IUQF.L vs. F500.DE
IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both exchange-traded funds - IUQF.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while F500.DE is a S&P 500 fund tracking the S&P 500 ESG+. Both are passively managed. Over the past 5 years, IUQF.L returned 11.54%/yr vs 13.86%/yr for F500.DE. Their correlation of 0.89 suggests significant overlap in exposure. IUQF.L charges 0.20%/yr vs 0.12%/yr for F500.DE.
Performance
IUQF.L vs. F500.DE - Performance Comparison
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Different Trading Currencies
IUQF.L is traded in GBp, while F500.DE is traded in EUR. To make them comparable, the F500.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 higher than F500.DE's 8.82% 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%
F500.DE
- 1D
- 0.54%
- 1M
- -2.53%
- 6M
- 9.23%
- YTD
- 8.82%
- 1Y
- 22.44%
- 3Y*
- 17.43%
- 5Y*
- 13.86%
- 10Y*
- —
- ALL TIME*
- 14.00%
IUQF.L vs. F500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -11.13% |
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 8.82% | 10.90% | 25.97% | 21.62% | -9.54% | 33.44% | 11.99% | 27.20% | -11.28% |
Correlation
The correlation between IUQF.L and F500.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2018 | 0.89 |
The correlation between IUQF.L and F500.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
IUQF.L vs. F500.DE — Risk / Return Rank
IUQF.L
F500.DE
IUQF.L vs. F500.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 S&P 500 ESG UCITS ETF Acc (F500.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.L | F500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.07 | -0.16 |
| Martin ratioReturn relative to average drawdown | 10.83 | 11.57 | -0.74 |
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Drawdowns
IUQF.L vs. F500.DE - Drawdown Comparison
The maximum IUQF.L drawdown since its inception was -25.74%, roughly equal to the maximum F500.DE drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for IUQF.L and F500.DE.
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Drawdown Indicators
| IUQF.L | F500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.74% | -26.40% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -7.28% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -20.67% | -22.39% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | -22.39% | +1.72% |
Current DrawdownCurrent decline from peak | -2.08% | -2.53% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -3.79% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.93% | -0.14% |
Volatility
IUQF.L vs. F500.DE - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) has a higher volatility of 3.26% compared to Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) at 3.00%. This indicates that IUQF.L's price experiences larger fluctuations and is considered to be riskier than F500.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.L | F500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 3.00% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 8.04% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 11.53% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 14.96% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.57% | 16.47% | +12.10% |
IUQF.L vs. F500.DE - Expense Ratio Comparison
IUQF.L has a 0.20% expense ratio, which is higher than F500.DE's 0.12% 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%.
Dividends
IUQF.L vs. F500.DE - Dividend Comparison
Neither IUQF.L nor F500.DE has paid dividends to shareholders.
Frequently Asked Questions
IUQF.L and F500.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F500.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for IUQF.L.
IUQF.L is categorized as Large Cap Blend Equities, while F500.DE is S&P 500. IUQF.L tracks Russell 1000 TR USD, while F500.DE tracks S&P 500 ESG+. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUQF.L and 0.12% for F500.DE.
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