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FlexShares International Quality Dividend Defensiv...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33939L8110

CUSIP

33939L811

Issuer

Northern Trust

Inception Date

Apr 12, 2013

Region

Broad Asia (Broad)

Leveraged

1x

Index Tracked

Northern Trust International Quality Dividend Defensive Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IQDE features an expense ratio of 0.47%, falling within the medium range.


Expense ratio chart for IQDE: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
IQDE vs. IQDY IQDE vs. SPY IQDE vs. NOBL IQDE vs. BOND IQDE vs. DSTL
Popular comparisons:
IQDE vs. IQDY IQDE vs. SPY IQDE vs. NOBL IQDE vs. BOND IQDE vs. DSTL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FlexShares International Quality Dividend Defensive Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
40.20%
275.66%
IQDE (FlexShares International Quality Dividend Defensive Index ETF)
Benchmark (^GSPC)

Returns By Period

FlexShares International Quality Dividend Defensive Index ETF had a return of 4.03% year-to-date (YTD) and 5.17% in the last 12 months. Over the past 10 years, FlexShares International Quality Dividend Defensive Index ETF had an annualized return of 2.95%, while the S&P 500 had an annualized return of 11.06%, indicating that FlexShares International Quality Dividend Defensive Index ETF did not perform as well as the benchmark.


IQDE

YTD

4.03%

1M

-1.35%

6M

-1.07%

1Y

5.17%

5Y*

3.00%

10Y*

2.95%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of IQDE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.49%2.32%1.70%-0.76%5.10%-1.46%2.09%3.88%1.62%-4.90%-1.31%4.03%
20236.07%-3.97%1.84%2.29%-4.37%4.68%3.75%-3.88%-1.45%-2.67%7.07%5.14%14.38%
2022-0.53%-3.82%0.39%-5.55%1.89%-9.41%2.76%-4.55%-8.96%3.80%12.48%-1.04%-13.61%
20210.33%2.12%3.02%1.86%3.28%-0.44%-1.04%1.38%-3.84%1.68%-3.90%4.13%8.52%
2020-2.61%-7.77%-16.80%7.31%3.06%2.92%2.14%3.93%-2.08%-2.33%12.94%5.48%2.88%
20197.89%0.52%0.24%0.88%-4.06%4.61%-2.40%-1.82%2.39%2.94%0.67%4.81%17.30%
20183.88%-3.06%-1.49%-1.11%-3.57%-2.23%3.39%-3.49%0.79%-6.95%1.31%-4.22%-16.00%
20173.53%0.80%3.67%1.51%3.13%-0.10%2.86%1.60%0.51%0.18%0.05%2.92%22.59%
2016-2.34%-0.59%8.72%1.26%-1.71%1.17%4.71%-1.67%1.23%-2.11%-3.78%2.77%7.23%
2015-0.78%4.05%-2.58%4.70%-1.91%-2.94%0.29%-7.21%-4.64%6.96%-2.36%-2.74%-9.64%
2014-5.45%6.08%0.50%3.53%0.83%2.17%-1.22%0.58%-5.67%-0.85%-0.02%-4.83%-4.93%
20134.07%-2.88%-3.71%4.37%-2.17%8.39%2.10%-0.45%0.29%9.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IQDE is 30, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IQDE is 3030
Overall Rank
The Sharpe Ratio Rank of IQDE is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDE is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IQDE is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IQDE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of IQDE is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FlexShares International Quality Dividend Defensive Index ETF (IQDE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IQDE, currently valued at 0.48, compared to the broader market0.002.004.000.482.10
The chart of Sortino ratio for IQDE, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.732.80
The chart of Omega ratio for IQDE, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.39
The chart of Calmar ratio for IQDE, currently valued at 0.62, compared to the broader market0.005.0010.0015.000.623.09
The chart of Martin ratio for IQDE, currently valued at 1.81, compared to the broader market0.0020.0040.0060.0080.00100.001.8113.49
IQDE
^GSPC

The current FlexShares International Quality Dividend Defensive Index ETF Sharpe ratio is 0.48. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FlexShares International Quality Dividend Defensive Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.48
2.10
IQDE (FlexShares International Quality Dividend Defensive Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

FlexShares International Quality Dividend Defensive Index ETF provided a 7.55% dividend yield over the last twelve months, with an annual payout of $1.53 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.53$1.15$1.02$0.94$0.70$1.11$1.06$1.15$0.80$1.04$0.98$0.48

Dividend yield

7.55%5.51%5.28%3.98%3.10%4.84%5.15%4.51%3.67%4.95%4.02%1.82%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares International Quality Dividend Defensive Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.12$0.00$0.00$1.06$1.53
2023$0.00$0.00$0.05$0.00$0.00$0.46$0.00$0.00$0.28$0.00$0.00$0.37$1.15
2022$0.00$0.00$0.14$0.00$0.00$0.39$0.00$0.00$0.33$0.00$0.00$0.17$1.02
2021$0.00$0.00$0.14$0.00$0.00$0.28$0.00$0.00$0.34$0.00$0.00$0.18$0.94
2020$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.24$0.00$0.00$0.14$0.70
2019$0.00$0.00$0.14$0.00$0.00$0.47$0.00$0.00$0.31$0.00$0.00$0.19$1.11
2018$0.00$0.00$0.10$0.00$0.00$0.46$0.00$0.00$0.29$0.00$0.00$0.20$1.06
2017$0.00$0.00$0.09$0.00$0.00$0.42$0.00$0.00$0.23$0.00$0.00$0.42$1.15
2016$0.00$0.00$0.09$0.00$0.00$0.36$0.00$0.00$0.18$0.00$0.00$0.17$0.80
2015$0.00$0.00$0.10$0.00$0.00$0.46$0.00$0.00$0.25$0.00$0.00$0.23$1.04
2014$0.00$0.00$0.19$0.00$0.00$0.48$0.00$0.00$0.21$0.00$0.00$0.09$0.98
2013$0.26$0.00$0.00$0.09$0.00$0.00$0.13$0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.05%
-2.62%
IQDE (FlexShares International Quality Dividend Defensive Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares International Quality Dividend Defensive Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FlexShares International Quality Dividend Defensive Index ETF was 38.85%, occurring on Mar 23, 2020. Recovery took 205 trading sessions.

The current FlexShares International Quality Dividend Defensive Index ETF drawdown is 9.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.85%Jan 25, 2018537Mar 23, 2020205Jan 14, 2021742
-28.31%Jul 25, 2014365Jan 20, 2016398Aug 31, 2017763
-28.04%Jun 16, 2021326Sep 30, 2022402May 10, 2024728
-11.61%May 22, 201312Jun 24, 201346Sep 19, 201358
-9.22%Sep 27, 202458Dec 18, 2024

Volatility

Volatility Chart

The current FlexShares International Quality Dividend Defensive Index ETF volatility is 3.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
3.79%
IQDE (FlexShares International Quality Dividend Defensive Index ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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