FlexShares Quality Dividend Defensive Index Fund (QDEF)
QDEF is a passive ETF by Northern Trust tracking the investment results of the Northern Trust Quality Dividend Defensive Index. QDEF launched on Dec 14, 2012 and has a 0.37% expense ratio.
ETF Info
| ISIN | US33939L8458 |
|---|---|
| CUSIP | 33939L845 |
| Issuer | Northern Trust |
| Inception Date | Dec 14, 2012 |
| Region | North America (U.S.) |
| Category | All Cap Equities, Dividend |
| Index Tracked | Northern Trust Quality Dividend Defensive Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The FlexShares Quality Dividend Defensive Index Fund has a high expense ratio of 0.37%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FlexShares Quality Dividend Defensive Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
FlexShares Quality Dividend Defensive Index Fund had a return of 3.50% year-to-date (YTD) and 15.99% in the last 12 months. Over the past 10 years, FlexShares Quality Dividend Defensive Index Fund had an annualized return of 9.75%, while the S&P 500 had an annualized return of 10.43%, indicating that FlexShares Quality Dividend Defensive Index Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.50% | 5.29% |
| 1 month | -2.67% | -2.47% |
| 6 months | 12.33% | 16.40% |
| 1 year | 15.99% | 20.88% |
| 5 years (annualized) | 8.84% | 11.60% |
| 10 years (annualized) | 9.75% | 10.43% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.81% | 3.71% | 3.27% | |||||||||
| 2023 | -4.83% | -1.44% | 7.05% | 4.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
FlexShares Quality Dividend Defensive Index Fund(QDEF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for FlexShares Quality Dividend Defensive Index Fund (QDEF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
FlexShares Quality Dividend Defensive Index Fund granted a 2.13% dividend yield in the last twelve months. The annual payout for that period amounted to $1.30 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.30 | $1.31 | $1.25 | $1.09 | $1.20 | $1.52 | $2.81 | $1.19 | $1.12 | $1.04 | $0.90 | $0.68 |
Dividend yield | 2.13% | 2.21% | 2.42% | 1.84% | 2.50% | 3.17% | 7.10% | 2.70% | 2.90% | 3.00% | 2.52% | 2.12% |
Monthly Dividends
The table displays the monthly dividend distributions for FlexShares Quality Dividend Defensive Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.18 | |||||||||
| 2023 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.46 |
| 2022 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.36 |
| 2020 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.35 |
| 2019 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.72 |
| 2018 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $1.99 |
| 2017 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.42 |
| 2016 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.37 |
| 2015 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.33 |
| 2014 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.33 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the FlexShares Quality Dividend Defensive 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 Quality Dividend Defensive Index Fund was 35.74%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current FlexShares Quality Dividend Defensive Index Fund drawdown is 5.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.74% | Feb 13, 2020 | 27 | Mar 23, 2020 | 188 | Dec 17, 2020 | 215 |
| -21.37% | Dec 30, 2021 | 190 | Sep 30, 2022 | 199 | Jul 19, 2023 | 389 |
| -16.88% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -12.05% | May 22, 2015 | 167 | Jan 20, 2016 | 49 | Mar 31, 2016 | 216 |
| -9.87% | Jan 29, 2018 | 9 | Feb 8, 2018 | 122 | Aug 3, 2018 | 131 |
Volatility
Volatility Chart
The current FlexShares Quality Dividend Defensive Index Fund volatility is 3.16%, 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.