PortfoliosLab logoPortfoliosLab logo
SGOV vs. IUQA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. IUQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SGOV achieves a 1.69% return, which is significantly lower than IUQA.L's 8.28% return.


SGOV

1D
0.04%
1M
0.26%
YTD
1.69%
6M
1.79%
1Y
3.92%
3Y*
4.71%
5Y*
3.57%
10Y*

IUQA.L

1D
-0.05%
1M
2.13%
YTD
8.28%
6M
8.86%
1Y
23.59%
3Y*
18.66%
5Y*
12.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. IUQA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
1.69%4.24%5.27%5.12%1.58%0.04%0.04%
IUQA.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating
8.28%12.46%22.48%30.95%-20.74%27.56%22.99%

Correlation

The correlation between SGOV and IUQA.L is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.04

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

-0.04

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

-0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SGOV vs. IUQA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank

IUQA.L
IUQA.L Risk / Return Rank: 6969
Overall Rank
IUQA.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IUQA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IUQA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IUQA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IUQA.L Martin Ratio Rank: 7373
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.

SGOV vs. IUQA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.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.

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.


SGOVIUQA.LDifference
Sharpe ratioReturn per unit of total volatility

+18.28

Sortino ratioReturn per unit of downside risk

+273.15

Omega ratioGain probability vs. loss probability

196.05

1.38

+194.67

Calmar ratioReturn relative to maximum drawdown

399.24

3.02

+396.21

Martin ratioReturn relative to average drawdown

4,473.64

13.05

+4,460.59

SGOV vs. IUQA.L - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.39, which is higher than the IUQA.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SGOV and IUQA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SGOV vs. IUQA.L - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum IUQA.L drawdown of -33.96%. Use the drawdown chart below to compare losses from any high point for SGOV and IUQA.L.


Loading charts...

Drawdown Indicators


SGOVIUQA.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-33.96%

+33.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-7.96%

+7.95%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-18.03%

+18.02%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-27.77%

+27.74%

Current Drawdown

Current decline from peak

0.00%

-1.57%

+1.57%

Average Drawdown

Average peak-to-trough decline

-0.00%

-5.52%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.85%

-1.85%

Volatility

SGOV vs. IUQA.L - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating (IUQA.L) has a volatility of 3.47%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than IUQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SGOVIUQA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

3.47%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

8.70%

-8.57%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

11.55%

-11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

16.33%

-16.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

30.85%

-30.61%

SGOV vs. IUQA.L - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is lower than IUQA.L's 0.20% 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%.


Dividends

SGOV vs. IUQA.L - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, while IUQA.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IUQA.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%

Frequently Asked Questions


SGOV and IUQA.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.20% for IUQA.L.

SGOV is categorized as Ultrashort Bond, while IUQA.L is Large Cap Blend Equities. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while IUQA.L tracks MSCI USA Sector Neutral Quality Index. Their fees differ too: 0.09% for SGOV and 0.20% for IUQA.L.

Portfolio Optimizer

Find the right allocation for SGOV and IUQA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer