IDTP.L vs. IUQF.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while IUQF.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, IDTP.L returned 0.45%/yr vs 11.25%/yr for IUQF.L. At a 0.05 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.20%/yr for IUQF.L.
Performance
IDTP.L vs. IUQF.L - Performance Comparison
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Different Trading Currencies
IDTP.L is traded in USD, while IUQF.L is traded in GBp. To make them comparable, the IUQF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDTP.L achieves a 0.66% return, which is significantly lower than IUQF.L's 9.48% return.
IDTP.L
- 1D
- 0.19%
- 1M
- -0.46%
- 6M
- 0.92%
- YTD
- 0.66%
- 1Y
- 3.29%
- 3Y*
- 3.66%
- 5Y*
- 0.45%
- 10Y*
- 2.39%
IUQF.L
- 1D
- -1.30%
- 1M
- 0.79%
- 6M
- 7.50%
- YTD
- 9.48%
- 1Y
- 19.34%
- 3Y*
- 17.59%
- 5Y*
- 11.25%
- 10Y*
- —
IDTP.L vs. IUQF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.66% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.43% | 3.28% |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 9.48% | 12.74% | 22.26% | 30.34% | -20.81% | 28.08% | 15.60% | 34.26% | -7.73% | 0.21% |
Correlation
The correlation between IDTP.L and IUQF.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.05 |
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Return for Risk
IDTP.L vs. IUQF.L — Risk / Return Rank
IDTP.L
IUQF.L
IDTP.L vs. IUQF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.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.
| IDTP.L | IUQF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.26 | -0.56 |
| Martin ratioReturn relative to average drawdown | 4.44 | 9.76 | -5.33 |
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Drawdowns
IDTP.L vs. IUQF.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -39.19%, which is greater than IUQF.L's maximum drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for IDTP.L and IUQF.L.
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Drawdown Indicators
| IDTP.L | IUQF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.19% | -33.85% | -5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -8.54% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -19.38% | +14.87% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -28.66% | +13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -1.30% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -7.68% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 1.98% | -1.24% |
Volatility
IDTP.L vs. IUQF.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 0.81%, while iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) has a volatility of 3.32%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than IUQF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTP.L | IUQF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 3.32% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 8.32% | -5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 11.13% | -7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 21.23% | -15.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.35% | 29.00% | -22.65% |
IDTP.L vs. IUQF.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than IUQF.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IDTP.L vs. IUQF.L - Dividend Comparison
Neither IDTP.L nor IUQF.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and IUQF.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.20% for IUQF.L.
IDTP.L is categorized as Inflation-Protected Bonds, while IUQF.L is Large Cap Blend Equities. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while IUQF.L tracks Russell 1000 TR USD. Their fees differ too: 0.12% for IDTP.L and 0.20% for IUQF.L.
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