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

IUQD.L vs. MVEA.L

Last updated Jun 5, 2026

IUQD.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)) and MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds from iShares tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, IUQD.L returned 11.94%/yr vs 5.89%/yr for MVEA.L. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.

Performance

IUQD.L vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUQD.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, IUQD.L achieves a 8.85% return, which is significantly higher than MVEA.L's 1.48% return.

IUQD.L

1D
0.85%
1M
4.85%
YTD
8.85%
6M
9.69%
1Y
21.93%
3Y*
19.75%
5Y*
11.94%
10Y*
—

MVEA.L

1D
0.08%
1M
2.17%
YTD
1.48%
6M
2.36%
1Y
2.62%
3Y*
9.57%
5Y*
5.89%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
IUQD.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)		8.85%12.64%22.37%30.89%-20.80%27.69%16.57%
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		1.48%4.62%13.03%11.96%-11.86%24.60%9.51%

Correlation

The correlation between IUQD.L and MVEA.L is 0.54, 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

0.54

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

0.63

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.74

The correlation between IUQD.L and MVEA.L shifts across timeframes, from 0.54 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

IUQD.L vs. MVEA.L - Sectors Allocation Comparison

Sectors
IUQD.L
MVEA.L

Technology

36.5%
30.2%

Financial Services

11.5%
12.7%

Communication Services

11.1%
6.2%

Consumer Cyclical

9.4%
6.6%

Healthcare

9.0%
15.0%

Industrials

8.2%
5.7%

Consumer Defensive

4.9%
9.3%

Energy

4.0%
3.4%

Utilities

1.9%
4.7%

Real Estate

1.8%
3.1%

Basic Materials

1.7%
3.2%

Technology

IUQD.L
36.5%
MVEA.L
30.2%

Financial Services

IUQD.L
11.5%
MVEA.L
12.7%

Communication Services

IUQD.L
11.1%
MVEA.L
6.2%

Consumer Cyclical

IUQD.L
9.4%
MVEA.L
6.6%

Healthcare

IUQD.L
9.0%
MVEA.L
15.0%

Industrials

IUQD.L
8.2%
MVEA.L
5.7%

Consumer Defensive

IUQD.L
4.9%
MVEA.L
9.3%

Energy

IUQD.L
4.0%
MVEA.L
3.4%

Utilities

IUQD.L
1.9%
MVEA.L
4.7%

Real Estate

IUQD.L
1.8%
MVEA.L
3.1%

Basic Materials

IUQD.L
1.7%
MVEA.L
3.2%

Compare stocks, funds, or ETFs

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iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

Often compared with IUQD.L:
IUQD.L vs. XZEW.DEIUQD.L vs. QUALIUQD.L vs. VWRP.LIUQD.L vs. VOOIUQD.L vs. EQQQ.LIUQD.L vs. EUDV.LIUQD.L vs. JREU.L
Often compared with MVEA.L:
MVEA.L vs. MVUS.LMVEA.L vs. MINV.LMVEA.L vs. XDEQ.LMVEA.L vs. FLXU.LMVEA.L vs. MXUD.LMVEA.L vs. XMUS.LMVEA.L vs. XZMD.L

Return for Risk

IUQD.L vs. MVEA.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: 6161
Overall Rank
IUQD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IUQD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IUQD.L Omega Ratio Rank: 6060
Omega Ratio Rank
IUQD.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUQD.L Martin Ratio Rank: 6565
Martin Ratio Rank
MVEA.L
MVEA.L Risk / Return Rank: 1616
Overall Rank
MVEA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 1717
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. 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 (Dist) (IUQD.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.

IUQD.LMVEA.LDifference
Sharpe ratioReturn per unit of total volatility
1.97
0.32

+1.66

Sortino ratioReturn per unit of downside risk
3.00
0.49

+2.51

Omega ratioGain probability vs. loss probability

1.36

1.06

+0.30

Calmar ratioReturn relative to maximum drawdown

2.64

0.40

+2.25

Martin ratioReturn relative to average drawdown

11.66

1.23

+10.43

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUQD.L Sharpe Ratio is 1.97, which is higher than the MVEA.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IUQD.L and MVEA.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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Sharpe Ratios by Period

IUQD.LMVEA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.32

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.47

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.68

+0.09

Drawdowns

IUQD.L vs. MVEA.L - Drawdown Comparison

The maximum IUQD.L drawdown since its inception was -33.83%, 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 IUQD.L and MVEA.L.

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Drawdown Indicators

IUQD.LMVEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-20.92%

-12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-6.53%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-13.07%

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-27.75%

-20.92%

-6.83%

Current Drawdown

Current decline from peak

0.00%

-1.07%

+1.07%

Average Drawdown

Average peak-to-trough decline

-5.46%

-4.96%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.12%

-0.24%

Volatility

IUQD.L vs. MVEA.L - Volatility Comparison

iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) has a higher volatility of 2.79% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.00%. This indicates that IUQD.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

IUQD.LMVEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.00%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

5.68%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

8.22%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

12.41%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

12.63%

+4.93%

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

Both IUQD.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%.

Dividends

IUQD.L vs. MVEA.L - Dividend Comparison

IUQD.L's dividend yield for the trailing twelve months is around 0.67%, while MVEA.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%
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IUQD.L and MVEA.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUQD.L and MVEA.L have the same expense ratio: 0.20% per year.

Both ETFs track Russell 1000 TR USD.

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