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UINC.L vs. QDIV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UINC.L vs. QDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust US Equity Income UCITS ETF (UINC.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UINC.L is traded in GBp, while QDIV.L is traded in USD. To make them comparable, the QDIV.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UINC.L achieves a 16.69% return, which is significantly higher than QDIV.L's 13.46% return. Over the past 10 years, UINC.L has underperformed QDIV.L with an annualized return of 9.99%, while QDIV.L has yielded a comparatively higher 10.80% annualized return.


UINC.L

1D
-0.42%
1M
1.33%
6M
13.40%
YTD
16.69%
1Y
22.27%
3Y*
14.34%
5Y*
10.14%
10Y*
9.99%

QDIV.L

1D
0.00%
1M
-1.74%
6M
11.59%
YTD
13.46%
1Y
23.07%
3Y*
16.57%
5Y*
12.25%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UINC.L vs. QDIV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UINC.L
First Trust US Equity Income UCITS ETF
16.69%0.01%8.49%10.78%4.24%34.94%-2.77%12.59%-3.41%5.05%
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
13.46%8.35%17.37%8.59%4.92%22.97%-2.86%16.74%1.87%8.30%

Correlation

The correlation between UINC.L and QDIV.L 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

0.60

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2016

0.71

Over the past year, the correlation between UINC.L and QDIV.L has dropped to 0.42 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

UINC.L vs. QDIV.L — Risk / Return Rank

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

UINC.L
UINC.L Risk / Return Rank: 8181
Overall Rank
UINC.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
UINC.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
UINC.L Omega Ratio Rank: 7171
Omega Ratio Rank
UINC.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
UINC.L Martin Ratio Rank: 8585
Martin Ratio Rank

QDIV.L
QDIV.L Risk / Return Rank: 8383
Overall Rank
QDIV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QDIV.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
QDIV.L Omega Ratio Rank: 8484
Omega Ratio Rank
QDIV.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
QDIV.L Martin Ratio Rank: 8080
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.

UINC.L vs. QDIV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust US Equity Income UCITS ETF (UINC.L) and iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.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.


UINC.LQDIV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

4.79

4.41

+0.38

Martin ratioReturn relative to average drawdown

13.50

14.70

-1.19

UINC.L vs. QDIV.L - Sharpe Ratio Comparison

The current UINC.L Sharpe Ratio is 1.95, which is comparable to the QDIV.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of UINC.L and QDIV.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.


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Drawdowns

UINC.L vs. QDIV.L - Drawdown Comparison

The maximum UINC.L drawdown since its inception was -38.33%, which is greater than QDIV.L's maximum drawdown of -25.30%. Use the drawdown chart below to compare losses from any high point for UINC.L and QDIV.L.


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Drawdown Indicators


UINC.LQDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.33%

-25.30%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.10%

-5.47%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.09%

-19.21%

-3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-19.21%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

-25.30%

-13.03%

Current Drawdown

Current decline from peak

-0.88%

-2.60%

+1.72%

Average Drawdown

Average peak-to-trough decline

-8.26%

-3.65%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.64%

+0.17%

Volatility

UINC.L vs. QDIV.L - Volatility Comparison

First Trust US Equity Income UCITS ETF (UINC.L) has a higher volatility of 3.50% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) at 3.27%. This indicates that UINC.L's price experiences larger fluctuations and is considered to be riskier than QDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UINC.LQDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

3.27%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

9.28%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

11.67%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

14.27%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

15.46%

+4.11%

Dividends

UINC.L vs. QDIV.L - Dividend Comparison

UINC.L's dividend yield for the trailing twelve months is around 2.82%, more than QDIV.L's 1.52% yield.


PositionTTM20252024202320222021202020192018201720162015
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.52%1.67%1.93%2.00%2.27%2.08%2.50%2.36%2.44%2.15%2.32%2.47%
UINC.L
First Trust US Equity Income UCITS ETF
2.82%3.03%2.84%3.20%3.25%2.15%3.40%3.14%3.01%2.49%1.60%0.00%

Frequently Asked Questions


UINC.L and QDIV.L 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.

UINC.L tracks First Trust US Equity Income UCITS ETF, while QDIV.L tracks iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist). They also come from different issuers: First Trust and iShares.

Portfolio Optimizer

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