AQLT vs. FIXT
AQLT (iShares MSCI Global Quality Factor ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds - AQLT tracks the MSCI ACWI Quality Index (Net) while FIXT tracks the VettaFi Natural Disaster Response and Mitigation Index. Both are passively managed. At a 0.35 correlation, their price movements are largely independent. AQLT charges 0.20%/yr vs 0.75%/yr for FIXT.
Performance
AQLT vs. FIXT - Performance Comparison
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Returns By Period
In the year-to-date period, AQLT achieves a 12.40% return, which is significantly higher than FIXT's 0.23% return.
AQLT
- 1D
- -0.37%
- 1M
- 4.34%
- YTD
- 12.40%
- 6M
- 12.67%
- 1Y
- 29.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIXT
- 1D
- -0.24%
- 1M
- 0.27%
- YTD
- 0.23%
- 6M
- 0.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AQLT vs. FIXT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 12.40% | 13.17% |
FIXT Procure Disaster Recovery Strategy ETF | 0.23% | 4.58% |
Correlation
The correlation between AQLT and FIXT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 17, 2025 | 0.35 |
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Return for Risk
AQLT vs. FIXT — Risk / Return Rank
AQLT
FIXT
AQLT vs. FIXT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) and Procure Disaster Recovery Strategy ETF (FIXT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AQLT | FIXT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | — | — |
| Martin ratioReturn relative to average drawdown | 12.25 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AQLT | FIXT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 1.34 | -0.24 |
Drawdowns
AQLT vs. FIXT - Drawdown Comparison
The maximum AQLT drawdown since its inception was -16.84%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for AQLT and FIXT.
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Drawdown Indicators
| AQLT | FIXT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.84% | -3.02% | -13.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -1.88% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -0.71% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | — | — |
Volatility
AQLT vs. FIXT - Volatility Comparison
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Volatility by Period
| AQLT | FIXT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 3.77% | +9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 3.77% | +13.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 3.77% | +13.22% |
AQLT vs. FIXT - Expense Ratio Comparison
AQLT has a 0.20% expense ratio, which is lower than FIXT's 0.75% expense ratio.
Dividends
AQLT vs. FIXT - Dividend Comparison
AQLT's dividend yield for the trailing twelve months is around 0.93%, less than FIXT's 5.55% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 0.93% | 1.05% | 0.02% |
FIXT Procure Disaster Recovery Strategy ETF | 5.55% | 3.24% | 0.00% |
Frequently Asked Questions
AQLT and FIXT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AQLT is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AQLT is cheaper with a 0.20% expense ratio, compared with 0.75% for FIXT.
FIXT has the higher dividend yield at 5.55%, compared with 0.93% for AQLT.
AQLT tracks MSCI ACWI Quality Index (Net), while FIXT tracks VettaFi Natural Disaster Response and Mitigation Index. They also come from different issuers: iShares and Procure. Their fees differ too: 0.20% for AQLT and 0.75% for FIXT.
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