ZPA5.DE vs. IUQF.L
ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) and IUQF.L (iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)) are both exchange-traded funds - ZPA5.DE is a ESG fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index, while IUQF.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past year, ZPA5.DE returned 18.63% vs 21.78% for IUQF.L. Their correlation of 0.88 suggests significant overlap in exposure. ZPA5.DE charges 0.07%/yr vs 0.20%/yr for IUQF.L.
Performance
ZPA5.DE vs. IUQF.L - Performance Comparison
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Different Trading Currencies
ZPA5.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, ZPA5.DE achieves a 9.01% return, which is significantly lower than IUQF.L's 12.56% return.
ZPA5.DE
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- 9.80%
- YTD
- 9.01%
- 1Y
- 18.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.60%
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%
ZPA5.DE vs. IUQF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 9.01% | 2.76% | 34.10% | 4.52% |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 12.56% | -0.63% | 30.33% | 4.05% |
Correlation
The correlation between ZPA5.DE and IUQF.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.88 |
The correlation between ZPA5.DE and IUQF.L has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
ZPA5.DE vs. IUQF.L — Risk / Return Rank
ZPA5.DE
IUQF.L
ZPA5.DE vs. IUQF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.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.
| ZPA5.DE | IUQF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 3.24 | -2.33 |
| Martin ratioReturn relative to average drawdown | 1.65 | 12.08 | -10.43 |
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Drawdowns
ZPA5.DE vs. IUQF.L - Drawdown Comparison
The maximum ZPA5.DE drawdown since its inception was -23.13%, smaller than the maximum IUQF.L drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for ZPA5.DE and IUQF.L.
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Drawdown Indicators
| ZPA5.DE | IUQF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.13% | -33.17% | +10.04% |
Max Drawdown (1Y)Largest decline over 1 year | -20.40% | -6.69% | -13.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.10% | — |
Current DrawdownCurrent decline from peak | -5.73% | -1.18% | -4.55% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -8.43% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.31% | 1.80% | +9.51% |
Volatility
ZPA5.DE vs. IUQF.L - Volatility Comparison
Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) have volatilities of 3.08% and 3.20%, 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.
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Volatility by Period
| ZPA5.DE | IUQF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.20% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 7.18% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.44% | 10.73% | +13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 20.79% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 29.20% | -9.49% |
ZPA5.DE vs. IUQF.L - Expense Ratio Comparison
ZPA5.DE has a 0.07% 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
ZPA5.DE vs. IUQF.L - Dividend Comparison
Neither ZPA5.DE nor IUQF.L has paid dividends to shareholders.
Frequently Asked Questions
ZPA5.DE and IUQF.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUQF.L.
ZPA5.DE is categorized as ESG, while IUQF.L is Large Cap Blend Equities. ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index, while IUQF.L tracks Russell 1000 TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for ZPA5.DE and 0.20% for IUQF.L.
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