IUSF.L vs. XDEQ.L
Compare and contrast key facts about iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
IUSF.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSF.L is a passively managed fund by iShares that tracks the performance of the Russell Mid Cap TR USD. It was launched on Oct 13, 2016. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both IUSF.L and XDEQ.L 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: IUSF.L or XDEQ.L.
Key characteristics
| IUSF.L | XDEQ.L | |
|---|---|---|
| YTD Return | 5.74% | 11.57% |
| 1Y Return | 22.22% | 27.63% |
| 3Y Return (Ann) | 7.44% | 12.52% |
| 5Y Return (Ann) | 11.09% | 13.61% |
| Sharpe Ratio | 1.65 | 2.45 |
| Daily Std Dev | 13.09% | 11.05% |
| Max Drawdown | -33.67% | -23.79% |
| Current Drawdown | -1.93% | -0.04% |
Correlation
The correlation between IUSF.L and XDEQ.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUSF.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, IUSF.L achieves a 5.74% return, which is significantly lower than XDEQ.L's 11.57% return. 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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IUSF.L vs. XDEQ.L - Expense Ratio Comparison
IUSF.L has a 0.20% expense ratio, which is lower than XDEQ.L's 0.25% expense ratio. Despite the difference, 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
IUSF.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
IUSF.L vs. XDEQ.L - Dividend Comparison
Neither IUSF.L nor XDEQ.L has paid dividends to shareholders.
Drawdowns
IUSF.L vs. XDEQ.L - Drawdown Comparison
The maximum IUSF.L drawdown since its inception was -33.67%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for IUSF.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
IUSF.L vs. XDEQ.L - Volatility Comparison
iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) have volatilities of 4.87% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.