IUQF.L vs. FSUS.L
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and iShares Edge MSCI USA Multifactor UCITS (FSUS.L).
IUQF.L and FSUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUQF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 13, 2016. FSUS.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 4, 2015. Both IUQF.L and FSUS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUQF.L or FSUS.L.
Key characteristics
| IUQF.L | FSUS.L | |
|---|---|---|
| YTD Return | 16.46% | 13.12% |
| 1Y Return | 22.24% | 15.90% |
| 3Y Return (Ann) | 11.59% | 8.88% |
| 5Y Return (Ann) | 13.70% | 9.92% |
| Sharpe Ratio | 1.91 | 1.35 |
| Daily Std Dev | 12.24% | 11.77% |
| Max Drawdown | -25.74% | -27.61% |
| Current Drawdown | -1.61% | -1.85% |
Correlation
The correlation between IUQF.L and FSUS.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUQF.L vs. FSUS.L - Performance Comparison
In the year-to-date period, IUQF.L achieves a 16.46% return, which is significantly higher than FSUS.L's 13.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUQF.L vs. FSUS.L - Expense Ratio Comparison
IUQF.L has a 0.20% expense ratio, which is lower than FSUS.L's 0.35% expense ratio.
Risk-Adjusted Performance
IUQF.L vs. FSUS.L - Risk-Adjusted Performance 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 Edge MSCI USA Multifactor UCITS (FSUS.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.
Dividends
IUQF.L vs. FSUS.L - Dividend Comparison
Neither IUQF.L nor FSUS.L has paid dividends to shareholders.
Drawdowns
IUQF.L vs. FSUS.L - Drawdown Comparison
The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum FSUS.L drawdown of -27.61%. Use the drawdown chart below to compare losses from any high point for IUQF.L and FSUS.L. For additional features, visit the drawdowns tool.
Volatility
IUQF.L vs. FSUS.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 4.50%, while iShares Edge MSCI USA Multifactor UCITS (FSUS.L) has a volatility of 4.92%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than FSUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.