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IUQD.L vs. EMAD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUQD.L vs. EMAD.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 (Dist) (IUQD.L) and State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUQD.L achieves a 10.23% return, which is significantly lower than EMAD.L's 21.59% return.


IUQD.L

1D
0.25%
1M
0.22%
6M
8.93%
YTD
10.23%
1Y
20.67%
3Y*
17.93%
5Y*
11.38%
10Y*

EMAD.L

1D
-1.54%
1M
-8.90%
6M
14.74%
YTD
21.59%
1Y
36.41%
3Y*
20.83%
5Y*
6.55%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQD.L vs. EMAD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUQD.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)
10.23%12.64%22.37%30.89%-20.80%27.69%16.03%33.32%-6.89%
EMAD.L
State Street SPDR MSCI EM Asia UCITS ETF USD (Acc)
21.59%32.13%11.12%6.54%-21.75%-6.15%28.24%16.78%-17.60%

Correlation

The correlation between IUQD.L and EMAD.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2018

0.63

The correlation between IUQD.L and EMAD.L has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

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Return for Risk

IUQD.L vs. EMAD.L — Risk / Return Rank

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

IUQD.L
IUQD.L Risk / Return Rank: 7070
Overall Rank
IUQD.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUQD.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IUQD.L Omega Ratio Rank: 6868
Omega Ratio Rank
IUQD.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IUQD.L Martin Ratio Rank: 7474
Martin Ratio Rank

EMAD.L
EMAD.L Risk / Return Rank: 5757
Overall Rank
EMAD.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EMAD.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
EMAD.L Omega Ratio Rank: 5555
Omega Ratio Rank
EMAD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMAD.L Martin Ratio Rank: 5757
Martin Ratio Rank
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.

IUQD.L vs. EMAD.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 (Dist) (IUQD.L) and State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.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.

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.


IUQD.LEMAD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

2.49

2.69

-0.20

Martin ratioReturn relative to average drawdown

10.91

8.03

+2.88

IUQD.L vs. EMAD.L - Sharpe Ratio Comparison

The current IUQD.L Sharpe Ratio is 1.83, which is comparable to the EMAD.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IUQD.L and EMAD.L, 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

IUQD.L vs. EMAD.L - Drawdown Comparison

The maximum IUQD.L drawdown since its inception was -33.83%, smaller than the maximum EMAD.L drawdown of -46.17%. Use the drawdown chart below to compare losses from any high point for IUQD.L and EMAD.L.


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Drawdown Indicators


IUQD.LEMAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-46.17%

+12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-13.38%

+5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-20.03%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-27.75%

-39.17%

+11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-46.17%

Current Drawdown

Current decline from peak

-0.01%

-11.48%

+11.47%

Average Drawdown

Average peak-to-trough decline

-5.39%

-14.72%

+9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

4.50%

-2.61%

Volatility

IUQD.L vs. EMAD.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) is 3.18%, while State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) has a volatility of 9.84%. This indicates that IUQD.L experiences smaller price fluctuations and is considered to be less risky than EMAD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUQD.LEMAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

9.84%

-6.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

21.14%

-12.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

23.53%

-12.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

20.80%

-4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

20.15%

-2.67%

IUQD.L vs. EMAD.L - Expense Ratio Comparison

IUQD.L has a 0.20% expense ratio, which is lower than EMAD.L's 0.55% expense ratio.


Dividends

IUQD.L vs. EMAD.L - Dividend Comparison

IUQD.L's dividend yield for the trailing twelve months is around 0.66%, while EMAD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EMAD.L
State Street SPDR MSCI EM Asia UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUQD.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)
0.66%0.73%0.84%1.05%1.34%0.95%1.21%1.32%1.44%

Frequently Asked Questions


IUQD.L and EMAD.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUQD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUQD.L is cheaper with a 0.20% expense ratio, compared with 0.55% for EMAD.L.

IUQD.L is categorized as Large Cap Blend Equities, while EMAD.L is Asia Pacific Equities. IUQD.L tracks Russell 1000 TR USD, while EMAD.L tracks MSCI EM (Emerging Markets) Asia Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for IUQD.L and 0.55% for EMAD.L.

Portfolio Optimizer

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