IUQF.L vs. NENTY
IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while NENTY (Nordic Entertainment Group AB (publ)) is a stock. Over the past 3 years, IUQF.L returned 17.07%/yr vs -87.69%/yr for NENTY. At a 0.13 correlation, their price movements are largely independent.
Performance
IUQF.L vs. NENTY - Performance Comparison
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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
In the year-to-date period, IUQF.L achieves a 9.22% return, which is significantly lower than NENTY's 11.29% return.
IUQF.L
- 1D
- -0.80%
- 1M
- 0.89%
- YTD
- 9.22%
- 6M
- 9.49%
- 1Y
- 23.62%
- 3Y*
- 17.07%
- 5Y*
- 12.33%
- 10Y*
- —
NENTY
- 1D
- -0.22%
- 1M
- 1.89%
- YTD
- 11.29%
- 6M
- 11.56%
- 1Y
- -26.44%
- 3Y*
- -87.69%
- 5Y*
- —
- 10Y*
- —
IUQF.L vs. NENTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 9.22% | 4.83% | 24.33% | 23.81% | -2.88% |
NENTY Nordic Entertainment Group AB (publ) | 11.29% | -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 18, 2022 | 0.13 |
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Return for Risk
IUQF.L vs. NENTY — Risk / Return Rank
IUQF.L
NENTY
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.
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 | NENTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 2.04 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | -0.38 | +3.93 |
| Martin ratioReturn relative to average drawdown | 13.46 | -0.64 | +14.10 |
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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.L | NENTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -20.67% | -99.84% | +79.17% |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -99.89% | +98.98% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -78.38% | +70.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 41.56% | -39.81% |
Volatility
IUQF.L vs. NENTY - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) has a higher volatility of 2.76% compared to Nordic Entertainment Group AB (publ) (NENTY) at 1.60%. 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.L | NENTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 1.60% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 170.49% | -163.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.28% | 257.71% | -247.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 151.84% | -131.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.66% | 151.84% | -123.18% |
Dividends
IUQF.L vs. NENTY - Dividend Comparison
Neither IUQF.L nor NENTY has paid dividends to shareholders.
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.
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