XDEQ.L vs. IWQU.L
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and iShares MSCI World Quality Factor UCITS (IWQU.L).
XDEQ.L and IWQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. 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. Both XDEQ.L and IWQU.L 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: XDEQ.L or IWQU.L.
Performance
XDEQ.L vs. IWQU.L - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with XDEQ.L having a 18.50% return and IWQU.L slightly lower at 17.69%. Over the past 10 years, XDEQ.L has outperformed IWQU.L with an annualized return of 12.80%, while IWQU.L has yielded a comparatively lower 10.40% annualized return.
XDEQ.L
18.50%
0.90%
6.15%
23.61%
12.65%
12.80%
IWQU.L
17.69%
-1.87%
5.69%
25.72%
12.04%
10.40%
Key characteristics
| XDEQ.L | IWQU.L | |
|---|---|---|
| Sharpe Ratio | 2.12 | 2.16 |
| Sortino Ratio | 3.05 | 3.06 |
| Omega Ratio | 1.39 | 1.40 |
| Calmar Ratio | 3.58 | 3.29 |
| Martin Ratio | 12.80 | 12.56 |
| Ulcer Index | 1.80% | 1.99% |
| Daily Std Dev | 10.84% | 11.58% |
| Max Drawdown | -23.79% | -33.05% |
| Current Drawdown | -1.24% | -2.88% |
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XDEQ.L vs. IWQU.L - Expense Ratio Comparison
XDEQ.L has a 0.25% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Correlation
The correlation between XDEQ.L and IWQU.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XDEQ.L vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) 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
XDEQ.L vs. IWQU.L - Dividend Comparison
Neither XDEQ.L nor IWQU.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
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
XDEQ.L vs. IWQU.L - Drawdown Comparison
The maximum XDEQ.L drawdown since its inception was -23.79%, smaller than the maximum IWQU.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for XDEQ.L and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
XDEQ.L vs. IWQU.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) is 2.91%, while iShares MSCI World Quality Factor UCITS (IWQU.L) has a volatility of 3.23%. This indicates that XDEQ.L 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.