XWQS.L vs. IWFQ.L
XWQS.L (Xtrackers MSCI World Quality ESG UCITS ETF 1C) and IWFQ.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - XWQS.L is a ESG fund tracking the MSCI World Quality Low Carbon SRI Screened Select Index, while IWFQ.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, XWQS.L returned 7.94%/yr vs 16.04%/yr for IWFQ.L. Their correlation of 0.94 suggests significant overlap in exposure. XWQS.L charges 0.25%/yr vs 0.30%/yr for IWFQ.L.
Performance
XWQS.L vs. IWFQ.L - Performance Comparison
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Different Trading Currencies
XWQS.L is traded in GBP, while IWFQ.L is traded in GBp. To make them comparable, the IWFQ.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 11.66% return, which is significantly higher than IWFQ.L's 10.80% return.
XWQS.L
- 1D
- 0.00%
- 1M
- 1.71%
- 6M
- 8.58%
- YTD
- 11.66%
- 1Y
- 27.08%
- 3Y*
- 7.94%
- 5Y*
- —
- 10Y*
- —
IWFQ.L
- 1D
- 0.30%
- 1M
- 1.55%
- 6M
- 8.50%
- YTD
- 10.80%
- 1Y
- 21.08%
- 3Y*
- 16.04%
- 5Y*
- 10.72%
- 10Y*
- 12.25%
XWQS.L vs. IWFQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 11.66% | 9.12% | 20.95% | -12.78% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 10.80% | 7.40% | 18.93% | 9.49% |
Correlation
The correlation between XWQS.L and IWFQ.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.94 |
The correlation between XWQS.L and IWFQ.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
XWQS.L vs. IWFQ.L — Risk / Return Rank
XWQS.L
IWFQ.L
XWQS.L vs. IWFQ.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 MSCI World Quality Factor UCITS (IWFQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XWQS.L | IWFQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 3.00 | -1.94 |
| Martin ratioReturn relative to average drawdown | 1.56 | 12.70 | -11.14 |
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Drawdowns
XWQS.L vs. IWFQ.L - Drawdown Comparison
The maximum XWQS.L drawdown since its inception was -25.70%, smaller than the maximum IWFQ.L drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for XWQS.L and IWFQ.L.
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Drawdown Indicators
| XWQS.L | IWFQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.70% | -40.49% | +14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -25.70% | -7.01% | -18.69% |
Max Drawdown (3Y)Largest decline over 3 years | -25.70% | -20.20% | -5.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.20% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.91% | — |
Current DrawdownCurrent decline from peak | -13.77% | -0.48% | -13.29% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -8.92% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.40% | 1.66% | +15.74% |
Volatility
XWQS.L vs. IWFQ.L - Volatility Comparison
Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) has a higher volatility of 3.42% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 2.66%. This indicates that XWQS.L's price experiences larger fluctuations and is considered to be riskier than IWFQ.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.L | IWFQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 2.66% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 7.41% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.40% | 9.92% | +33.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.27% | 19.21% | +11.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.27% | 17.26% | +13.01% |
XWQS.L vs. IWFQ.L - Expense Ratio Comparison
XWQS.L has a 0.25% expense ratio, which is lower than IWFQ.L's 0.30% expense ratio.
Dividends
XWQS.L vs. IWFQ.L - Dividend Comparison
Neither XWQS.L nor IWFQ.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, XWQS.L and IWFQ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XWQS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWQS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for IWFQ.L.
XWQS.L is categorized as ESG, while IWFQ.L is Global Equities. XWQS.L tracks MSCI World Quality Low Carbon SRI Screened Select Index, while IWFQ.L tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWQS.L and 0.30% for IWFQ.L.
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