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IEFQ.L vs. LCUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IEFQ.L vs. LCUK.L

Last updated Jun 5, 2026

IEFQ.L (iShares Edge MSCIope Quality Factor UCITS) and LCUK.L (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - IEFQ.L tracks the MSCI Europe NR EUR while LCUK.L tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, IEFQ.L returned 6.05%/yr vs 10.01%/yr for LCUK.L. Their correlation of 0.80 suggests significant overlap in exposure. IEFQ.L charges 0.25%/yr vs 0.04%/yr for LCUK.L.

Performance

IEFQ.L vs. LCUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCIope Quality Factor UCITS (IEFQ.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEFQ.L is traded in GBp, while LCUK.L is traded in GBP. To make them comparable, the LCUK.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEFQ.L achieves a 3.66% return, which is significantly lower than LCUK.L's 5.93% return.

IEFQ.L

1D
0.91%
1M
1.52%
YTD
3.66%
6M
4.93%
1Y
9.60%
3Y*
7.89%
5Y*
6.05%
10Y*
8.84%

LCUK.L

1D
0.54%
1M
1.88%
YTD
5.93%
6M
5.05%
1Y
16.53%
3Y*
13.40%
5Y*
10.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFQ.L vs. LCUK.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IEFQ.L
iShares Edge MSCIope Quality Factor UCITS		3.66%14.94%-0.69%12.31%-6.34%18.16%6.81%24.09%1.47%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist		5.93%21.01%9.05%7.25%2.15%18.06%-11.83%18.73%-0.85%

Correlation

The correlation between IEFQ.L and LCUK.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.80

The correlation between IEFQ.L and LCUK.L shifts across timeframes, from 0.70 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

IEFQ.L vs. LCUK.L - Sectors Allocation Comparison

Sectors
IEFQ.L
LCUK.L

Financial Services

20.6%
24.2%

Industrials

19.1%
13.9%

Healthcare

14.4%
13.2%

Technology

12.0%
0.9%

Consumer Defensive

7.9%
13.7%

Consumer Cyclical

6.7%
5.2%

Basic Materials

5.6%
8.3%

Energy

4.9%
11.1%

Utilities

4.8%
5.1%

Communication Services

3.1%
3.0%

Real Estate

0.8%
1.4%

Financial Services

IEFQ.L
20.6%
LCUK.L
24.2%

Industrials

IEFQ.L
19.1%
LCUK.L
13.9%

Healthcare

IEFQ.L
14.4%
LCUK.L
13.2%

Technology

IEFQ.L
12.0%
LCUK.L
0.9%

Consumer Defensive

IEFQ.L
7.9%
LCUK.L
13.7%

Consumer Cyclical

IEFQ.L
6.7%
LCUK.L
5.2%

Basic Materials

IEFQ.L
5.6%
LCUK.L
8.3%

Energy

IEFQ.L
4.9%
LCUK.L
11.1%

Utilities

IEFQ.L
4.8%
LCUK.L
5.1%

Communication Services

IEFQ.L
3.1%
LCUK.L
3.0%

Real Estate

IEFQ.L
0.8%
LCUK.L
1.4%

Compare stocks, funds, or ETFs

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iShares Edge MSCIope Quality Factor UCITS

Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist

Often compared with IEFQ.L:
IEFQ.L vs. CS51.LIEFQ.L vs. EUN.LIEFQ.L vs. AVDEIEFQ.L vs. VEUA.LIEFQ.L vs. IMEU.LIEFQ.L vs. VOOIEFQ.L vs. SMEA.L
Often compared with LCUK.L:
LCUK.L vs. LGUK.LLCUK.L vs. JURE.LLCUK.L vs. XASX.LLCUK.L vs. VUKG.LLCUK.L vs. SMGB.LLCUK.L vs. IITU.LLCUK.L vs. VUKE.L

Return for Risk

IEFQ.L vs. LCUK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IEFQ.L
IEFQ.L Risk / Return Rank: 2424
Overall Rank
IEFQ.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IEFQ.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IEFQ.L Omega Ratio Rank: 2424
Omega Ratio Rank
IEFQ.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEFQ.L Martin Ratio Rank: 2525
Martin Ratio Rank
LCUK.L
LCUK.L Risk / Return Rank: 3838
Overall Rank
LCUK.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 3838
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.

IEFQ.L vs. LCUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCIope Quality Factor UCITS (IEFQ.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.

IEFQ.LLCUK.LDifference
Sharpe ratioReturn per unit of total volatility
0.84
1.38

-0.55

Sortino ratioReturn per unit of downside risk
1.22
1.92

-0.70

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratioReturn relative to maximum drawdown

0.99

1.80

-0.81

Martin ratioReturn relative to average drawdown

3.18

5.79

-2.61

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IEFQ.L vs. LCUK.L - Sharpe Ratio Comparison

The current IEFQ.L Sharpe Ratio is 0.84, which is lower than the LCUK.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IEFQ.L and LCUK.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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Sharpe Ratios by Period

IEFQ.LLCUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.38

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.77

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.51

+0.09

Drawdowns

IEFQ.L vs. LCUK.L - Drawdown Comparison

The maximum IEFQ.L drawdown since its inception was -26.38%, smaller than the maximum LCUK.L drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for IEFQ.L and LCUK.L.

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Drawdown Indicators

IEFQ.LLCUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.38%

-35.54%

+9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-9.13%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-12.65%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

-12.65%

-5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-26.38%

—

—

Current Drawdown

Current decline from peak

-3.33%

-3.98%

+0.65%

Average Drawdown

Average peak-to-trough decline

-4.00%

-4.97%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.85%

+0.17%

Volatility

IEFQ.L vs. LCUK.L - Volatility Comparison

iShares Edge MSCIope Quality Factor UCITS (IEFQ.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) have volatilities of 3.63% and 3.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IEFQ.LLCUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.76%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

10.20%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

11.92%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

12.97%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

15.69%

-1.43%

IEFQ.L vs. LCUK.L - Expense Ratio Comparison

IEFQ.L has a 0.25% expense ratio, which is higher than LCUK.L's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IEFQ.L vs. LCUK.L - Dividend Comparison

Neither IEFQ.L nor LCUK.L has paid dividends to shareholders.

PositionTTM2025202420232022202120202019
IEFQ.L
iShares Edge MSCIope Quality Factor UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist		0.00%0.00%3.68%3.05%3.94%3.86%3.00%3.48%

Frequently Asked Questions

IEFQ.L and LCUK.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.L is cheaper with a 0.04% expense ratio, compared with 0.25% for IEFQ.L.

IEFQ.L tracks MSCI Europe NR EUR, while LCUK.L tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IEFQ.L and 0.04% for LCUK.L.

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