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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.
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Returns By Period
FlexShares Quality Dividend Defensive Index Fund (QDEF) has returned -1.16% so far this year and 16.27% over the past 12 months. Over the last ten years, QDEF has returned 11.40% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
FlexShares Quality Dividend Defensive Index Fund
- 1D
- 2.06%
- 1M
- -4.61%
- YTD
- -1.16%
- 6M
- 0.72%
- 1Y
- 16.27%
- 3Y*
- 16.97%
- 5Y*
- 11.45%
- 10Y*
- 11.40%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 19, 2012, QDEF's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.6%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, QDEF closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.69% | 1.89% | -4.61% | -1.16% | |||||||||
| 2025 | 2.18% | 1.05% | -3.32% | -1.52% | 4.42% | 3.52% | 1.52% | 3.92% | 2.79% | 0.27% | 1.93% | -0.30% | 17.43% |
| 2024 | 1.81% | 3.71% | 3.27% | -4.35% | 4.47% | 2.70% | 3.26% | 3.90% | 2.14% | -1.31% | 4.45% | -4.12% | 21.19% |
| 2023 | 3.62% | -2.89% | 2.64% | 2.09% | -1.70% | 5.96% | 3.42% | -1.22% | -4.83% | -1.44% | 7.05% | 4.30% | 17.48% |
| 2022 | -5.03% | -3.09% | 4.12% | -5.62% | 1.07% | -6.60% | 5.71% | -3.72% | -9.18% | 10.23% | 6.09% | -3.48% | -10.94% |
| 2021 | 0.13% | 0.44% | 6.55% | 2.96% | 1.41% | 1.23% | 2.31% | 2.20% | -5.04% | 5.43% | -0.43% | 6.77% | 26.04% |
Benchmark Metrics
FlexShares Quality Dividend Defensive Index Fund has an annualized alpha of 1.74%, beta of 0.85, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 20, 2012.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.49%) than losses (90.37%) — typical of diversified or defensive assets.
- Alpha
- 1.74%
- Beta
- 0.85
- R²
- 0.89
- Upside Capture
- 92.49%
- Downside Capture
- 90.37%
Expense Ratio
QDEF has an expense ratio of 0.37%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QDEF ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FlexShares Quality Dividend Defensive Index Fund (QDEF) and compare them to a chosen benchmark (S&P 500 Index).
| QDEF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.90 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.39 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.40 | +0.17 |
Martin ratioReturn relative to average drawdown | 7.90 | 6.61 | +1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QDEF risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
FlexShares Quality Dividend Defensive Index Fund provided a 1.75% dividend yield over the last twelve months, with an annual payout of $1.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.40 | $1.41 | $1.30 | $1.31 | $1.25 | $1.09 | $1.20 | $1.52 | $2.81 | $1.19 | $1.12 | $1.04 |
Dividend yield | 1.75% | 1.74% | 1.85% | 2.21% | 2.42% | 1.84% | 2.50% | 3.17% | 7.10% | 2.70% | 2.90% | 3.00% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.20 | $0.20 | |||||||||
| 2025 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.54 | $1.41 |
| 2024 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.45 | $1.30 |
| 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 | $1.31 |
| 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 | $1.25 |
| 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 | $1.09 |
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.
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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 5.04%.
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 |
| -16.89% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -14.43% | Dec 3, 2024 | 86 | Apr 8, 2025 | 45 | Jun 12, 2025 | 131 |
| -12.05% | May 22, 2015 | 167 | Jan 20, 2016 | 49 | Mar 31, 2016 | 216 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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