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FlexShares International Quality Dividend Dynamic Index Fund (IQDY) Sharpe Ratio: 2.15

ETF · Currency in USD · Last updated Jun 25, 2026

IQDY is a passive ETF by Northern Trust tracking the investment results of the Northern Trust International Quality Dividend Dynamic Index. IQDY launched on Apr 12, 2013 and has a 0.47% expense ratio.

IQDY's Sharpe Ratio of 2.15 indicates that for each unit of volatility, it generates 2.15 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IQDY Sharpe Ratio Rank

IQDY Sharpe Ratio Rank: 76.276
Above Average

IQDY ranks above 76.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

IQDY Sharpe Ratio Market Positioning

The chart shows IQDY's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 6.91+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares FlexShares International Quality Dividend Dynamic Index Fund's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities, Dividend category across multiple time periods, showing how IQDY's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.28
INCEFranklin Income Equity Focus ETF2.75
KEMXKraneShares MSCI Emerging Markets ex China Index ETF2.67
PATNPacer Nasdaq International Patent Leaders ETF2.62
VIDIVident International Equity Fund2.52
DEWWisdomTree Global High Dividend Fund2.52
GMOIGMO International Value ETF2.50
JIVEJpmorgan International Value ETF2.50
DBAWXtrackers MSCI All World ex US Hedged Equity ETF2.45
ALTYGlobal X Alternative Income ETF2.44
IQDYFlexShares International Quality Dividend Dynamic Index Fund2.15

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IQDY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IQDY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does IQDY fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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