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

WQDV.L vs. XDEB.L

Last updated Jun 5, 2026

WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and XDEB.L (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - WQDV.L tracks the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index while XDEB.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, WQDV.L returned 11.70%/yr vs 5.25%/yr for XDEB.L. A 0.67 correlation means they provide meaningful diversification when combined. WQDV.L charges 0.38%/yr vs 0.25%/yr for XDEB.L.

Performance

WQDV.L vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WQDV.L is traded in USD, while XDEB.L is traded in GBp. To make them comparable, the XDEB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WQDV.L achieves a 14.25% return, which is significantly higher than XDEB.L's 0.79% 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*
—

XDEB.L

1D
0.20%
1M
0.95%
YTD
0.79%
6M
1.65%
1Y
1.67%
3Y*
9.36%
5Y*
5.25%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQDV.L vs. XDEB.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%
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C		0.79%11.21%11.13%6.84%-9.59%14.95%2.07%23.31%-2.41%6.64%

Correlation

The correlation between WQDV.L and XDEB.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.41

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

0.53

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

0.63

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

0.67

Over the past year, the correlation between WQDV.L and XDEB.L has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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

Sectors
WQDV.L
XDEB.L

Technology

35.2%
20.1%

Financial Services

16.9%
14.0%

Healthcare

14.4%
13.8%

Industrials

11.1%
9.2%

Communication Services

5.4%
12.1%

Consumer Cyclical

4.3%
5.6%

Energy

4.1%
4.5%

Consumer Defensive

3.6%
10.9%

Utilities

3.1%
8.1%

Real Estate

1.3%
0.7%

Basic Materials

0.7%
1.1%

Technology

WQDV.L
35.2%
XDEB.L
20.1%

Financial Services

WQDV.L
16.9%
XDEB.L
14.0%

Healthcare

WQDV.L
14.4%
XDEB.L
13.8%

Industrials

WQDV.L
11.1%
XDEB.L
9.2%

Communication Services

WQDV.L
5.4%
XDEB.L
12.1%

Consumer Cyclical

WQDV.L
4.3%
XDEB.L
5.6%

Energy

WQDV.L
4.1%
XDEB.L
4.5%

Consumer Defensive

WQDV.L
3.6%
XDEB.L
10.9%

Utilities

WQDV.L
3.1%
XDEB.L
8.1%

Real Estate

WQDV.L
1.3%
XDEB.L
0.7%

Basic Materials

WQDV.L
0.7%
XDEB.L
1.1%

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

Xtrackers MSCI World Minimum Volatility UCITS ETF 1C

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 XDEB.L:
XDEB.L vs. MVUS.LXDEB.L vs. XDEM.LXDEB.L vs. SWDA.LXDEB.L vs. XDEQ.LXDEB.L vs. VWRA.LXDEB.L vs. ISWD.LXDEB.L vs. AVGC.L

Return for Risk

WQDV.L vs. XDEB.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
XDEB.L
XDEB.L Risk / Return Rank: 1414
Overall Rank
XDEB.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDEB.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDEB.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDEB.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDEB.L Martin Ratio Rank: 1515
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. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.LXDEB.LDifference
Sharpe ratioReturn per unit of total volatility
2.62
0.21

+2.41

Sortino ratioReturn per unit of downside risk
3.88
0.33

+3.54

Omega ratioGain probability vs. loss probability

1.47

1.04

+0.43

Calmar ratioReturn relative to maximum drawdown

3.95

0.27

+3.68

Martin ratioReturn relative to average drawdown

14.66

0.69

+13.97

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. XDEB.L - Sharpe Ratio Comparison

The current WQDV.L Sharpe Ratio is 2.62, which is higher than the XDEB.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of WQDV.L and XDEB.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.LXDEB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

0.21

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.48

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.63

+0.07

Drawdowns

WQDV.L vs. XDEB.L - Drawdown Comparison

The maximum WQDV.L drawdown since its inception was -33.13%, which is greater than XDEB.L's maximum drawdown of -28.21%. Use the drawdown chart below to compare losses from any high point for WQDV.L and XDEB.L.

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Drawdown Indicators

WQDV.LXDEB.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-28.21%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-6.11%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.08%

-8.41%

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-19.12%

-2.14%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.21%

—

Current Drawdown

Current decline from peak

-0.26%

-3.93%

+3.67%

Average Drawdown

Average peak-to-trough decline

-4.28%

-3.71%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.43%

-0.33%

Volatility

WQDV.L vs. XDEB.L - Volatility Comparison

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a higher volatility of 3.68% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) at 1.92%. This indicates that WQDV.L's price experiences larger fluctuations and is considered to be riskier than XDEB.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.LXDEB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

1.92%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

5.78%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.74%

8.07%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

10.85%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

11.85%

+2.84%

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

WQDV.L has a 0.38% expense ratio, which is higher than XDEB.L's 0.25% expense ratio.

Dividends

WQDV.L vs. XDEB.L - Dividend Comparison

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

PositionTTM202520242023202220212020201920182017
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%
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

WQDV.L and XDEB.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEB.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEB.L is cheaper with a 0.25% expense ratio, compared with 0.38% for WQDV.L.

WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while XDEB.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.38% for WQDV.L and 0.25% for XDEB.L.

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