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XWQS.L vs. IEAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWQS.L vs. IEAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWQS.L is traded in GBP, while IEAA.L is traded in EUR. To make them comparable, the IEAA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWQS.L achieves a 9.17% return, which is significantly higher than IEAA.L's -0.18% return.


XWQS.L

1D
0.98%
1M
2.92%
YTD
9.17%
6M
10.15%
1Y
27.17%
3Y*
5Y*
10Y*

IEAA.L

1D
0.25%
1M
1.01%
YTD
-0.18%
6M
-0.54%
1Y
4.72%
3Y*
4.74%
5Y*
0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWQS.L vs. IEAA.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWQS.L
Xtrackers MSCI World Quality ESG UCITS ETF 1C
9.17%9.12%20.95%-12.78%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-0.22%8.62%-0.44%7.55%

Correlation

The correlation between XWQS.L and IEAA.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2023

0.19

The correlation between XWQS.L and IEAA.L shifts across timeframes, from 0.19 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XWQS.L vs. IEAA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XWQS.L
XWQS.L Risk / Return Rank: 7777
Overall Rank
XWQS.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XWQS.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
XWQS.L Omega Ratio Rank: 7878
Omega Ratio Rank
XWQS.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
XWQS.L Martin Ratio Rank: 7676
Martin Ratio Rank

IEAA.L
IEAA.L Risk / Return Rank: 2020
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2020
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2222
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.

XWQS.L vs. IEAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.


XWQS.LIEAA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.46

1.17

+0.29

Calmar ratioReturn relative to maximum drawdown

3.48

1.25

+2.23

Martin ratioReturn relative to average drawdown

14.34

3.22

+11.11

XWQS.L vs. IEAA.L - Sharpe Ratio Comparison

The current XWQS.L Sharpe Ratio is 2.48, which is higher than the IEAA.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XWQS.L and IEAA.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


XWQS.LIEAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.96

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.09

+0.34

Drawdowns

XWQS.L vs. IEAA.L - Drawdown Comparison

The maximum XWQS.L drawdown since its inception was -23.95%, which is greater than IEAA.L's maximum drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for XWQS.L and IEAA.L.


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Drawdown Indicators


XWQS.LIEAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

-21.43%

-2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-3.75%

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.80%

Current Drawdown

Current decline from peak

0.00%

-5.98%

+5.98%

Average Drawdown

Average peak-to-trough decline

-7.12%

-8.94%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.46%

+0.44%

Volatility

XWQS.L vs. IEAA.L - Volatility Comparison

Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) has a higher volatility of 2.97% compared to iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) at 1.67%. This indicates that XWQS.L's price experiences larger fluctuations and is considered to be riskier than IEAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWQS.LIEAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

1.67%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

3.74%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

4.90%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.61%

6.31%

+12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

6.91%

+11.70%

XWQS.L vs. IEAA.L - Expense Ratio Comparison

XWQS.L has a 0.25% expense ratio, which is higher than IEAA.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XWQS.L vs. IEAA.L - Dividend Comparison

Neither XWQS.L nor IEAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWQS.L and IEAA.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAA.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XWQS.L.

XWQS.L is categorized as ESG, while IEAA.L is European Corporate Bonds. XWQS.L tracks MSCI World Quality Low Carbon SRI Screened Select Index, while IEAA.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWQS.L and 0.20% for IEAA.L.

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