WVALX vs. IWQU.L
Compare and contrast key facts about Weitz Value Fund (WVALX) and iShares MSCI World Quality Factor UCITS (IWQU.L).
WVALX is managed by Weitz. It was launched on May 9, 1986. IWQU.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WVALX or IWQU.L.
Key characteristics
| WVALX | IWQU.L | |
|---|---|---|
| YTD Return | 13.28% | 17.33% |
| 1Y Return | 21.35% | 27.73% |
| 3Y Return (Ann) | 5.37% | 7.76% |
| 5Y Return (Ann) | 12.33% | 13.02% |
| Sharpe Ratio | 1.43 | 2.25 |
| Daily Std Dev | 13.94% | 12.44% |
| Max Drawdown | -61.96% | -33.05% |
| Current Drawdown | 0.00% | -1.37% |
Correlation
The correlation between WVALX and IWQU.L is 0.56, 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
WVALX vs. IWQU.L - Performance Comparison
In the year-to-date period, WVALX achieves a 13.28% return, which is significantly lower than IWQU.L's 17.33% return. 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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WVALX vs. IWQU.L - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Risk-Adjusted Performance
WVALX vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and iShares MSCI World Quality Factor UCITS (IWQU.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.
Dividends
WVALX vs. IWQU.L - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 4.75%, while IWQU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | 4.75% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% | 8.35% |
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WVALX vs. IWQU.L - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than IWQU.L's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for WVALX and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
WVALX vs. IWQU.L - Volatility Comparison
The current volatility for Weitz Value Fund (WVALX) is 2.78%, while iShares MSCI World Quality Factor UCITS (IWQU.L) has a volatility of 4.03%. This indicates that WVALX experiences smaller price fluctuations and is considered to be less risky than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.