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

Performance

IUQF.L vs. NENTY - 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 Nordic Entertainment Group AB (publ) (NENTY). 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 NENTY is traded in USD. To make them comparable, the NENTY values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IUQF.L having a 9.14% return and NENTY slightly higher at 9.45%.


IUQF.L

1D
0.80%
1M
5.91%
YTD
9.14%
6M
9.03%
1Y
23.17%
3Y*
16.68%
5Y*
13.13%
10Y*

NENTY

1D
0.00%
1M
0.92%
YTD
9.45%
6M
8.25%
1Y
-28.25%
3Y*
-87.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQF.L vs. NENTY - Yearly Performance Comparison


2026 (YTD)2025202420232022
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)
9.14%4.83%24.33%23.81%-3.98%
NENTY
Nordic Entertainment Group AB (publ)
9.45%-87.11%-37.39%-97.55%-43.60%

Correlation

The correlation between IUQF.L and NENTY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2022

0.13

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Return for Risk

IUQF.L vs. NENTY — 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

NENTY
NENTY Risk / Return Rank: 5252
Overall Rank
NENTY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NENTY Sortino Ratio Rank: 7373
Sortino Ratio Rank
NENTY Omega Ratio Rank: 9999
Omega Ratio Rank
NENTY Calmar Ratio Rank: 2727
Calmar Ratio Rank
NENTY Martin Ratio Rank: 2727
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. NENTY - 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 Nordic Entertainment Group AB (publ) (NENTY). 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.LNENTYDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.42

2.01

-0.59

Calmar ratioReturn relative to maximum drawdown

3.47

-0.41

+3.88

Martin ratioReturn relative to average drawdown

13.01

-0.74

+13.75

IUQF.L vs. NENTY - Sharpe Ratio Comparison

The current IUQF.L Sharpe Ratio is 2.27, which is higher than the NENTY Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IUQF.L and NENTY, 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.LNENTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

-0.11

+2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

-0.53

+1.37

Drawdowns

IUQF.L vs. NENTY - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum NENTY drawdown of -99.90%. Use the drawdown chart below to compare losses from any high point for IUQF.L and NENTY.


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Drawdown Indicators


IUQF.LNENTYDifference

Max Drawdown

Largest peak-to-trough decline

-25.74%

-99.90%

+74.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-69.82%

+63.18%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-99.84%

+79.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

Current Drawdown

Current decline from peak

0.00%

-99.89%

+99.89%

Average Drawdown

Average peak-to-trough decline

-3.97%

-78.16%

+74.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

38.24%

-36.46%

Volatility

IUQF.L vs. NENTY - Volatility Comparison

iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) has a higher volatility of 2.63% compared to Nordic Entertainment Group AB (publ) (NENTY) at 1.76%. This indicates that IUQF.L's price experiences larger fluctuations and is considered to be riskier than NENTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUQF.LNENTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

1.76%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

170.49%

-163.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.17%

257.71%

-247.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

152.97%

-138.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

152.97%

-137.17%

Dividends

IUQF.L vs. NENTY - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUQF.L and NENTY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IUQF.L and NENTY

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