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IUQF.L vs. 6AQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUQF.L vs. 6AQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUQF.L is traded in GBp, while 6AQQ.DE is traded in EUR. To make them comparable, the 6AQQ.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUQF.L achieves a 9.58% return, which is significantly lower than 6AQQ.DE's 13.71% return.


IUQF.L

1D
0.04%
1M
-0.55%
6M
8.62%
YTD
9.58%
1Y
19.40%
3Y*
15.66%
5Y*
11.54%
10Y*
ALL TIME*
10.87%

6AQQ.DE

1D
1.12%
1M
-6.33%
6M
14.73%
YTD
13.71%
1Y
25.73%
3Y*
21.77%
5Y*
15.38%
10Y*
20.42%
ALL TIME*
20.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQF.L vs. 6AQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)
9.58%4.83%24.33%23.81%-11.33%29.25%12.16%29.08%-2.19%-8.50%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
13.71%12.65%27.94%48.51%-26.12%29.77%42.33%35.47%4.69%20.85%

Correlation

The correlation between IUQF.L and 6AQQ.DE is 0.74, 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

0.74

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

0.82

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

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2016

0.76

The correlation between IUQF.L and 6AQQ.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

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Return for Risk

IUQF.L vs. 6AQQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUQF.L
IUQF.L Risk / Return Rank: 7878
Overall Rank
IUQF.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IUQF.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IUQF.L Omega Ratio Rank: 7777
Omega Ratio Rank
IUQF.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IUQF.L Martin Ratio Rank: 7979
Martin Ratio Rank

6AQQ.DE
6AQQ.DE Risk / Return Rank: 6767
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 6565
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 6262
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.

IUQF.L vs. 6AQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). 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.


IUQF.L6AQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

2.91

2.32

+0.58

Martin ratioReturn relative to average drawdown

10.83

6.37

+4.46

IUQF.L vs. 6AQQ.DE - Sharpe Ratio Comparison

The current IUQF.L Sharpe Ratio is 1.87, which is comparable to the 6AQQ.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IUQF.L and 6AQQ.DE, 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

IUQF.L vs. 6AQQ.DE - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum 6AQQ.DE drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for IUQF.L and 6AQQ.DE.


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Drawdown Indicators


IUQF.L6AQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.74%

-27.56%

+1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-11.02%

+4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.67%

-25.16%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-27.56%

+6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

Current Drawdown

Current decline from peak

-2.08%

-6.33%

+4.25%

Average Drawdown

Average peak-to-trough decline

-7.45%

-4.53%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

4.03%

-2.24%

Volatility

IUQF.L vs. 6AQQ.DE - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 3.26%, while Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) has a volatility of 6.05%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than 6AQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUQF.L6AQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

6.05%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

12.46%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

16.61%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

19.65%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.57%

19.59%

+8.98%

IUQF.L vs. 6AQQ.DE - Expense Ratio Comparison

IUQF.L has a 0.20% expense ratio, which is lower than 6AQQ.DE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUQF.L vs. 6AQQ.DE - Dividend Comparison

Neither IUQF.L nor 6AQQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUQF.L and 6AQQ.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUQF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUQF.L is cheaper with a 0.20% expense ratio, compared with 0.23% for 6AQQ.DE.

IUQF.L is categorized as Large Cap Blend Equities, while 6AQQ.DE is Nasdaq-100. IUQF.L tracks Russell 1000 TR USD, while 6AQQ.DE tracks Nasdaq 100®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUQF.L and 0.23% for 6AQQ.DE.

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