MSCI World Value or MSCI World Quality? Returns Compared

The two indices share 4.6% of their weight across 37 companies, and their daily returns correlate at 0.00. Small overlap and limited co-movement: these are two genuinely different building blocks.

Side by Side

MSCI World Value or MSCI World Quality? Returns Compared
MSCI World ValueMSCI World Quality
Holdings covered348269
Volatility––
Max drawdown––
Cheapest ETF we coverWVAL · 0.25%IS3Q · 0.30%

The Largest Shared Positions

Shared positions
CompanyMSCI World ValueMSCI World Quality
TotalEnergies SE0.75%0.93%
Gilead Sciences Inc.0.46%0.47%
Adobe Inc.0.38%0.49%
Accenture plc Class A0.40%0.36%
Glaxosmithkline0.45%0.25%
Bristol-Myers Squibb Company0.64%0.24%
Manulife Financial Corporation0.20%0.21%
Devon Energy Corporation0.19%0.28%
National Grid plc0.18%0.41%
PulteGroup Inc.0.16%0.17%

Overlap and shared positions are computed from the holdings of one representative ETF each (XDEV and XDEQ); of those we could attribute 89.1% and 93.9% of fund weight to individual companies, so real overlap is likely a little higher. The correlation covers 0 shared trading days.

Data note 1

Data note 2

The Largest Single Holdings

More Comparisons With These Indices

In the Alysly Network

The map shows how MSCI World Value connects to ETFs, indices and other names. Each link is based on measured data and is not a recommendation.

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