IUQD.L vs. LGUS.L
IUQD.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)) and LGUS.L (L&G US Equity UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - IUQD.L tracks the Russell 1000 TR USD while LGUS.L tracks the Solactive Core United States Large & Mid Cap Index NTR. Both are passively managed. Over the past 5 years, IUQD.L returned 11.22%/yr vs 12.54%/yr for LGUS.L. Their correlation of 0.94 suggests significant overlap in exposure. IUQD.L charges 0.20%/yr vs 0.05%/yr for LGUS.L.
Performance
IUQD.L vs. LGUS.L - Performance Comparison
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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*
- —
IUQD.L vs. LGUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
IUQD.L
LGUS.L
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.L | LGUS.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | LGUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.32% | -1.69% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -5.29% | -0.10% |
Ulcer IndexDepth 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.L | LGUS.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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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