DIHP vs. IQLT
Compare and contrast key facts about Dimensional International High Profitability ETF (DIHP) and iShares MSCI Intl Quality Factor ETF (IQLT).
DIHP and IQLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIHP is an actively managed fund by Dimensional Fund Advisors. It was launched on Mar 23, 2022. IQLT is a passively managed fund by iShares that tracks the performance of the World ex USA Sector Neutral Quality. It was launched on Jan 13, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIHP or IQLT.
Key characteristics
| DIHP | IQLT | |
|---|---|---|
| YTD Return | 2.03% | 3.42% |
| 1Y Return | 12.12% | 14.58% |
| Sharpe Ratio | 0.95 | 1.12 |
| Sortino Ratio | 1.42 | 1.65 |
| Omega Ratio | 1.17 | 1.19 |
| Calmar Ratio | 1.58 | 1.33 |
| Martin Ratio | 4.76 | 5.47 |
| Ulcer Index | 2.60% | 2.71% |
| Daily Std Dev | 12.98% | 13.28% |
| Max Drawdown | -24.94% | -32.21% |
| Current Drawdown | -7.84% | -8.56% |
Correlation
The correlation between DIHP and IQLT is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DIHP vs. IQLT - Performance Comparison
In the year-to-date period, DIHP achieves a 2.03% return, which is significantly lower than IQLT's 3.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DIHP vs. IQLT - Expense Ratio Comparison
DIHP has a 0.29% expense ratio, which is lower than IQLT's 0.30% expense ratio.
Risk-Adjusted Performance
DIHP vs. IQLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and iShares MSCI Intl Quality Factor ETF (IQLT). 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.
Dividends
DIHP vs. IQLT - Dividend Comparison
DIHP's dividend yield for the trailing twelve months is around 2.18%, less than IQLT's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIHP Dimensional International High Profitability ETF | 2.18% | 2.17% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQLT iShares MSCI Intl Quality Factor ETF | 2.60% | 2.27% | 3.14% | 2.24% | 1.60% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% |
Drawdowns
DIHP vs. IQLT - Drawdown Comparison
The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum IQLT drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for DIHP and IQLT. For additional features, visit the drawdowns tool.
Volatility
DIHP vs. IQLT - Volatility Comparison
The current volatility for Dimensional International High Profitability ETF (DIHP) is 3.94%, while iShares MSCI Intl Quality Factor ETF (IQLT) has a volatility of 4.27%. This indicates that DIHP experiences smaller price fluctuations and is considered to be less risky than IQLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.