AQLT vs. ROE
AQLT (iShares MSCI Global Quality Factor ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Quality Factor funds. AQLT is passively managed, while ROE is actively managed. Over the past year, AQLT returned 24.44% vs 33.36% for ROE. Their correlation of 0.86 means they have usually moved in the same direction. AQLT charges 0.20%/yr vs 0.49%/yr for ROE.
Performance
AQLT vs. ROE - Performance Comparison
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Returns By Period
In the year-to-date period, AQLT achieves a 11.10% return, which is significantly lower than ROE's 20.35% return.
AQLT
- 1D
- 0.44%
- 1M
- -1.06%
- 6M
- 6.58%
- YTD
- 11.10%
- 1Y
- 24.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.38%
ROE
- 1D
- 0.50%
- 1M
- 0.63%
- 6M
- 16.21%
- YTD
- 20.35%
- 1Y
- 33.36%
- 3Y*
- 20.30%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $848.28K | $1.29M | $1.17M | |
| $1.20M | $1.18M | $910.23K |
AQLT vs. ROE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 11.10% | 17.65% | -3.38% |
ROE Astoria US Equal Weight Quality Kings ETF | 20.35% | 17.20% | -4.06% |
Correlation
The correlation between AQLT and ROE is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024 | 0.86 |
The correlation between AQLT and ROE has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
AQLT vs. ROE — Risk / Return Rank
AQLT
ROE
AQLT vs. ROE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) and Astoria US Equal Weight Quality Kings ETF (ROE). 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.
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.
| AQLT | ROE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.72 | -1.54 |
| Martin ratioReturn relative to average drawdown | 9.54 | 15.82 | -6.28 |
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Drawdowns
AQLT vs. ROE - Drawdown Comparison
The maximum AQLT drawdown since its inception was -16.84%, smaller than the maximum ROE drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for AQLT and ROE.
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Drawdown Indicators
| AQLT | ROE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.84% | -19.10% | +2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -8.66% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.10% | — |
Current DrawdownCurrent decline from peak | -1.75% | -1.30% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -2.54% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.03% | +0.41% |
Volatility
AQLT vs. ROE - Volatility Comparison
iShares MSCI Global Quality Factor ETF (AQLT) and Astoria US Equal Weight Quality Kings ETF (ROE) have volatilities of 3.44% and 3.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQLT | ROE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.59% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 11.81% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 15.07% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 15.87% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 15.87% | +1.01% |
AQLT vs. ROE - Expense Ratio Comparison
AQLT has a 0.20% expense ratio, which is lower than ROE's 0.49% expense ratio.
Dividends
AQLT vs. ROE - Dividend Comparison
AQLT's dividend yield for the trailing twelve months is around 1.00%, which matches ROE's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 1.00% | 1.05% | 0.02% | 0.00% |
ROE Astoria US Equal Weight Quality Kings ETF | 1.01% | 0.97% | 1.18% | 0.68% |
Frequently Asked Questions
AQLT and ROE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROE has higher volatility (3.59%) compared to AQLT (3.44%). In terms of maximum drawdown, AQLT dropped -16.84% vs ROE's -19.10%.
On 1-year performance, ROE leads with 33.36% vs 24.44% for AQLT. On fees, AQLT is cheaper at 0.20% per year. On volatility, AQLT has been the lower-risk option at 3.44%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ROE has performed better with a 33.36% return vs 24.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AQLT is cheaper with a 0.20% expense ratio, compared with 0.49% for ROE.
AQLT and ROE have nearly identical dividend yields, around 1.00%.
They also come from different issuers: iShares and Astoria. Their fees differ too: 0.20% for AQLT and 0.49% for ROE.
ROE currently has the higher Sharpe Ratio (2.14 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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