PortfoliosLab logoPortfoliosLab logo
IUQF.L vs. IDFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUQF.L vs. IDFF.L - 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 iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUQF.L is traded in GBp, while IDFF.L is traded in USD. To make them comparable, the IDFF.L 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 lower than IDFF.L's 24.04% 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*

IDFF.L

1D
-2.46%
1M
-11.85%
6M
14.81%
YTD
24.04%
1Y
42.57%
3Y*
21.92%
5Y*
7.09%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQF.L vs. IDFF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)
9.54%4.83%24.33%23.81%-11.33%29.25%12.16%29.08%-2.19%-8.50%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)
24.04%29.55%14.11%-3.61%-12.49%-8.34%22.21%12.81%-10.15%29.45%

Correlation

The correlation between IUQF.L and IDFF.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.42

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

0.44

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

0.49

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUQF.L vs. IDFF.L — 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

IDFF.L
IDFF.L Risk / Return Rank: 7373
Overall Rank
IDFF.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IDFF.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7171
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDFF.L Martin Ratio Rank: 7272
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. IDFF.L - 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 AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.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.

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.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.86

2.95

-0.10

Martin ratioReturn relative to average drawdown

10.66

10.11

+0.54

IUQF.L vs. IDFF.L - Sharpe Ratio Comparison

The current IUQF.L Sharpe Ratio is 1.84, which is comparable to the IDFF.L Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of IUQF.L and IDFF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IUQF.L vs. IDFF.L - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum IDFF.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for IUQF.L and IDFF.L.


Loading charts...

Drawdown Indicators


IUQF.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.74%

-51.16%

+25.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-14.35%

+7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.67%

-19.80%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-32.24%

+11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

Current Drawdown

Current decline from peak

-2.11%

-14.35%

+12.24%

Average Drawdown

Average peak-to-trough decline

-7.45%

-12.97%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

4.20%

-2.42%

Volatility

IUQF.L vs. IDFF.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 3.26%, while iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a volatility of 10.22%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than IDFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUQF.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

10.22%

-6.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

21.04%

-13.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

23.79%

-13.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.24%

20.68%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.58%

20.13%

+8.45%

IUQF.L vs. IDFF.L - Expense Ratio Comparison

IUQF.L has a 0.20% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.


Dividends

IUQF.L vs. IDFF.L - Dividend Comparison

IUQF.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.13%.


PositionTTM20252024202320222021202020192018201720162015
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)
1.13%1.46%1.85%1.85%2.07%1.39%1.13%1.67%2.04%1.50%1.92%2.29%
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUQF.L and IDFF.L have a correlation of 0.45, 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 0.74% for IDFF.L.

IUQF.L is categorized as Large Cap Blend Equities, while IDFF.L is Asia Pacific Equities. IUQF.L tracks Russell 1000 TR USD, while IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD). Their fees differ too: 0.20% for IUQF.L and 0.74% for IDFF.L.

Portfolio Optimizer

Find the right allocation for IUQF.L and IDFF.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer