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

Performance

XWQS.L vs. IWFQ.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 MSCI World Quality Factor UCITS (IWFQ.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
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

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

XWQS.L
XWQS.L Risk / Return Rank: 3636
Overall Rank
XWQS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XWQS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
XWQS.L Omega Ratio Rank: 8585
Omega Ratio Rank
XWQS.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
XWQS.L Martin Ratio Rank: 1818
Martin Ratio Rank

IWFQ.L
IWFQ.L Risk / Return Rank: 8282
Overall Rank
IWFQ.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IWFQ.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IWFQ.L Omega Ratio Rank: 8383
Omega Ratio Rank
IWFQ.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWFQ.L Martin Ratio Rank: 8282
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. 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.LIWFQ.LDifference
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

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

The current XWQS.L Sharpe Ratio is 0.63, which is lower than the IWFQ.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of XWQS.L and IWFQ.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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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.LIWFQ.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.77%

-0.48%

-13.29%

Average Drawdown

Average peak-to-trough decline

-11.31%

-8.92%

-2.39%

Ulcer Index

Depth 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.LIWFQ.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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