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

IUQF.L vs. VXUS

Last updated Jun 5, 2026

IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - IUQF.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 5 years, IUQF.L returned 13.13%/yr vs 9.62%/yr for VXUS. At a 0.50 correlation, their price movements are largely independent. IUQF.L charges 0.20%/yr vs 0.05%/yr for VXUS.

Performance

IUQF.L vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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 VXUS is traded in USD. To make them comparable, the VXUS 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 VXUS's 14.67% 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*
—

VXUS

1D
0.00%
1M
4.14%
YTD
14.67%
6M
15.82%
1Y
32.37%
3Y*
16.47%
5Y*
9.62%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUQF.L vs. VXUS - 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%
VXUS
Vanguard Total International Stock ETF		14.91%22.92%6.91%10.07%-6.10%10.02%7.41%17.11%-9.35%16.43%

Correlation

The correlation between IUQF.L and VXUS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.38

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

0.43

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

0.50

The correlation between IUQF.L and VXUS shifts across timeframes, from 0.38 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

IUQF.L vs. VXUS - Sectors Allocation Comparison

Sectors
IUQF.L
VXUS

Technology

38.7%
18.1%

Financial Services

11.2%
22.3%

Communication Services

10.6%
4.4%

Healthcare

9.3%
7.1%

Consumer Cyclical

9.0%
8.4%

Industrials

7.8%
16.1%

Consumer Defensive

4.7%
5.0%

Energy

3.8%
5.2%

Real Estate

1.8%
2.6%

Utilities

1.7%
3.2%

Basic Materials

1.6%
7.6%

Technology

IUQF.L
38.7%
VXUS
18.1%

Financial Services

IUQF.L
11.2%
VXUS
22.3%

Communication Services

IUQF.L
10.6%
VXUS
4.4%

Healthcare

IUQF.L
9.3%
VXUS
7.1%

Consumer Cyclical

IUQF.L
9.0%
VXUS
8.4%

Industrials

IUQF.L
7.8%
VXUS
16.1%

Consumer Defensive

IUQF.L
4.7%
VXUS
5.0%

Energy

IUQF.L
3.8%
VXUS
5.2%

Real Estate

IUQF.L
1.8%
VXUS
2.6%

Utilities

IUQF.L
1.7%
VXUS
3.2%

Basic Materials

IUQF.L
1.6%
VXUS
7.6%

Compare stocks, funds, or ETFs

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

Vanguard Total International Stock ETF

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 VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

IUQF.L vs. VXUS — 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
VXUS
VXUS Risk / Return Rank: 6262
Overall Rank
VXUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6262
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6464
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
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. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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.LVXUSDifference
Sharpe ratioReturn per unit of total volatility
2.27
2.56

-0.29

Sortino ratioReturn per unit of downside risk
3.11
3.40

-0.28

Omega ratioGain probability vs. loss probability

1.42

1.50

-0.08

Calmar ratioReturn relative to maximum drawdown

3.47

3.25

+0.22

Martin ratioReturn relative to average drawdown

13.01

13.25

-0.24

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. VXUS - Sharpe Ratio Comparison

The current IUQF.L Sharpe Ratio is 2.27, which is comparable to the VXUS Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of IUQF.L and VXUS, 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.LVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.56

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.75

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.68

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.50

+0.34

Drawdowns

IUQF.L vs. VXUS - Drawdown Comparison

The maximum IUQF.L drawdown since its inception was -25.74%, smaller than the maximum VXUS drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for IUQF.L and VXUS.

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Drawdown Indicators

IUQF.LVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-25.74%

-28.73%

+2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-9.99%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-13.06%

-7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

-14.57%

-5.61%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.73%

—

Current Drawdown

Current decline from peak

0.00%

-0.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

-3.97%

-5.12%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.45%

-0.67%

Volatility

IUQF.L vs. VXUS - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 2.63%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.53%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUQF.LVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

4.53%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

10.87%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.17%

12.70%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

12.93%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

15.45%

+0.35%

IUQF.L vs. VXUS - Expense Ratio Comparison

IUQF.L has a 0.20% expense ratio, which is higher than VXUS's 0.05% 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%.

Dividends

IUQF.L vs. VXUS - Dividend Comparison

IUQF.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.65%.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF		2.65%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

IUQF.L and VXUS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.20% for IUQF.L.

IUQF.L is categorized as Large Cap Blend Equities, while VXUS is Global Equities. IUQF.L tracks Russell 1000 TR USD, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IUQF.L and 0.05% for VXUS.

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