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IQSU vs. LRGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IQSU vs. LRGF

Last updated Aug 2, 2026
Documentation

IQSU (IQ Candriam ESG U.S. Equity ETF) and LRGF (iShares U.S. Equity Factor ETF) are both exchange-traded funds - IQSU is a Large Cap Growth Equities fund tracking the IQ Candriam ESG US Equity Index, while LRGF is a Large Cap Blend Equities fund tracking the STOXX U.S. Equity Factor Index. Both are passively managed. Over the past 5 years, IQSU returned 11.42%/yr vs 13.36%/yr for LRGF. Their correlation of 0.91 means they have usually moved in the same direction. IQSU charges 0.09%/yr vs 0.08%/yr for LRGF.

Performance

IQSU vs. LRGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Candriam ESG U.S. Equity ETF (IQSU) and iShares U.S. Equity Factor ETF (LRGF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQSU achieves a 12.56% return, which is significantly higher than LRGF's 10.17% return.

IQSU

1D
0.74%
1M
-0.97%
6M
11.18%
YTD
12.56%
1Y
26.07%
3Y*
16.79%
5Y*
11.42%
10Y*
—
ALL TIME*
15.73%

LRGF

1D
0.71%
1M
1.00%
6M
9.84%
YTD
10.17%
1Y
19.37%
3Y*
19.82%
5Y*
13.36%
10Y*
13.82%
ALL TIME*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IQSU

IQ Candriam ESG U.S. Equity ETF
$149.00K$251.27K$317.14K

LRGF

iShares U.S. Equity Factor ETF
$10.71M$10.50M$11.75M

IQSU vs. LRGF - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IQSU
IQ Candriam ESG U.S. Equity ETF		12.56%14.44%16.64%32.96%-22.10%30.53%28.24%0.98%
LRGF
iShares U.S. Equity Factor ETF		10.17%16.48%26.59%25.85%-14.77%25.01%11.11%0.88%

Correlation

The correlation between IQSU and LRGF is 0.94, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2019

0.91

The correlation between IQSU and LRGF has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

IQSU vs. LRGF - Sectors Allocation Comparison

Sectors
IQSU
LRGF

Technology

39.3%
37.3%

Consumer Cyclical

13.1%
10.5%

Financial Services

12.2%
11.7%

Communication Services

11.8%
10.0%

Industrials

5.8%
8.3%

Healthcare

5.5%
9.4%

Consumer Defensive

3.5%
4.9%

Real Estate

2.7%
1.1%

Basic Materials

2.6%
1.8%

Utilities

2.0%
2.0%

Energy

1.4%
3.1%

Technology

IQSU
39.3%
LRGF
37.3%

Consumer Cyclical

IQSU
13.1%
LRGF
10.5%

Financial Services

IQSU
12.2%
LRGF
11.7%

Communication Services

IQSU
11.8%
LRGF
10.0%

Industrials

IQSU
5.8%
LRGF
8.3%

Healthcare

IQSU
5.5%
LRGF
9.4%

Consumer Defensive

IQSU
3.5%
LRGF
4.9%

Real Estate

IQSU
2.7%
LRGF
1.1%

Basic Materials

IQSU
2.6%
LRGF
1.8%

Utilities

IQSU
2.0%
LRGF
2.0%

Energy

IQSU
1.4%
LRGF
3.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

IQ Candriam ESG U.S. Equity ETF

iShares U.S. Equity Factor ETF

Often compared with IQSU:
IQSU vs. SUSAIQSU vs. GARPIQSU vs. ESGDIQSU vs. SUSLIQSU vs. SPHQIQSU vs. BDGSIQSU vs. VOO
Often compared with LRGF:
LRGF vs. VOOLRGF vs. QUALLRGF vs. INTFLRGF vs. SPYLRGF vs. FNDALRGF vs. JQUALRGF vs. VV

