9.83%
6M
10.98%
1Y
25.98%
3Y*
20.77%
5Y*
11.86%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQDV.L vs. IWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		14.25%24.15%9.88%17.14%-6.91%15.95%0.01%22.62%-7.74%7.86%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.83%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-9.01%10.62%

Correlation

The correlation between WQDV.L and IWDA.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.84

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

0.87

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

0.88

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

0.88

The correlation between WQDV.L and IWDA.L has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

WQDV.L vs. IWDA.L - Sectors Allocation Comparison

Sectors
WQDV.L
IWDA.L

Technology

35.2%
32.9%

Financial Services

16.9%
14.9%

Healthcare

14.4%
8.6%

Industrials

11.1%
9.7%

Communication Services

5.4%
9.3%

Consumer Cyclical

4.3%
8.8%

Energy

4.1%
3.9%

Consumer Defensive

3.6%
4.8%

Utilities

3.1%
2.4%

Real Estate

1.3%
1.2%

Basic Materials

0.7%
2.8%

Technology

WQDV.L
35.2%
IWDA.L
32.9%

Financial Services

WQDV.L
16.9%
IWDA.L
14.9%

Healthcare

WQDV.L
14.4%
IWDA.L
8.6%

Industrials

WQDV.L
11.1%
IWDA.L
9.7%

Communication Services

WQDV.L
5.4%
IWDA.L
9.3%

Consumer Cyclical

WQDV.L
4.3%
IWDA.L
8.8%

Energy

WQDV.L
4.1%
IWDA.L
3.9%

Consumer Defensive

WQDV.L
3.6%
IWDA.L
4.8%

Utilities

WQDV.L
3.1%
IWDA.L
2.4%

Real Estate

WQDV.L
1.3%
IWDA.L
1.2%

Basic Materials

WQDV.L
0.7%
IWDA.L
2.8%

Compare stocks, funds, or ETFs

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

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with WQDV.L:
WQDV.L vs. VHYD.LWQDV.L vs. IQQ0.DEWQDV.L vs. SCHDWQDV.L vs. HDVWQDV.L vs. IMID.LWQDV.L vs. QDVX.DEWQDV.L vs. VIG
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

Return for Risk

WQDV.L vs. IWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WQDV.L
WQDV.L Risk / Return Rank: 8181
Overall Rank
WQDV.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WQDV.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
WQDV.L Omega Ratio Rank: 8080
Omega Ratio Rank
WQDV.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
WQDV.L Martin Ratio Rank: 7777
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.

WQDV.L vs. IWDA.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) (WQDV.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.

WQDV.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.62
2.17

+0.45

Sortino ratioReturn per unit of downside risk
3.88
3.26

+0.62

Omega ratioGain probability vs. loss probability

1.47

1.40

+0.08

Calmar ratioReturn relative to maximum drawdown

3.95

3.11

+0.84

Martin ratioReturn relative to average drawdown

14.66

13.16

+1.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WQDV.L vs. IWDA.L - Sharpe Ratio Comparison

The current WQDV.L Sharpe Ratio is 2.62, which is comparable to the IWDA.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of WQDV.L and IWDA.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

WQDV.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

2.17

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.76

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.79

-0.09

Drawdowns

WQDV.L vs. IWDA.L - Drawdown Comparison

The maximum WQDV.L drawdown since its inception was -33.13%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for WQDV.L and IWDA.L.

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Drawdown Indicators

WQDV.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-34.11%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-8.31%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.08%

-16.94%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-25.88%

+4.62%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.11%

—

Current Drawdown

Current decline from peak

-0.26%

-0.43%

+0.17%

Average Drawdown

Average peak-to-trough decline

-4.28%

-4.44%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.97%

+0.13%

Volatility

WQDV.L vs. IWDA.L - Volatility Comparison

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a higher volatility of 3.68% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.40%. This indicates that WQDV.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WQDV.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

3.40%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

9.19%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.74%

11.93%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

15.68%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

15.91%

-1.22%

WQDV.L vs. IWDA.L - Expense Ratio Comparison

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

Dividends

WQDV.L vs. IWDA.L - Dividend Comparison

WQDV.L's dividend yield for the trailing twelve months is around 2.16%, while IWDA.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		2.16%2.31%2.58%2.78%2.95%2.75%2.81%3.01%3.28%0.77%

Frequently Asked Questions

WQDV.L and IWDA.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.38% for WQDV.L.

WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.38% for WQDV.L and 0.20% for IWDA.L.

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