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

WQDV.L vs. QUAL

Last updated Jun 21, 2026

WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and QUAL (iShares MSCI USA Quality Factor 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 QUAL is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality Index. Both are passively managed. Over the past 5 years, WQDV.L returned 12.29%/yr vs 12.35%/yr for QUAL. At a 0.49 correlation, their price movements are largely independent. WQDV.L charges 0.38%/yr vs 0.15%/yr for QUAL.

Performance

WQDV.L vs. QUAL - 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 MSCI USA Quality Factor ETF (QUAL). 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 13.76% return, which is significantly higher than QUAL's 9.12% 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*
—

QUAL

1D
0.67%
1M
0.88%
YTD
9.12%
6M
9.00%
1Y
24.08%
3Y*
18.63%
5Y*
12.35%
10Y*
14.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQDV.L vs. QUAL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
QUAL
iShares MSCI USA Quality Factor ETF		9.12%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%12.20%

Correlation

The correlation between WQDV.L and QUAL is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.54

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

0.46

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

0.48

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

0.49

The correlation between WQDV.L and QUAL has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.

WQDV.L vs. QUAL - Sectors Allocation Comparison

Sectors
WQDV.L
QUAL

Technology

37.3%
38.8%

Financial Services

16.0%
10.8%

Healthcare

13.5%
8.7%

Industrials

9.5%
7.2%

Consumer Cyclical

5.9%
9.3%

Communication Services

5.5%
11.8%

Consumer Defensive

4.1%
4.4%

Energy

3.2%
3.2%

Utilities

2.9%
2.1%

Real Estate

1.1%
1.8%

Basic Materials

1.0%
1.9%

Technology

WQDV.L
37.3%
QUAL
38.8%

Financial Services

WQDV.L
16.0%
QUAL
10.8%

Healthcare

WQDV.L
13.5%
QUAL
8.7%

Industrials

WQDV.L
9.5%
QUAL
7.2%

Consumer Cyclical

WQDV.L
5.9%
QUAL
9.3%

Communication Services

WQDV.L
5.5%
QUAL
11.8%

Consumer Defensive

WQDV.L
4.1%
QUAL
4.4%

Energy

WQDV.L
3.2%
QUAL
3.2%

Utilities

WQDV.L
2.9%
QUAL
2.1%

Real Estate

WQDV.L
1.1%
QUAL
1.8%

Basic Materials

WQDV.L
1.0%
QUAL
1.9%

Compare stocks, funds, or ETFs

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

iShares MSCI USA Quality Factor ETF

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 QUAL:
QUAL vs. SPHQQUAL vs. SPYQUAL vs. MTUMQUAL vs. USMVQUAL vs. VOOQUAL vs. IVVQUAL vs. SCHD

Return for Risk

WQDV.L vs. QUAL — 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: 8484
Overall Rank
WQDV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WQDV.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
WQDV.L Omega Ratio Rank: 8383
Omega Ratio Rank
WQDV.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
WQDV.L Martin Ratio Rank: 8080
Martin Ratio Rank
QUAL
QUAL Risk / Return Rank: 6161
Overall Rank
QUAL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 6161
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5959
Omega Ratio Rank
QUAL Calmar Ratio Rank: 5555
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6868
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. QUAL - 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 MSCI USA Quality Factor ETF (QUAL). 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.LQUALDifference
Sharpe ratioReturn per unit of total volatility
2.63
1.95

+0.68

Sortino ratioReturn per unit of downside risk
3.90
2.75

+1.16

Omega ratioGain probability vs. loss probability

1.47

1.34

+0.13

Calmar ratioReturn relative to maximum drawdown

4.05

2.60

+1.45

Martin ratioReturn relative to average drawdown

14.99

11.89

+3.09

WQDV.L vs. QUAL - Sharpe Ratio Comparison

The current WQDV.L Sharpe Ratio is 2.63, which is higher than the QUAL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of WQDV.L and QUAL, 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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Drawdowns

WQDV.L vs. QUAL - Drawdown Comparison

The maximum WQDV.L drawdown since its inception was -33.16%, roughly equal to the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for WQDV.L and QUAL.

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Drawdown Indicators

WQDV.LQUALDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-34.06%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-9.03%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-18.00%

+3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.24%

-28.23%

+6.99%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.06%

—

Current Drawdown

Current decline from peak

-1.05%

-1.51%

+0.46%

Average Drawdown

Average peak-to-trough decline

-4.27%

-4.09%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.97%

+0.14%

Volatility

WQDV.L vs. QUAL - Volatility Comparison

The current volatility for iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) is 3.61%, while iShares MSCI USA Quality Factor ETF (QUAL) has a volatility of 4.02%. This indicates that WQDV.L experiences smaller price fluctuations and is considered to be less risky than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WQDV.LQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

4.02%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

9.61%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

12.10%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

17.38%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.66%

18.12%

-3.46%

WQDV.L vs. QUAL - Expense Ratio Comparison

WQDV.L has a 0.38% expense ratio, which is higher than QUAL's 0.15% expense ratio.

Dividends

WQDV.L vs. QUAL - Dividend Comparison

WQDV.L's dividend yield for the trailing twelve months is around 1.81%, more than QUAL's 0.87% yield.

PositionTTM20252024202320222021202020192018201720162015
QUAL
iShares MSCI USA Quality Factor ETF		0.87%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%
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 QUAL have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QUAL is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QUAL is cheaper with a 0.15% expense ratio, compared with 0.38% for WQDV.L.

WQDV.L is categorized as Global Equities, while QUAL is Large Cap Blend Equities. WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while QUAL tracks MSCI USA Sector Neutral Quality Index. Their fees differ too: 0.38% for WQDV.L and 0.15% for QUAL.

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