IQLT vs. ICF
IQLT (iShares MSCI Intl Quality Factor ETF) and ICF (iShares Cohen & Steers REIT ETF) are both exchange-traded funds - IQLT is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Sector Neutral Quality Index (Net), while ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index. Both are passively managed. Over the past 10 years, IQLT returned 10.17%/yr vs 5.99%/yr for ICF. At a 0.45 correlation, their price movements are largely independent. IQLT charges 0.30%/yr vs 0.34%/yr for ICF.
Performance
IQLT vs. ICF - Performance Comparison
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Returns By Period
In the year-to-date period, IQLT achieves a 9.81% return, which is significantly lower than ICF's 16.93% return. Over the past 10 years, IQLT has outperformed ICF with an annualized return of 10.17%, while ICF has yielded a comparatively lower 5.99% annualized return.
IQLT
- 1D
- 0.04%
- 1M
- 1.57%
- YTD
- 9.81%
- 6M
- 11.22%
- 1Y
- 18.29%
- 3Y*
- 14.25%
- 5Y*
- 7.32%
- 10Y*
- 10.17%
ICF
- 1D
- 0.96%
- 1M
- 3.62%
- YTD
- 16.93%
- 6M
- 17.09%
- 1Y
- 15.91%
- 3Y*
- 11.06%
- 5Y*
- 3.38%
- 10Y*
- 5.99%
IQLT vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQLT iShares MSCI Intl Quality Factor ETF | 9.81% | 25.42% | 1.54% | 18.73% | -15.22% | 12.94% | 12.48% | 28.18% | -10.76% | 24.04% |
ICF iShares Cohen & Steers REIT ETF | 16.93% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
Correlation
The correlation between IQLT and ICF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2015 | 0.45 |
The correlation between IQLT and ICF has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
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Return for Risk
IQLT vs. ICF — Risk / Return Rank
IQLT
ICF
IQLT vs. ICF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and iShares Cohen & Steers REIT ETF (ICF). 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.
| IQLT | ICF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.82 | -0.20 |
| Martin ratioReturn relative to average drawdown | 6.18 | 5.18 | +1.01 |
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Drawdowns
IQLT vs. ICF - Drawdown Comparison
The maximum IQLT drawdown since its inception was -32.21%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for IQLT and ICF.
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Drawdown Indicators
| IQLT | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.21% | -76.74% | +44.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -8.20% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -17.25% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | -34.74% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | -40.22% | +8.01% |
Current DrawdownCurrent decline from peak | -0.04% | 0.00% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -14.16% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.89% | -0.15% |
Volatility
IQLT vs. ICF - Volatility Comparison
iShares MSCI Intl Quality Factor ETF (IQLT) has a higher volatility of 5.41% compared to iShares Cohen & Steers REIT ETF (ICF) at 4.74%. This indicates that IQLT's price experiences larger fluctuations and is considered to be riskier than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQLT | ICF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.74% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 10.33% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 13.94% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 18.95% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 20.60% | -3.60% |
IQLT vs. ICF - Expense Ratio Comparison
IQLT has a 0.30% expense ratio, which is lower than ICF's 0.34% expense ratio.
Dividends
IQLT vs. ICF - Dividend Comparison
IQLT's dividend yield for the trailing twelve months is around 2.12%, less than ICF's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.38% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
IQLT iShares MSCI Intl Quality Factor ETF | 2.12% | 2.33% | 2.87% | 2.27% | 3.14% | 2.24% | 1.61% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% |
Frequently Asked Questions
IQLT and ICF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IQLT has higher volatility (5.41%) compared to ICF (4.74%). In terms of maximum drawdown, IQLT dropped -32.21% vs ICF's -76.74%.
On 10-year performance, IQLT leads with 10.17% vs 5.99% for ICF. On fees, IQLT is cheaper at 0.30% per year. On volatility, ICF has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IQLT has performed better with a 10.17% return vs 5.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IQLT is cheaper with a 0.30% expense ratio, compared with 0.34% for ICF.
ICF has the higher dividend yield at 2.38%, compared with 2.12% for IQLT.
IQLT is categorized as Foreign Large Cap Equities, while ICF is REIT. IQLT tracks MSCI World ex USA Sector Neutral Quality Index (Net), while ICF tracks Cohen & Steers Realty Majors Index. Their fees differ too: 0.30% for IQLT and 0.34% for ICF.
IQLT currently has the higher Sharpe Ratio (1.13 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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