PortfoliosLab logoPortfoliosLab logo
ISIN
US33939L8292
CUSIP
33939L829
Inception Date
Apr 12, 2013
Region
Broad Asia (Broad)
Leveraged
1x (No leverage)
Index Tracked
Northern Trust International Quality Dividend Dynamic Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$108M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

IQDY Performance Chart

FlexShares International Quality Dividend Dynamic Index Fund (IQDY) is up 21.5% since the beginning of the year. IQDY is currently trading at $44 per share. Investors who bought $1,000 worth of IQDY shares 5 years ago would now be looking at an investment worth $1,821.


Loading charts...

S&P 500 Index

Returns By Period

FlexShares International Quality Dividend Dynamic Index Fund (IQDY) has returned 21.47% so far this year and 45.79% over the past 12 months. Over the last ten years, IQDY has returned 12.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


FlexShares International Quality Dividend Dynamic Index Fund

1D
0.69%
1M
5.64%
YTD
21.47%
6M
22.60%
1Y
45.79%
3Y*
25.94%
5Y*
12.74%
10Y*
12.55%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDY Monthly Returns History

Based on dividend-adjusted daily data since Apr 16, 2013, IQDY's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +18.2%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IQDY closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.69%3.73%-6.22%7.90%4.76%3.52%21.47%
20253.52%0.56%1.41%2.86%5.34%4.35%-0.21%3.14%2.96%3.87%0.83%3.74%37.44%
2024-1.43%2.83%1.81%-1.65%6.08%-1.04%0.96%2.84%3.47%-5.52%-0.92%-1.11%5.97%
202310.89%-4.07%2.49%1.99%-3.95%4.77%4.29%-5.06%-2.62%-2.55%9.45%7.29%23.45%
2022-0.95%-3.62%-0.57%-7.39%3.34%-11.74%5.33%-6.86%-11.17%5.22%18.21%-3.08%-15.78%
20210.69%3.77%3.55%2.01%3.80%-2.10%-1.00%1.20%-3.13%2.55%-4.35%4.89%12.00%

Benchmark Metrics

FlexShares International Quality Dividend Dynamic Index Fund has an annualized alpha of -0.43%, beta of 0.81, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since April 16, 2013.

  • This ETF participated in 99.60% of S&P 500 Index downside but only 85.57% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.43%
Beta
0.81
0.59
Upside Capture
85.57%
Downside Capture
99.60%

Expense Ratio

IQDY has an expense ratio of 0.47%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IQDY ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IQDY Risk / Return Rank: 8585
Overall Rank
IQDY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IQDY Sortino Ratio Rank: 8484
Sortino Ratio Rank
IQDY Omega Ratio Rank: 8585
Omega Ratio Rank
IQDY Calmar Ratio Rank: 8484
Calmar Ratio Rank
IQDY Martin Ratio Rank: 8585
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and compare them to S&P 500 Index.

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.


IQDYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

4.42

2.78

+1.63

Martin ratioReturn relative to average drawdown

17.10

12.44

+4.66

Dividends

Dividend History

FlexShares International Quality Dividend Dynamic Index Fund provided a 2.89% dividend yield over the last twelve months, with an annual payout of $1.26 per share.


3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.26$1.19$1.92$1.80$1.33$1.18$0.74$1.02$1.30$1.02$0.90$0.92

Dividend yield

2.89%3.26%6.95%6.45%5.52%3.89%2.62%3.85%5.97%3.57%3.77%4.08%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.12$0.00$0.00$0.59$0.71
2025$0.00$0.00$0.12$0.00$0.00$0.52$0.00$0.00$0.33$0.00$0.00$0.23$1.19
2024$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.27$0.00$0.00$1.21$1.92
2023$0.00$0.00$0.05$0.00$0.00$0.52$0.00$0.00$0.42$0.00$0.00$0.81$1.80
2022$0.00$0.00$0.14$0.00$0.00$0.66$0.00$0.00$0.36$0.00$0.00$0.18$1.33
2021$0.00$0.00$0.12$0.00$0.00$0.32$0.00$0.00$0.37$0.00$0.00$0.36$1.18

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares International Quality Dividend Dynamic Index Fund. 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 Dynamic Index Fund was 39.60%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.60%Mar 2020
2y 1mo8mo 16d
2y 10moJan 2018 - Dec 2020
Bear market2022
-33.03%Sep 2022
1y 3mo1y 4mo
2y 8moJun 2021 - Feb 2024
2016 bear market2016
-30.88%Feb 2016
1y 7mo1y 3mo
2y 10moJul 2014 - May 2017
2025 selloff2025
-14.76%Apr 2025
6mo 13d24d
7mo 7dSep 2024 - May 2025
2013 correction2013
-11.26%Jun 2013
1mo 4d2mo 18d
3mo 22dMay 2013 - Sep 2013

Drawdown Indicators


IQDYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.60%

-56.78%

+17.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-9.10%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

-18.90%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-32.30%

-25.43%

-6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.60%

-33.92%

-5.68%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-9.07%

-10.71%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.03%

+0.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with IQDY

Add FlexShares International Quality Dividend Dynamic Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with IQDY