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IUQF.L vs. ARKB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUQF.L vs. ARKB - 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 ARK 21Shares Bitcoin ETF (ARKB). 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 ARKB is traded in USD. To make them comparable, the ARKB 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 9.54% return, which is significantly higher than ARKB's -26.62% return.


IUQF.L

1D
-1.09%
1M
-0.40%
6M
6.93%
YTD
9.54%
1Y
19.04%
3Y*
16.37%
5Y*
11.76%
10Y*

ARKB

1D
0.02%
1M
-1.32%
6M
-33.28%
YTD
-26.62%
1Y
-46.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQF.L vs. ARKB - Yearly Performance Comparison


2026 (YTD)20252024
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)
9.54%4.83%24.62%
ARKB
ARK 21Shares Bitcoin ETF
-26.62%-13.25%90.26%

Correlation

The correlation between IUQF.L and ARKB is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.20

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Return for Risk

IUQF.L vs. ARKB — 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: 7373
Overall Rank
IUQF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IUQF.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IUQF.L Omega Ratio Rank: 7171
Omega Ratio Rank
IUQF.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUQF.L Martin Ratio Rank: 7575
Martin Ratio Rank

ARKB
ARKB Risk / Return Rank: 22
Overall Rank
ARKB Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ARKB Sortino Ratio Rank: 22
Sortino Ratio Rank
ARKB Omega Ratio Rank: 22
Omega Ratio Rank
ARKB Calmar Ratio Rank: 22
Calmar Ratio Rank
ARKB Martin Ratio Rank: 22
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. ARKB - 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 ARK 21Shares Bitcoin ETF (ARKB). 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.LARKBDifference
Sharpe ratioReturn per unit of total volatility

+2.92

Sortino ratioReturn per unit of downside risk

+4.22

Omega ratioGain probability vs. loss probability

1.33

0.82

+0.52

Calmar ratioReturn relative to maximum drawdown

2.86

-0.88

+3.74

Martin ratioReturn relative to average drawdown

10.66

-1.41

+12.06

IUQF.L vs. ARKB - Sharpe Ratio Comparison

The current IUQF.L Sharpe Ratio is 1.84, which is higher than the ARKB Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of IUQF.L and ARKB, 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. ARKB - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum ARKB drawdown of -52.56%. Use the drawdown chart below to compare losses from any high point for IUQF.L and ARKB.


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Drawdown Indicators


IUQF.LARKBDifference

Max Drawdown

Largest peak-to-trough decline

-25.74%

-52.56%

+26.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-52.56%

+45.92%

Max Drawdown (3Y)

Largest decline over 3 years

-20.67%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

Current Drawdown

Current decline from peak

-2.11%

-48.87%

+46.76%

Average Drawdown

Average peak-to-trough decline

-7.45%

-18.29%

+10.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

32.96%

-31.18%

Volatility

IUQF.L vs. ARKB - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 3.26%, while ARK 21Shares Bitcoin ETF (ARKB) has a volatility of 9.61%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than ARKB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUQF.LARKBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

9.61%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

33.23%

-25.89%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

42.73%

-32.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.24%

48.99%

-28.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.58%

48.99%

-20.41%

IUQF.L vs. ARKB - Expense Ratio Comparison

IUQF.L has a 0.20% expense ratio, which is lower than ARKB's 0.21% 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. ARKB - Dividend Comparison

Neither IUQF.L nor ARKB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUQF.L and ARKB have a correlation of 0.22, 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 0.21% for ARKB.

IUQF.L is categorized as Large Cap Blend Equities, while ARKB is Cryptocurrency. IUQF.L tracks Russell 1000 TR USD, while ARKB tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: iShares and ARK. Their fees differ too: 0.20% for IUQF.L and 0.21% for ARKB.

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