IUQF.L vs. JQUA
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and JPMorgan U.S. Quality Factor ETF (JQUA).
IUQF.L and JQUA 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. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. Both IUQF.L and JQUA 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 JQUA.
Key characteristics
| IUQF.L | JQUA | |
|---|---|---|
| YTD Return | 16.46% | 16.79% |
| 1Y Return | 22.24% | 24.66% |
| 3Y Return (Ann) | 11.59% | 10.97% |
| 5Y Return (Ann) | 13.70% | 15.17% |
| Sharpe Ratio | 1.91 | 2.15 |
| Daily Std Dev | 12.24% | 11.91% |
| Max Drawdown | -25.74% | -32.92% |
| Current Drawdown | -1.61% | -0.36% |
Correlation
The correlation between IUQF.L and JQUA is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUQF.L vs. JQUA - Performance Comparison
The year-to-date returns for both investments are quite close, with IUQF.L having a 16.46% return and JQUA slightly higher at 16.79%. 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. JQUA - Expense Ratio Comparison
IUQF.L has a 0.20% expense ratio, which is higher than JQUA'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%.
Risk-Adjusted Performance
IUQF.L vs. JQUA - 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 JPMorgan U.S. Quality Factor ETF (JQUA). 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. JQUA - Dividend Comparison
IUQF.L has not paid dividends to shareholders, while JQUA's dividend yield for the trailing twelve months is around 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.15% | 1.22% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% |
Drawdowns
IUQF.L vs. JQUA - Drawdown Comparison
The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for IUQF.L and JQUA. For additional features, visit the drawdowns tool.
Volatility
IUQF.L vs. JQUA - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) has a higher volatility of 4.29% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 3.47%. This indicates that IUQF.L's price experiences larger fluctuations and is considered to be riskier than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.