PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
WQDV.L vs. MINT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WQDV.L vs. MINT.L

Last updated Jul 16, 2026
Documentation

WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and MINT.L (PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF) are both Global Equities funds - WQDV.L tracks the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index while MINT.L tracks the PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. Both are passively managed. Over the past 5 years, WQDV.L returned 12.21%/yr vs 3.49%/yr for MINT.L. At a 0.04 correlation, their price movements are largely independent.

Performance

WQDV.L vs. MINT.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 PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WQDV.L achieves a 15.40% return, which is significantly higher than MINT.L's 2.39% return.

WQDV.L

1D
-0.21%
1M
-0.00%
6M
13.77%
YTD
15.40%
1Y
29.00%
3Y*
18.44%
5Y*
12.21%
10Y*
—

MINT.L

1D
0.05%
1M
0.39%
6M
2.17%
YTD
2.39%
1Y
4.58%
3Y*
5.23%
5Y*
3.49%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		15.40%24.16%9.75%17.23%-6.95%16.00%-0.07%22.73%-7.80%8.45%
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF		2.39%4.66%5.75%5.72%-0.67%-0.09%1.30%3.28%1.65%0.93%

Correlation

The correlation between WQDV.L and MINT.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.04

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF

Often compared with WQDV.L:
WQDV.L vs. VHYD.LWQDV.L vs. IQQ0.DEWQDV.L vs. SCHDWQDV.L vs. HDVWQDV.L vs. QDVX.DEWQDV.L vs. IMID.LWQDV.L vs. VIG

Return for Risk

WQDV.L vs. MINT.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: 8888
Overall Rank
WQDV.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WQDV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
WQDV.L Omega Ratio Rank: 8888
Omega Ratio Rank
WQDV.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
WQDV.L Martin Ratio Rank: 8585
Martin Ratio Rank
MINT.L
MINT.L Risk / Return Rank: 9999
Overall Rank
MINT.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MINT.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
MINT.L Omega Ratio Rank: 9999
Omega Ratio Rank
MINT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
MINT.L Martin Ratio Rank: 9999
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. MINT.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 PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.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.

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.LMINT.LDifference
Sharpe ratioReturn per unit of total volatility
2.42
7.86

-5.44

Sortino ratioReturn per unit of downside risk
3.60
16.90

-13.30

Omega ratioGain probability vs. loss probability

1.44

3.57

-2.13

Calmar ratioReturn relative to maximum drawdown

3.71

45.35

-41.64

Martin ratioReturn relative to average drawdown

13.72

232.26

-218.55

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

The current WQDV.L Sharpe Ratio is 2.42, which is lower than the MINT.L Sharpe Ratio of 7.86. The chart below compares the historical Sharpe Ratios of WQDV.L and MINT.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.

Loading charts...

Drawdowns

WQDV.L vs. MINT.L - Drawdown Comparison

The maximum WQDV.L drawdown since its inception was -33.16%, which is greater than MINT.L's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for WQDV.L and MINT.L.

Loading charts...

Drawdown Indicators

WQDV.LMINT.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-3.89%

-29.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-0.10%

-7.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-0.62%

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.24%

-2.47%

-18.77%

Max Drawdown (10Y)

Largest decline over 10 years

—

-3.89%

—

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-4.24%

-0.23%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

0.02%

+2.09%

Volatility

WQDV.L vs. MINT.L - Volatility Comparison

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a higher volatility of 3.00% compared to PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L) at 0.14%. This indicates that WQDV.L's price experiences larger fluctuations and is considered to be riskier than MINT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

WQDV.LMINT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

0.14%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

0.35%

+9.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

0.58%

+11.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

0.76%

+13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

0.95%

+13.68%

Dividends

WQDV.L vs. MINT.L - Dividend Comparison

WQDV.L's dividend yield for the trailing twelve months is around 2.14%, less than MINT.L's 4.36% yield.

PositionTTM20252024202320222021202020192018201720162015
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF		4.36%4.43%5.18%4.81%1.51%0.34%1.17%2.63%2.33%1.56%1.31%0.79%
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		2.14%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 MINT.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while MINT.L tracks PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

Find the right allocation for WQDV.L and MINT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer