IUQF.L vs. IUVF.L

Last updated Jul 18, 2026

IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) and IUVF.L (iShares Edge MSCI USA Value Factor UCITS) are both exchange-traded funds - IUQF.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while IUVF.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Both are passively managed. Over the past 5 years, IUQF.L returned 11.76%/yr vs 16.15%/yr for IUVF.L. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.

Performance

IUQF.L vs. IUVF.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 Edge MSCI USA Value Factor UCITS (IUVF.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUQF.L achieves a 9.54% return, which is significantly lower than IUVF.L's 39.00% 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*: —

IUVF.L

• 1D: 0.11%
• 1M: -5.16%
• 6M: 32.06%
• YTD: 39.00%
• 1Y: 69.68%
• 3Y*: 27.21%
• 5Y*: 16.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQF.L vs. IUVF.L - 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)	9.54%	4.83%	24.33%	23.81%	-11.33%	29.25%	12.16%	29.08%	-2.19%	-8.50%
IUVF.L iShares Edge MSCI USA Value Factor UCITS	39.00%	23.92%	8.23%	8.28%	-4.63%	31.29%	-4.75%	22.11%	-7.17%	10.45%

Correlation

The correlation between IUQF.L and IUVF.L is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Oct 17, 2016	0.73

The correlation between IUQF.L and IUVF.L shifts across timeframes, from 0.60 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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

Sectors	IUQF.L	IUVF.L
Technology	39.3%	42.5%
Financial Services	11.2%	9.8%
Communication Services	10.9%	9.6%
Healthcare	9.2%	7.6%
Consumer Cyclical	9.1%	10.5%
Industrials	7.4%	7.7%
Consumer Defensive	4.3%	4.3%
Energy	2.9%	3.0%
Utilities	2.1%	1.9%
Basic Materials	2.0%	1.4%
Real Estate	1.8%	1.8%

Return for Risk

IUQF.L vs. IUVF.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: 73
IUQF.L Sharpe Ratio Rank: 73
IUQF.L Sortino Ratio Rank: 71
IUQF.L Omega Ratio Rank: 71
IUQF.L Calmar Ratio Rank: 73
IUQF.L Martin Ratio Rank: 75

IUVF.L

IUVF.L Risk / Return Rank: 97
IUVF.L Sharpe Ratio Rank: 98
IUVF.L Sortino Ratio Rank: 97
IUVF.L Omega Ratio Rank: 96
IUVF.L Calmar Ratio Rank: 97
IUVF.L Martin Ratio Rank: 97

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. IUVF.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 Edge MSCI USA Value Factor UCITS (IUVF.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.L	IUVF.L	Difference
Sharpe ratio: Return per unit of total volatility	1.84	3.99	-2.15
Sortino ratio: Return per unit of downside risk	2.55	5.20	-2.66
Omega ratio: Gain probability vs. loss probability	1.33	1.70	-0.36
Calmar ratio: Return relative to maximum drawdown	2.86	8.11	-5.26
Martin ratio: Return relative to average drawdown	10.66	31.72	-21.07

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

The current IUQF.L Sharpe Ratio is 1.84, which is lower than the IUVF.L Sharpe Ratio of 3.99. The chart below compares the historical Sharpe Ratios of IUQF.L and IUVF.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.

Drawdowns

IUQF.L vs. IUVF.L - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum IUVF.L drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for IUQF.L and IUVF.L.

Drawdown Indicators

	IUQF.L	IUVF.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.74%	-31.83%	+6.09%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-8.55%	+1.91%
Max Drawdown (3Y) Largest decline over 3 years	-20.67%	-20.13%	-0.54%
Max Drawdown (5Y) Largest decline over 5 years	-20.67%	-20.13%	-0.54%
Current Drawdown Current decline from peak	-2.11%	-8.44%	+6.33%
Average Drawdown Average peak-to-trough decline	-7.45%	-5.50%	-1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	2.19%	-0.41%

Volatility

IUQF.L vs. IUVF.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 3.26%, while iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a volatility of 7.76%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than IUVF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUQF.L	IUVF.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	7.76%	-4.50%
Volatility (6M) Calculated over the trailing 6-month period	7.34%	15.09%	-7.75%
Volatility (1Y) Calculated over the trailing 1-year period	10.39%	17.43%	-7.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.24%	16.41%	+3.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.58%	18.06%	+10.52%

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

Both IUQF.L and IUVF.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. IUVF.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IUQF.L and IUVF.L in my portfolio?

IUQF.L and IUVF.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUQF.L or IUVF.L?

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

Which ETF is cheaper, IUQF.L or IUVF.L?

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

What is the main difference between IUQF.L and IUVF.L?

IUQF.L is categorized as Large Cap Blend Equities, while IUVF.L is Large Cap Value Equities. IUQF.L tracks Russell 1000 TR USD, while IUVF.L tracks Russell 1000 Value TR USD.