IUQF.L vs. CSUS.AS
IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) and CSUS.AS (iShares MSCI USA 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, IUQF.L returned 13.13%/yr vs 14.51%/yr for CSUS.AS. Their correlation of 0.88 suggests significant overlap in exposure. IUQF.L charges 0.20%/yr vs 0.33%/yr for CSUS.AS.
Performance
IUQF.L vs. CSUS.AS - Performance Comparison
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Different Trading Currencies
IUQF.L is traded in GBp, while CSUS.AS is traded in EUR. To make them comparable, the CSUS.AS 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 9.14% return, which is significantly lower than CSUS.AS's 10.49% return.
IUQF.L
- 1D
- 0.80%
- 1M
- 5.91%
- YTD
- 9.14%
- 6M
- 9.03%
- 1Y
- 23.17%
- 3Y*
- 16.68%
- 5Y*
- 13.13%
- 10Y*
- —
CSUS.AS
- 1D
- 0.10%
- 1M
- 5.69%
- YTD
- 10.49%
- 6M
- 10.26%
- 1Y
- 28.82%
- 3Y*
- 19.22%
- 5Y*
- 14.51%
- 10Y*
- 15.89%
IUQF.L vs. CSUS.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 9.14% | 4.83% | 24.33% | 23.81% | -11.33% | 29.25% | 12.16% | 29.08% | -1.58% | 11.25% |
CSUS.AS iShares MSCI USA UCITS ETF USD (Acc) | 10.49% | 9.61% | 27.87% | 19.88% | -10.89% | 29.77% | 16.41% | 25.27% | 0.25% | 11.07% |
Correlation
The correlation between IUQF.L and CSUS.AS is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2016 | 0.88 |
The correlation between IUQF.L and CSUS.AS has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
IUQF.L vs. CSUS.AS — Risk / Return Rank
IUQF.L
CSUS.AS
IUQF.L vs. CSUS.AS - 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 iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS). 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.
| IUQF.L | CSUS.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.49 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.79 | -0.31 |
| Martin ratioReturn relative to average drawdown | 13.01 | 13.19 | -0.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUQF.L | CSUS.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.63 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.94 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.96 | -0.11 |
Drawdowns
IUQF.L vs. CSUS.AS - Drawdown Comparison
The maximum IUQF.L drawdown since its inception was -25.74%, roughly equal to the maximum CSUS.AS drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for IUQF.L and CSUS.AS.
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Drawdown Indicators
| IUQF.L | CSUS.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.74% | -26.71% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -7.51% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -22.21% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -20.18% | -22.21% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.71% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -3.55% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.17% | -0.39% |
Volatility
IUQF.L vs. CSUS.AS - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 2.63%, while iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) has a volatility of 3.13%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than CSUS.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUQF.L | CSUS.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.13% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.06% | 7.46% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 10.80% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 15.13% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.80% | 16.19% | -0.39% |
IUQF.L vs. CSUS.AS - Expense Ratio Comparison
IUQF.L has a 0.20% expense ratio, which is lower than CSUS.AS's 0.33% expense ratio.
Dividends
IUQF.L vs. CSUS.AS - Dividend Comparison
Neither IUQF.L nor CSUS.AS has paid dividends to shareholders.
Frequently Asked Questions
IUQF.L and CSUS.AS have a correlation of 0.84, 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 0.33% for CSUS.AS.
Both ETFs track Russell 1000 TR USD. Their fees differ too: 0.20% for IUQF.L and 0.33% for CSUS.AS.
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