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IFSW.L vs. JQUA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFSW.L vs. JQUA

Last updated Jun 5, 2026

IFSW.L (iShares Edge MSCI World Multifactor UCITS) and JQUA (JPMorgan U.S. Quality Factor ETF) are both exchange-traded funds - IFSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while JQUA is a Large Cap Growth Equities fund tracking the JP Morgan US Quality Factor Index. Both are passively managed. Over the past 5 years, IFSW.L returned 10.89%/yr vs 13.92%/yr for JQUA. A 0.54 correlation means they provide meaningful diversification when combined. IFSW.L charges 0.55%/yr vs 0.12%/yr for JQUA.

Performance

IFSW.L vs. JQUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Multifactor UCITS (IFSW.L) and JPMorgan U.S. Quality Factor ETF (JQUA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IFSW.L achieves a 11.85% return, which is significantly lower than JQUA's 14.16% return.

IFSW.L

1D
-0.50%
1M
4.97%
YTD
11.85%
6M
13.13%
1Y
29.64%
3Y*
21.77%
5Y*
10.89%
10Y*
11.66%

JQUA

1D
-0.11%
1M
7.20%
YTD
14.16%
6M
14.37%
1Y
22.69%
3Y*
20.64%
5Y*
13.92%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFSW.L vs. JQUA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IFSW.L
iShares Edge MSCI World Multifactor UCITS		11.85%25.73%17.05%15.35%-15.39%20.36%10.69%21.44%-12.34%4.04%
JQUA
JPMorgan U.S. Quality Factor ETF		14.16%11.69%21.21%25.13%-13.45%28.68%16.56%28.47%-2.98%5.07%

Correlation

The correlation between IFSW.L and JQUA is 0.58, 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

0.58

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

0.53

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

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.54

The correlation between IFSW.L and JQUA has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.

IFSW.L vs. JQUA - Sectors Allocation Comparison

Sectors
IFSW.L
JQUA

Technology

31.9%
41.9%

Financial Services

19.3%
10.2%

Consumer Cyclical

10.7%
9.2%

Communication Services

8.0%
5.5%

Healthcare

7.7%
7.2%

Industrials

7.3%
7.6%

Consumer Defensive

5.7%
5.3%

Energy

3.9%
3.2%

Basic Materials

2.2%
0.8%

Utilities

2.1%
2.3%

Real Estate

0.9%
2.1%

Technology

IFSW.L
31.9%
JQUA
41.9%

Financial Services

IFSW.L
19.3%
JQUA
10.2%

Consumer Cyclical

IFSW.L
10.7%
JQUA
9.2%

Communication Services

IFSW.L
8.0%
JQUA
5.5%

Healthcare

IFSW.L
7.7%
JQUA
7.2%

Industrials

IFSW.L
7.3%
JQUA
7.6%

Consumer Defensive

IFSW.L
5.7%
JQUA
5.3%

Energy

IFSW.L
3.9%
JQUA
3.2%

Basic Materials

IFSW.L
2.2%
JQUA
0.8%

Utilities

IFSW.L
2.1%
JQUA
2.3%

Real Estate

IFSW.L
0.9%
JQUA
2.1%

Compare stocks, funds, or ETFs

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iShares Edge MSCI World Multifactor UCITS

JPMorgan U.S. Quality Factor ETF

Often compared with IFSW.L:
IFSW.L vs. JPGL.DEIFSW.L vs. GERD.DEIFSW.L vs. HWWD.LIFSW.L vs. JPGL.LIFSW.L vs. VOOIFSW.L vs. IWDA.LIFSW.L vs. QWLD
Often compared with JQUA:
JQUA vs. SPHQJQUA vs. VFQYJQUA vs. CGDVJQUA vs. SCHDJQUA vs. FQALJQUA vs. VIGJQUA vs. QUS

Return for Risk

IFSW.L vs. JQUA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IFSW.L
IFSW.L Risk / Return Rank: 7777
Overall Rank
IFSW.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IFSW.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IFSW.L Omega Ratio Rank: 7575
Omega Ratio Rank
IFSW.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IFSW.L Martin Ratio Rank: 8080
Martin Ratio Rank
JQUA
JQUA Risk / Return Rank: 6464
Overall Rank
JQUA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JQUA Sortino Ratio Rank: 6464
Sortino Ratio Rank
JQUA Omega Ratio Rank: 5858
Omega Ratio Rank
JQUA Calmar Ratio Rank: 6565
Calmar Ratio Rank
JQUA Martin Ratio Rank: 7373
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.

IFSW.L vs. JQUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS (IFSW.L) and JPMorgan U.S. Quality Factor ETF (JQUA). 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.

IFSW.LJQUADifference
Sharpe ratioReturn per unit of total volatility
2.40
2.03

+0.37

Sortino ratioReturn per unit of downside risk
3.63
2.91

+0.71

Omega ratioGain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratioReturn relative to maximum drawdown

3.69

3.20

+0.49

Martin ratioReturn relative to average drawdown

15.61

13.48

+2.13

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

IFSW.L vs. JQUA - Sharpe Ratio Comparison

The current IFSW.L Sharpe Ratio is 2.40, which is comparable to the JQUA Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of IFSW.L and JQUA, 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

IFSW.LJQUADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.03

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.90

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.83

-0.14

Drawdowns

IFSW.L vs. JQUA - Drawdown Comparison

The maximum IFSW.L drawdown since its inception was -34.49%, roughly equal to the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for IFSW.L and JQUA.

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Drawdown Indicators

IFSW.LJQUADifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-32.92%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-7.13%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-15.98%

-16.81%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-22.47%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.49%

—

—

Current Drawdown

Current decline from peak

-1.00%

-0.28%

-0.72%

Average Drawdown

Average peak-to-trough decline

-5.12%

-4.16%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

1.69%

+0.20%

Volatility

IFSW.L vs. JQUA - Volatility Comparison

iShares Edge MSCI World Multifactor UCITS (IFSW.L) has a higher volatility of 3.52% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 2.82%. This indicates that IFSW.L's price experiences larger fluctuations and is considered to be riskier than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IFSW.LJQUADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

2.82%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

8.31%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

11.20%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

15.61%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

17.99%

-1.80%

IFSW.L vs. JQUA - Expense Ratio Comparison

IFSW.L has a 0.55% expense ratio, which is higher than JQUA's 0.12% expense ratio.

Dividends

IFSW.L vs. JQUA - Dividend Comparison

IFSW.L has not paid dividends to shareholders, while JQUA's dividend yield for the trailing twelve months is around 1.07%.

PositionTTM202520242023202220212020201920182017
IFSW.L
iShares Edge MSCI World Multifactor UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JQUA
JPMorgan U.S. Quality Factor ETF		1.07%1.19%1.24%1.21%1.60%1.32%1.44%1.67%2.10%0.40%

Frequently Asked Questions

IFSW.L and JQUA have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JQUA is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JQUA is cheaper with a 0.12% expense ratio, compared with 0.55% for IFSW.L.

IFSW.L is categorized as Global Equities, while JQUA is Large Cap Growth Equities. IFSW.L tracks MSCI ACWI NR USD, while JQUA tracks JP Morgan US Quality Factor Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.55% for IFSW.L and 0.12% for JQUA.

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