IUQD.L vs. QUAL
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
IUQD.L and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUQD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Feb 21, 2018. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013. Both IUQD.L and QUAL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUQD.L or QUAL.
Key characteristics
| IUQD.L | QUAL | |
|---|---|---|
| YTD Return | 25.29% | 25.71% |
| 1Y Return | 32.33% | 32.61% |
| 3Y Return (Ann) | 9.31% | 9.52% |
| 5Y Return (Ann) | 14.89% | 15.18% |
| Sharpe Ratio | 2.73 | 2.78 |
| Sortino Ratio | 3.90 | 3.83 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 4.73 | 4.58 |
| Martin Ratio | 16.18 | 17.53 |
| Ulcer Index | 1.99% | 1.99% |
| Daily Std Dev | 11.85% | 12.57% |
| Max Drawdown | -33.83% | -34.06% |
| Current Drawdown | -0.36% | -0.43% |
Correlation
The correlation between IUQD.L and QUAL is 0.60, 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.
Performance
IUQD.L vs. QUAL - Performance Comparison
The year-to-date returns for both investments are quite close, with IUQD.L having a 25.29% return and QUAL slightly higher at 25.71%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUQD.L vs. QUAL - Expense Ratio Comparison
IUQD.L has a 0.20% expense ratio, which is higher than QUAL's 0.15% 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%.
Risk-Adjusted Performance
IUQD.L vs. QUAL - Risk-Adjusted Performance 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 Quality Factor ETF (QUAL). 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.
Dividends
IUQD.L vs. QUAL - Dividend Comparison
IUQD.L's dividend yield for the trailing twelve months is around 0.83%, less than QUAL's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUQD.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) | 0.83% | 1.05% | 1.34% | 0.95% | 1.21% | 1.32% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.98% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
Drawdowns
IUQD.L vs. QUAL - Drawdown Comparison
The maximum IUQD.L drawdown since its inception was -33.83%, roughly equal to the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for IUQD.L and QUAL. For additional features, visit the drawdowns tool.
Volatility
IUQD.L vs. QUAL - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) is 3.16%, while iShares Edge MSCI USA Quality Factor ETF (QUAL) has a volatility of 3.40%. This indicates that IUQD.L experiences smaller price fluctuations and is considered to be less risky than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.