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

IUQF.L vs. ISAC.L

Last updated Jun 5, 2026

IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both exchange-traded funds - IUQF.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while ISAC.L is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 5 years, IUQF.L returned 13.13%/yr vs 12.60%/yr for ISAC.L. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

IUQF.L vs. ISAC.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 ACWI UCITS ETF USD (Acc) (ISAC.L). 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 ISAC.L is traded in USD. To make them comparable, the ISAC.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 9.14% return, which is significantly lower than ISAC.L's 12.06% 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*
—

ISAC.L

1D
0.00%
1M
5.28%
YTD
12.06%
6M
12.30%
1Y
30.14%
3Y*
18.17%
5Y*
12.60%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)		11.99%13.64%19.87%16.44%-8.43%19.97%12.26%20.98%-4.37%13.63%

Correlation

The correlation between IUQF.L and ISAC.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.75

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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2016

0.84

The correlation between IUQF.L and ISAC.L has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

IUQF.L vs. ISAC.L - Sectors Allocation Comparison

Sectors
IUQF.L
ISAC.L

Technology

38.7%
33.9%

Financial Services

11.2%
17.3%

Communication Services

10.6%
8.6%

Healthcare

9.3%
7.8%

Consumer Cyclical

9.0%
8.5%

Industrials

7.8%
9.0%

Consumer Defensive

4.7%
4.4%

Energy

3.8%
3.6%

Real Estate

1.8%
1.2%

Utilities

1.7%
2.2%

Basic Materials

1.6%
2.9%

Technology

IUQF.L
38.7%
ISAC.L
33.9%

Financial Services

IUQF.L
11.2%
ISAC.L
17.3%

Communication Services

IUQF.L
10.6%
ISAC.L
8.6%

Healthcare

IUQF.L
9.3%
ISAC.L
7.8%

Consumer Cyclical

IUQF.L
9.0%
ISAC.L
8.5%

Industrials

IUQF.L
7.8%
ISAC.L
9.0%

Consumer Defensive

IUQF.L
4.7%
ISAC.L
4.4%

Energy

IUQF.L
3.8%
ISAC.L
3.6%

Real Estate

IUQF.L
1.8%
ISAC.L
1.2%

Utilities

IUQF.L
1.7%
ISAC.L
2.2%

Basic Materials

IUQF.L
1.6%
ISAC.L
2.9%

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iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)

iShares MSCI ACWI UCITS ETF USD (Acc)

Often compared with IUQF.L:
IUQF.L vs. IWFQ.LIUQF.L vs. QUALIUQF.L vs. SPYIUQF.L vs. QQQIUQF.L vs. VUSA.LIUQF.L vs. CEMQ.DEIUQF.L vs. FSUS.L
Often compared with ISAC.L:
ISAC.L vs. VWRA.LISAC.L vs. SSAC.LISAC.L vs. IWDA.LISAC.L vs. VTISAC.L vs. SWDA.LISAC.L vs. VOOISAC.L vs. SWRD.L

Return for Risk

IUQF.L vs. ISAC.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: 7171
Overall Rank
IUQF.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IUQF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUQF.L Omega Ratio Rank: 7171
Omega Ratio Rank
IUQF.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
IUQF.L Martin Ratio Rank: 7171
Martin Ratio Rank
ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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. ISAC.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 ACWI UCITS ETF USD (Acc) (ISAC.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.

IUQF.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility
2.27
2.52

-0.25

Sortino ratioReturn per unit of downside risk
3.11
3.48

-0.36

Omega ratioGain probability vs. loss probability

1.42

1.48

-0.06

Calmar ratioReturn relative to maximum drawdown

3.47

4.36

-0.89

Martin ratioReturn relative to average drawdown

13.01

16.74

-3.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUQF.L Sharpe Ratio is 2.27, which is comparable to the ISAC.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IUQF.L and ISAC.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.

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Sharpe Ratios by Period

IUQF.LISAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.52

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.88

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.86

-0.01

Drawdowns

IUQF.L vs. ISAC.L - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, roughly equal to the maximum ISAC.L drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for IUQF.L and ISAC.L.

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Drawdown Indicators

IUQF.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.74%

-25.84%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-6.88%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-18.33%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

-18.33%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.84%

—

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.97%

-3.56%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.80%

-0.02%

Volatility

IUQF.L vs. ISAC.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 2.63%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.74%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUQF.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.74%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

9.25%

-2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.17%

11.90%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

14.29%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

15.49%

+0.31%

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

Both IUQF.L and ISAC.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IUQF.L vs. ISAC.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IUQF.L and ISAC.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUQF.L and ISAC.L have the same expense ratio: 0.20% per year.

IUQF.L is categorized as Large Cap Blend Equities, while ISAC.L is Global Equities. IUQF.L tracks Russell 1000 TR USD, while ISAC.L tracks MSCI ACWI Index.

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