Return for Risk

IQSU vs. LRGF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IQSU
IQSU Risk / Return Rank: 7171
Overall Rank
IQSU Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IQSU Sortino Ratio Rank: 7676
Sortino Ratio Rank
IQSU Omega Ratio Rank: 7171
Omega Ratio Rank
IQSU Calmar Ratio Rank: 6262
Calmar Ratio Rank
IQSU Martin Ratio Rank: 7070
Martin Ratio Rank
LRGF
LRGF Risk / Return Rank: 5757
Overall Rank
LRGF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
LRGF Omega Ratio Rank: 5454
Omega Ratio Rank
LRGF Calmar Ratio Rank: 5656
Calmar Ratio Rank
LRGF Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IQSU vs. LRGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG U.S. Equity ETF (IQSU) and iShares U.S. Equity Factor ETF (LRGF). 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.

IQSULRGFDifference
Sharpe ratioReturn per unit of total volatility
1.73
1.36

+0.37

Sortino ratioReturn per unit of downside risk
2.47
1.91

+0.56

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.19

1.97

+0.22

Martin ratioReturn relative to average drawdown

8.63

7.67

+0.96

IQSU vs. LRGF - Sharpe Ratio Comparison

The current IQSU Sharpe Ratio is 1.73, which is comparable to the LRGF Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of IQSU and LRGF, 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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Drawdowns

IQSU vs. LRGF - Drawdown Comparison

The maximum IQSU drawdown since its inception was -31.29%, smaller than the maximum LRGF drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for IQSU and LRGF.

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Drawdown Indicators

IQSULRGFDifference

Max Drawdown

Largest peak-to-trough decline

-31.29%

-36.03%

+4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-8.92%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-20.96%

-19.44%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.76%

-21.62%

-5.14%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.03%

—

Current Drawdown

Current decline from peak

-2.02%

-1.01%

-1.01%

Average Drawdown

Average peak-to-trough decline

-5.88%

-4.50%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.29%

+0.54%

Volatility

IQSU vs. LRGF - Volatility Comparison

IQ Candriam ESG U.S. Equity ETF (IQSU) has a higher volatility of 4.47% compared to iShares U.S. Equity Factor ETF (LRGF) at 3.52%. This indicates that IQSU's price experiences larger fluctuations and is considered to be riskier than LRGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IQSULRGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

3.52%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

10.08%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

12.89%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

17.09%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

18.30%

+2.32%

IQSU vs. LRGF - Expense Ratio Comparison

IQSU has a 0.09% expense ratio, which is higher than LRGF's 0.08% 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

IQSU vs. LRGF - Dividend Comparison

IQSU's dividend yield for the trailing twelve months is around 0.99%, less than LRGF's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
IQSU
IQ Candriam ESG U.S. Equity ETF		0.99%1.09%1.12%1.15%1.47%1.07%0.98%0.00%0.00%0.00%0.00%0.00%
LRGF
iShares U.S. Equity Factor ETF		1.08%1.16%1.23%1.49%1.78%1.05%1.35%1.76%3.27%1.68%1.56%0.83%

Frequently Asked Questions

With a correlation of 0.94, IQSU and LRGF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IQSU has higher volatility (4.47%) compared to LRGF (3.52%). In terms of maximum drawdown, IQSU dropped -31.29% vs LRGF's -36.03%.

On 5-year performance, LRGF leads with 13.36% vs 11.42% for IQSU. On fees, LRGF is cheaper at 0.08% per year. On volatility, LRGF has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LRGF has performed better with a 13.36% return vs 11.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LRGF is cheaper with a 0.08% expense ratio, compared with 0.09% for IQSU.

LRGF has the higher dividend yield at 1.08%, compared with 0.99% for IQSU.

IQSU is categorized as Large Cap Growth Equities, while LRGF is Large Cap Blend Equities. IQSU tracks IQ Candriam ESG US Equity Index, while LRGF tracks STOXX U.S. Equity Factor Index. They also come from different issuers: New York Life and iShares. Their fees differ too: 0.09% for IQSU and 0.08% for LRGF.

IQSU currently has the higher Sharpe Ratio (1.73 vs 1.36), 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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