IUQA.L vs. UC95.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L).

IUQA.L and UC95.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. UC95.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 26, 2015. Both IUQA.L and UC95.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. UC95.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L). The values are adjusted to include any dividend payments, if applicable.

IUQA.L vs. UC95.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUQA.L iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating	-3.10%	12.50%	22.46%	30.92%	-20.74%	27.56%	16.09%	33.32%	-6.99%	22.18%
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.08%	6.66%	13.53%	5.72%	-6.94%	24.94%	3.50%	29.54%	-1.90%	15.82%

Different Trading Currencies

IUQA.L is traded in USD, while UC95.L is traded in GBp. To make them comparable, the UC95.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 UC95.L's 1.08% 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*: —

UC95.L

• 1D: 0.63%
• 1M: -5.88%
• YTD: 1.08%
• 6M: 0.49%
• 1Y: 0.44%
• 3Y*: 9.41%
• 5Y*: 7.33%
• 10Y*: 9.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQA.L vs. UC95.L - Expense Ratio Comparison

IUQA.L has a 0.20% expense ratio, which is lower than UC95.L's 0.25% 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%.

UC95.L

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

IUQA.L

iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating

Return for Risk

IUQA.L vs. UC95.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUQA.L

IUQA.L Risk / Return Rank: 51
IUQA.L Sharpe Ratio Rank: 47
IUQA.L Sortino Ratio Rank: 47
IUQA.L Omega Ratio Rank: 45
IUQA.L Calmar Ratio Rank: 57
IUQA.L Martin Ratio Rank: 60

UC95.L

UC95.L Risk / Return Rank: 7
UC95.L Sharpe Ratio Rank: 8
UC95.L Sortino Ratio Rank: 7
UC95.L Omega Ratio Rank: 7
UC95.L Calmar Ratio Rank: 7
UC95.L Martin Ratio Rank: 7

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.

IUQA.L vs. UC95.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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	UC95.L	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.03	+0.88
Sortino ratio Return per unit of downside risk	1.37	0.13	+1.23
Omega ratio Gain probability vs. loss probability	1.19	1.02	+0.17
Calmar ratio Return relative to maximum drawdown	1.63	0.01	+1.63
Martin ratio Return relative to average drawdown	6.68	0.02	+6.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUQA.L vs. UC95.L - Sharpe Ratio Comparison

The current IUQA.L Sharpe Ratio is 0.91, which is higher than the UC95.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of IUQA.L and UC95.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUQA.L	UC95.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	0.03	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.58	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.72	+0.07

Correlation

The correlation between IUQA.L and UC95.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IUQA.L vs. UC95.L - Dividend Comparison

IUQA.L has not paid dividends to shareholders, while UC95.L's dividend yield for the trailing twelve months is around 1.84%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IUQA.L iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.84%	1.99%	1.61%	1.54%	1.29%	1.13%	1.79%	1.66%	1.64%	1.68%	1.37%

Drawdowns

IUQA.L vs. UC95.L - Drawdown Comparison

The maximum IUQA.L drawdown since its inception was -33.96%, smaller than the maximum UC95.L drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for IUQA.L and UC95.L.

Drawdown Indicators

	IUQA.L	UC95.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.96%	-28.11%	-5.85%
Max Drawdown (1Y) Largest decline over 1 year	-11.32%	-8.07%	-3.25%
Max Drawdown (5Y) Largest decline over 5 years	-27.77%	-11.32%	-16.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.11%	—
Current Drawdown Current decline from peak	-5.46%	-5.17%	-0.29%
Average Drawdown Average peak-to-trough decline	-4.95%	-4.07%	-0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	3.39%	-1.39%

Volatility

IUQA.L vs. UC95.L - Volatility Comparison

iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) has a higher volatility of 4.69% compared to UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) at 2.96%. This indicates that IUQA.L's price experiences larger fluctuations and is considered to be riskier than UC95.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUQA.L	UC95.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	2.96%	+1.73%
Volatility (6M) Calculated over the trailing 6-month period	8.24%	6.56%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	15.19%	12.72%	+2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	12.62%	+3.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.77%	14.08%	+2.69%