PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IUQD.L vs. SUUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUQD.L vs. SUUS.L

Last updated Jul 16, 2026
Documentation

IUQD.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)) and SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) 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 11.38%/yr vs 10.85%/yr for SUUS.L. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

IUQD.L vs. SUUS.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 MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUQD.L is traded in USD, while SUUS.L is traded in GBp. To make them comparable, the SUUS.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 10.23% return, which is significantly lower than SUUS.L's 14.32% 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*
—

SUUS.L

1D
-0.20%
1M
-0.81%
6M
12.60%
YTD
14.32%
1Y
21.70%
3Y*
15.43%
5Y*
10.85%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQD.L vs. SUUS.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%
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)		14.32%11.25%13.92%23.78%-18.70%31.68%25.25%32.47%-4.81%

Correlation

The correlation between IUQD.L and SUUS.L is 0.83, 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

0.83

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

0.82

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

0.86

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

0.87

The correlation between IUQD.L and SUUS.L has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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

Sectors
IUQD.L
SUUS.L

Technology

38.8%
39.8%

Communication Services

11.8%
6.7%

Financial Services

10.8%
12.8%

Consumer Cyclical

9.3%
10.8%

Healthcare

8.7%
9.7%

Industrials

7.2%
7.5%

Consumer Defensive

4.4%
5.3%

Energy

3.2%
0.3%

Utilities

2.1%
3.3%

Basic Materials

1.9%
1.7%

Real Estate

1.8%
1.8%

Technology

IUQD.L
38.8%
SUUS.L
39.8%

Communication Services

IUQD.L
11.8%
SUUS.L
6.7%

Financial Services

IUQD.L
10.8%
SUUS.L
12.8%

Consumer Cyclical

IUQD.L
9.3%
SUUS.L
10.8%

Healthcare

IUQD.L
8.7%
SUUS.L
9.7%

Industrials

IUQD.L
7.2%
SUUS.L
7.5%

Consumer Defensive

IUQD.L
4.4%
SUUS.L
5.3%

Energy

IUQD.L
3.2%
SUUS.L
0.3%

Utilities

IUQD.L
2.1%
SUUS.L
3.3%

Basic Materials

IUQD.L
1.9%
SUUS.L
1.7%

Real Estate

IUQD.L
1.8%
SUUS.L
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

iShares MSCI USA SRI UCITS ETF USD (Acc)

Often compared with IUQD.L:
IUQD.L vs. XZEW.DEIUQD.L vs. QUALIUQD.L vs. VOOIUQD.L vs. VWRP.LIUQD.L vs. EQQQ.LIUQD.L vs. EUDV.LIUQD.L vs. JREU.L
Often compared with SUUS.L:
SUUS.L vs. LGUG.LSUUS.L vs. 36B6.DESUUS.L vs. V3AM.LSUUS.L vs. SPYSUUS.L vs. XZSP.DESUUS.L vs. IESG.LSUUS.L vs. VOO

Return for Risk

IUQD.L vs. SUUS.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
SUUS.L
SUUS.L Risk / Return Rank: 6161
Overall Rank
SUUS.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SUUS.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SUUS.L Omega Ratio Rank: 5757
Omega Ratio Rank
SUUS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SUUS.L Martin Ratio Rank: 6464
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. SUUS.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 MSCI USA SRI UCITS ETF USD (Acc) (SUUS.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.LSUUS.LDifference
Sharpe ratioReturn per unit of total volatility
1.83
1.66

+0.17

Sortino ratioReturn per unit of downside risk
2.81
2.43

+0.38

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

2.49

2.42

+0.07

Martin ratioReturn relative to average drawdown

10.91

9.24

+1.67

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

The current IUQD.L Sharpe Ratio is 1.83, which is comparable to the SUUS.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IUQD.L and SUUS.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.

Loading charts...

Drawdowns

IUQD.L vs. SUUS.L - Drawdown Comparison

The maximum IUQD.L drawdown since its inception was -33.83%, roughly equal to the maximum SUUS.L drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for IUQD.L and SUUS.L.

Loading charts...

Drawdown Indicators

IUQD.LSUUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-32.59%

-1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-8.93%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-19.94%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.75%

-26.32%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.59%

—

Current Drawdown

Current decline from peak

-0.01%

-1.95%

+1.94%

Average Drawdown

Average peak-to-trough decline

-5.39%

-7.43%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.34%

-0.45%

Volatility

IUQD.L vs. SUUS.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) is 3.18%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a volatility of 4.62%. This indicates that IUQD.L experiences smaller price fluctuations and is considered to be less risky than SUUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IUQD.LSUUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

4.62%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

10.44%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

13.05%

-1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

21.21%

-4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

19.02%

-1.54%

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

Both IUQD.L and SUUS.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. SUUS.L - Dividend Comparison

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

PositionTTM20252024202320222021202020192018
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%
SUUS.L
iShares MSCI USA SRI 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 SUUS.L have a correlation of 0.83, 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 SUUS.L have the same expense ratio: 0.20% per year.

Both ETFs track Russell 1000 TR USD.

Portfolio Optimizer

Find the right allocation for IUQD.L and SUUS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer