IUQA.L vs. MVEA.L
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L).
IUQA.L and MVEA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUQA.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Feb 21, 2018. MVEA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2020. Both IUQA.L and MVEA.L 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
IUQA.L vs. MVEA.L - Performance Comparison
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IUQA.L vs. MVEA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUQA.L iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating | -3.10% | 12.50% | 22.46% | 30.92% | -20.74% | 27.56% | 16.55% |
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | -2.84% | 4.62% | 13.03% | 11.96% | -11.86% | 24.60% | 9.51% |
Different Trading Currencies
IUQA.L is traded in USD, while MVEA.L is traded in GBP. To make them comparable, the MVEA.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUQA.L achieves a -3.10% return, which is significantly lower than MVEA.L's -2.84% return.
IUQA.L
- 1D
- 2.33%
- 1M
- -4.74%
- YTD
- -3.10%
- 6M
- -0.31%
- 1Y
- 13.90%
- 3Y*
- 17.26%
- 5Y*
- 10.61%
- 10Y*
- —
MVEA.L
- 1D
- 0.88%
- 1M
- -5.10%
- YTD
- -2.84%
- 6M
- -2.64%
- 1Y
- -1.37%
- 3Y*
- 8.33%
- 5Y*
- 6.02%
- 10Y*
- —
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IUQA.L vs. MVEA.L - Expense Ratio Comparison
Both IUQA.L and MVEA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
IUQA.L vs. MVEA.L — Risk / Return Rank
IUQA.L
MVEA.L
IUQA.L vs. MVEA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| IUQA.L | MVEA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | -0.11 | +1.02 |
Sortino ratioReturn per unit of downside risk | 1.37 | -0.06 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.99 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | -0.21 | +1.84 |
Martin ratioReturn relative to average drawdown | 6.68 | -0.83 | +7.51 |
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
| IUQA.L | MVEA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | -0.11 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.48 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.63 | +0.17 |
Correlation
The correlation between IUQA.L and MVEA.L is 0.75, 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
IUQA.L vs. MVEA.L - Dividend Comparison
Neither IUQA.L nor MVEA.L has paid dividends to shareholders.
Drawdowns
IUQA.L vs. MVEA.L - Drawdown Comparison
The maximum IUQA.L drawdown since its inception was -33.96%, which is greater than MVEA.L's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for IUQA.L and MVEA.L.
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Drawdown Indicators
| IUQA.L | MVEA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -14.36% | -19.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -8.57% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -27.77% | -14.36% | -13.41% |
Current DrawdownCurrent decline from peak | -5.46% | -10.12% | +4.66% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.30% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.25% | -0.25% |
Volatility
IUQA.L vs. MVEA.L - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) has a higher volatility of 4.69% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.95%. This indicates that IUQA.L's price experiences larger fluctuations and is considered to be riskier than MVEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUQA.L | MVEA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 2.95% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 5.93% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 12.51% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 12.51% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 12.76% | +4.01% |