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

Performance

IUQD.L vs. LGUS.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 L&G US Equity UCITS ETF USD (Acc) (LGUS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IUQD.L having a 9.43% return and LGUS.L slightly lower at 9.01%.


IUQD.L

1D
-1.32%
1M
0.16%
6M
7.40%
YTD
9.43%
1Y
19.43%
3Y*
17.48%
5Y*
11.22%
10Y*

LGUS.L

1D
-1.30%
1M
-0.36%
6M
8.07%
YTD
9.01%
1Y
19.79%
3Y*
19.73%
5Y*
12.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IUQD.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)
9.43%12.64%22.37%30.89%-20.80%27.69%16.03%33.32%-11.00%
LGUS.L
L&G US Equity UCITS ETF USD (Acc)
9.01%17.98%25.09%28.66%-20.46%27.91%21.16%30.91%-9.25%

Correlation

The correlation between IUQD.L and LGUS.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.90

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.94

The correlation between IUQD.L and LGUS.L has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

IUQD.L vs. LGUS.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: 6969
Overall Rank
IUQD.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IUQD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUQD.L Omega Ratio Rank: 6767
Omega Ratio Rank
IUQD.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IUQD.L Martin Ratio Rank: 7474
Martin Ratio Rank

LGUS.L
LGUS.L Risk / Return Rank: 6565
Overall Rank
LGUS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LGUS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
LGUS.L Omega Ratio Rank: 6161
Omega Ratio Rank
LGUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
LGUS.L Martin Ratio Rank: 6767
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. LGUS.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 L&G US Equity UCITS ETF USD (Acc) (LGUS.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.LLGUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.31

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.34

2.30

+0.04

Martin ratioReturn relative to average drawdown

10.24

8.84

+1.40

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

The current IUQD.L Sharpe Ratio is 1.71, which is comparable to the LGUS.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IUQD.L and LGUS.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. LGUS.L - Drawdown Comparison

The maximum IUQD.L drawdown since its inception was -33.83%, roughly equal to the maximum LGUS.L drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for IUQD.L and LGUS.L.


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Drawdown Indicators


IUQD.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-34.26%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-8.58%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-19.46%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.75%

-25.64%

-2.11%

Current Drawdown

Current decline from peak

-1.32%

-1.69%

+0.37%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.29%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.23%

-0.34%

Volatility

IUQD.L vs. LGUS.L - Volatility Comparison

iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) has a higher volatility of 3.36% compared to L&G US Equity UCITS ETF USD (Acc) (LGUS.L) at 3.15%. This indicates that IUQD.L's price experiences larger fluctuations and is considered to be riskier than LGUS.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.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.15%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

9.50%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

12.53%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

16.52%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

18.10%

-0.62%

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

IUQD.L has a 0.20% expense ratio, which is higher than LGUS.L's 0.05% 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

IUQD.L vs. LGUS.L - Dividend Comparison

IUQD.L's dividend yield for the trailing twelve months is around 0.67%, while LGUS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IUQD.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)
0.67%0.73%0.84%1.05%1.34%0.95%1.21%1.32%1.44%
LGUS.L
L&G US Equity UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUQD.L and LGUS.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.20% for IUQD.L.

IUQD.L tracks Russell 1000 TR USD, while LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for IUQD.L and 0.05% for LGUS.L.

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