WQDV.L vs. SDY
Compare and contrast key facts about iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) and SPDR S&P Dividend ETF (SDY).
WQDV.L and SDY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WQDV.L is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. It was launched on Jun 12, 2017. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005. Both WQDV.L and SDY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WQDV.L or SDY.
Key characteristics
| WQDV.L | SDY | |
|---|---|---|
| YTD Return | 12.72% | 12.51% |
| 1Y Return | 24.21% | 22.59% |
| 3Y Return (Ann) | 8.05% | 5.81% |
| 5Y Return (Ann) | 7.98% | 8.39% |
| Sharpe Ratio | 2.28 | 2.29 |
| Sortino Ratio | 3.34 | 3.26 |
| Omega Ratio | 1.41 | 1.42 |
| Calmar Ratio | 3.52 | 1.90 |
| Martin Ratio | 14.59 | 13.86 |
| Ulcer Index | 1.69% | 1.72% |
| Daily Std Dev | 10.80% | 10.40% |
| Max Drawdown | -33.13% | -54.75% |
| Current Drawdown | -4.10% | -3.86% |
Correlation
The correlation between WQDV.L and SDY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WQDV.L vs. SDY - Performance Comparison
The year-to-date returns for both stocks are quite close, with WQDV.L having a 12.72% return and SDY slightly lower at 12.51%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WQDV.L vs. SDY - Expense Ratio Comparison
WQDV.L has a 0.38% expense ratio, which is higher than SDY's 0.35% expense ratio.
Risk-Adjusted Performance
WQDV.L vs. SDY - Risk-Adjusted Performance 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 SPDR S&P Dividend ETF (SDY). 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.
Dividends
WQDV.L vs. SDY - Dividend Comparison
WQDV.L's dividend yield for the trailing twelve months is around 2.52%, less than SDY's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.52% | 2.78% | 2.95% | 2.75% | 2.81% | 3.01% | 3.28% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
SDY SPDR S&P Dividend ETF | 2.98% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
Drawdowns
WQDV.L vs. SDY - Drawdown Comparison
The maximum WQDV.L drawdown since its inception was -33.13%, smaller than the maximum SDY drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for WQDV.L and SDY. For additional features, visit the drawdowns tool.
Volatility
WQDV.L vs. SDY - Volatility Comparison
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) and SPDR S&P Dividend ETF (SDY) have volatilities of 2.51% and 2.54%, 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.