UET5.DE vs. IUQF.L
UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) and IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) are both exchange-traded funds - UET5.DE is a Europe Equities fund tracking the EURO STOXX® 50 ESG, while IUQF.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, UET5.DE returned 14.43%/yr vs 11.82%/yr for IUQF.L. A 0.60 correlation means they provide meaningful diversification when combined. UET5.DE charges 0.10%/yr vs 0.20%/yr for IUQF.L.
Performance
UET5.DE vs. IUQF.L - Performance Comparison
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Different Trading Currencies
UET5.DE is traded in EUR, while IUQF.L is traded in GBp. To make them comparable, the IUQF.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UET5.DE achieves a 10.71% return, which is significantly lower than IUQF.L's 12.56% return.
UET5.DE
- 1D
- 0.13%
- 1M
- -1.28%
- 6M
- 8.70%
- YTD
- 10.71%
- 1Y
- 22.64%
- 3Y*
- 18.95%
- 5Y*
- 14.43%
- 10Y*
- —
- ALL TIME*
- 13.76%
IUQF.L
- 1D
- 0.12%
- 1M
- 1.44%
- 6M
- 10.88%
- YTD
- 12.56%
- 1Y
- 21.78%
- 3Y*
- 16.37%
- 5Y*
- 11.82%
- 10Y*
- —
- ALL TIME*
- 11.55%
UET5.DE vs. IUQF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 10.71% | 25.93% | 12.78% | 25.33% | -9.34% | 26.97% | 0.18% | 8.33% |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 12.56% | -0.63% | 30.33% | 26.43% | -15.90% | 37.66% | 6.07% | 8.63% |
Correlation
The correlation between UET5.DE and IUQF.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.60 |
The correlation between UET5.DE and IUQF.L shifts across timeframes, from 0.49 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UET5.DE vs. IUQF.L — Risk / Return Rank
UET5.DE
IUQF.L
UET5.DE vs. IUQF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.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.
| UET5.DE | IUQF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 3.24 | -1.33 |
| Martin ratioReturn relative to average drawdown | 6.81 | 12.08 | -5.27 |
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Drawdowns
UET5.DE vs. IUQF.L - Drawdown Comparison
The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than IUQF.L's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for UET5.DE and IUQF.L.
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Drawdown Indicators
| UET5.DE | IUQF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -33.17% | -3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -6.69% | -5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -15.59% | -22.10% | +6.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -22.10% | -0.99% |
Current DrawdownCurrent decline from peak | -2.81% | -1.18% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -8.43% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.80% | +1.52% |
Volatility
UET5.DE vs. IUQF.L - Volatility Comparison
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a higher volatility of 4.15% compared to iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) at 3.20%. This indicates that UET5.DE's price experiences larger fluctuations and is considered to be riskier than IUQF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UET5.DE | IUQF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.20% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 7.18% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 10.73% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 20.79% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 29.20% | -9.58% |
UET5.DE vs. IUQF.L - Expense Ratio Comparison
UET5.DE has a 0.10% expense ratio, which is lower than IUQF.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
UET5.DE vs. IUQF.L - Dividend Comparison
UET5.DE's dividend yield for the trailing twelve months is around 2.87%, while IUQF.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 2.87% | 2.15% | 3.28% | 2.96% | 3.06% | 1.90% | 1.93% |
Frequently Asked Questions
UET5.DE and IUQF.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUQF.L.
UET5.DE is categorized as Europe Equities, while IUQF.L is Large Cap Blend Equities. UET5.DE tracks EURO STOXX® 50 ESG, while IUQF.L tracks Russell 1000 TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for UET5.DE and 0.20% for IUQF.L.
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