iShares MSCI World Quality Factor UCITS

10-Year Study

IWFQ.LSE · · GB · ETF

Executive Summary: iShares MSCI World Quality Factor UCITS has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 13.7% and an annualized volatility of 13.2%.

1Y CAGR
+19.0%
3Y CAGR
+14.6%
5Y CAGR
+10.7%
10Y CAGR
+12.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +25.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.93.3-5.95.5————————3.4%
20254.3-3.3-7.0-2.93.91.54.4-0.23.03.90.10.27.4%
20242.15.33.1-2.52.34.5-1.70.8-0.92.04.8-2.018.9%
20233.2-0.00.90.41.03.22.30.3-0.8-1.74.44.819.2%
2022-7.4-1.86.3-3.0-3.1-5.07.00.4-3.92.22.2-2.8-9.5%
2021-1.90.75.14.6-0.54.52.33.6-3.54.72.21.325.2%
20200.1-6.8-6.27.26.01.5-2.25.90.6-3.68.01.410.9%
20194.03.73.83.2-2.25.45.5-3.11.4-2.43.70.825.9%
2018-1.50.2-3.83.44.80.33.52.50.1-4.8-0.0-6.4-2.3%
2017-1.25.30.7-1.92.8-0.80.22.4-1.83.50.92.012.5%
2016———-1.71.68.43.70.91.13.5-0.72.921.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.2%. The dominant macroeconomic risk driver is QUAL.US, accounting for 65.9% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019830.667920978363
2016-05-019986.560946109394
2016-06-0110826.501814272277
2016-07-0111231.017336379518
2016-08-0111330.466335170004
2016-09-0111456.793441741702
2016-10-0111854.589436903641
2016-11-0111772.611208170945
2016-12-0112116.650987770461
2017-01-0111976.884827308158
2017-02-0112605.832549388522
2017-03-0112691.842494288401
2017-04-0112453.971240424675
2017-05-0112798.011020024189
2017-06-0112698.562021233705
2017-07-0112728.12793979304
2017-08-0113030.506652331675
2017-09-0112792.635398467948
2017-10-0113241.499798414192
2017-11-0113359.763472651524
2017-12-0113627.200645074587
2018-01-0113428.302647493618
2018-02-0113457.86856605295
2018-03-0112947.184518209917
2018-04-0113385.297675043677
2018-05-0114027.684451014647
2018-06-0114068.001612686467
2018-07-0114554.495363526408
2018-08-0114925.413250907135
2018-09-0114941.540115575865
2018-10-0114226.58244859562
2018-11-0114221.206827039377
2018-12-0113308.695067867222
2019-01-0113839.537696546162
2019-02-0114350.221744389195
2019-03-0114890.47171079156
2019-04-0115360.838596962774
2019-05-0115022.1744389195
2019-06-0115839.268915468352
2019-07-0116707.431796801506
2019-08-0116196.747748958473
2019-09-0116417.148232764415
2019-10-0116019.352237602474
2019-11-0116613.358419567263
2019-12-0116750.436769251446
2020-01-0116769.251444698293
2020-02-0115621.556242440533
2020-03-0114653.944362316894
2020-04-0115704.87837656229
2020-05-0116645.61214890472
2020-06-0116890.20292971375
2020-07-0116524.660663889263
2020-08-0117494.960354791023
2020-09-0117607.848407472113
2020-10-0116965.46163150114
2020-11-0118325.49388523048
2020-12-0118580.835909151996
2021-01-0118228.732697218114
2021-02-0118352.371993011693
2021-03-0119295.79357613224
2021-04-0120190.834565246605
2021-05-0120086.00994489988
2021-06-0120983.738744792365
2021-07-0121472.92030641043
2021-08-0122247.009810509342
2021-09-0121470.23249563231
2021-10-0122470.098105093402
2021-11-0122953.90404515522
2021-12-0123257.626663082916
2022-01-0121537.427765085336
2022-02-0121158.446445370246
2022-03-0122491.60059131837
2022-04-0121814.272275231822
2022-05-0121145.007391479638
2022-06-0120080.63432334364
2022-07-0121480.983738744795
2022-08-0121575.057115979038
2022-09-0120728.396720870853
2022-10-0121179.948931595212
2022-11-0121644.940196210184
2022-12-0121037.49496035479
2023-01-0121714.823276441337
2023-02-0121704.072033328852
2023-03-0121905.657841687946
2023-04-0121991.667786587823
2023-05-0122212.068270393767
2023-06-0122913.586883483404
2023-07-0123440.39779599516
2023-08-0123510.280876226312
2023-09-0123311.38287864534
2023-10-0122908.21126192716
2023-11-0123921.51592527886
2023-12-0125066.523316758503
2024-01-0125604.085472382743
2024-02-0126972.181158446445
2024-03-0127802.714688885902
2024-04-0127098.508265018143
2024-05-0127716.704743986025
2024-06-0128958.47332347803
2024-07-0128453.16489719124
2024-08-0128668.189759440935
2024-09-0128423.598978631904
2024-10-0129001.478295927966
2024-11-0130407.203332885365
2024-12-0129810.509340142453
2025-01-0131081.84383819379
2025-02-0130065.851364063972
2025-03-0127963.983335573175
2025-04-0127141.513237468083
2025-05-0128211.26192716033
2025-06-0128638.623840881603
2025-07-0129899.207095820453
2025-08-0129829.324015589304
2025-09-0130729.74062625991
2025-10-0131925.816422523858
2025-11-0131958.07015186131
2025-12-0132017.201988979974
2026-01-0132291.35868834834
2026-02-0133371.85862115307
2026-03-0131388.25426689961
2026-04-0133103.07754334095
Annual Return Matrix
YearAnnual Return
20170.12466725820763092
2018-0.023372781065088777
20190.2586085024739977
20200.10927471116816423
20210.2516996962245046
2022-0.09545822258176351
20230.19151654529193807
20240.18925584387733219
20250.07402398340997207
20260.03391537944929479
Total Factor Risk
0.1321548677404252
VTI.US Exposure
0.3534506487574551
VEA.US Exposure
0.13671992329334157
VWO.US Exposure
-0.021318481160044145
QQQ.US Exposure
-0.24361044518651329
VTV.US Exposure
-0.1285585986519949
IJR.US Exposure
0.021347635681245324
QUAL.US Exposure
0.6589427691391645
SHV.US Exposure
0.005917499812442197
TLT.US Exposure
0.04499787109648319
LQD.US Exposure
-0.015412868158252177
HYG.US Exposure
-0.030892778844183268
GLD.US Exposure
0.0028373734807357275
USO.US Exposure
-0.0025829173699497545
VNQ.US Exposure
0.0021555252983862074
BTC-USD.CC Exposure
-0.0064144348691450555
CPER.US Exposure
-0.002373338210339407
VIX.INDX Exposure
0.014153781826686715
UUP.US Exposure
0.15426191051957988
TIP.US Exposure
-0.004626214734071695
Idiosyncratic Exposure
0.061005138278973435
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI World Quality Factor UCITS a high-risk investment?

iShares MSCI World Quality Factor UCITS (IWFQ.LSE) has an annualized volatility of 13.2% and experienced a maximum drawdown of 13.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of IWFQ.LSE?

Over the past 10 years, IWFQ.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.8%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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