IQSU vs. LRGF
Compare and contrast key facts about IQ Candriam ESG U.S. Equity ETF (IQSU) and iShares MSCI USA Multifactor ETF (LRGF).
IQSU and LRGF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQSU is a passively managed fund by New York Life that tracks the performance of the IQ Candriam ESG US Equity Index. It was launched on Dec 17, 2019. LRGF is a passively managed fund by iShares that tracks the performance of the MSCI USA Diversified Multi-Factor. It was launched on Apr 30, 2015. Both IQSU and LRGF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IQSU vs. LRGF - Performance Comparison
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IQSU vs. LRGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IQSU IQ Candriam ESG U.S. Equity ETF | -6.24% | 14.44% | 16.64% | 32.96% | -22.10% | 30.53% | 28.24% | 1.24% |
LRGF iShares MSCI USA Multifactor ETF | -4.69% | 16.48% | 26.59% | 25.85% | -14.77% | 25.01% | 11.11% | 0.94% |
Returns By Period
In the year-to-date period, IQSU achieves a -6.24% return, which is significantly lower than LRGF's -4.69% return.
IQSU
- 1D
- 2.68%
- 1M
- -5.86%
- YTD
- -6.24%
- 6M
- -3.19%
- 1Y
- 14.21%
- 3Y*
- 14.56%
- 5Y*
- 9.77%
- 10Y*
- —
LRGF
- 1D
- 2.92%
- 1M
- -4.24%
- YTD
- -4.69%
- 6M
- -3.86%
- 1Y
- 15.42%
- 3Y*
- 18.34%
- 5Y*
- 11.50%
- 10Y*
- 12.34%
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IQSU vs. LRGF - Expense Ratio Comparison
IQSU has a 0.09% expense ratio, which is lower than LRGF'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%.
Return for Risk
IQSU vs. LRGF — Risk / Return Rank
IQSU
LRGF
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 MSCI USA Multifactor 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.
| IQSU | LRGF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.84 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.31 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.30 | -0.18 |
Martin ratioReturn relative to average drawdown | 4.69 | 5.87 | -1.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQSU | LRGF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.84 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.62 | +0.02 |
Correlation
The correlation between IQSU and LRGF is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IQSU vs. LRGF - Dividend Comparison
IQSU's dividend yield for the trailing twelve months is around 1.17%, less than LRGF's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQSU IQ Candriam ESG U.S. Equity ETF | 1.17% | 1.09% | 1.12% | 1.15% | 1.47% | 1.07% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRGF iShares MSCI USA Multifactor ETF | 1.23% | 1.16% | 1.23% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
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
| IQSU | LRGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -36.03% | +4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -12.37% | -0.92% |
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 DrawdownCurrent decline from peak | -8.80% | -6.26% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -4.60% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.75% | +0.43% |
Volatility
IQSU vs. LRGF - Volatility Comparison
IQ Candriam ESG U.S. Equity ETF (IQSU) and iShares MSCI USA Multifactor ETF (LRGF) have volatilities of 5.27% and 5.21%, 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
| IQSU | LRGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 5.21% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 9.66% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 18.48% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 17.05% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 18.30% | +2.52% |