EJAN vs. QLVD
Compare and contrast key facts about Innovator Emerging Markets Power Buffer ETF January (EJAN) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD).
EJAN and QLVD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EJAN is a passively managed fund by Innovator that tracks the performance of the MSCI Emerging Markets Index. It was launched on Jan 1, 2020. QLVD is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Developed Markets ex US Quality Low Volatility Index. It was launched on Jul 15, 2019. Both EJAN and QLVD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EJAN vs. QLVD - Performance Comparison
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EJAN vs. QLVD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.41% | 14.78% | 2.69% | 5.37% | -8.01% | -1.53% | 10.46% |
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund | 3.29% | 24.21% | 4.67% | 11.57% | -12.09% | 9.04% | 2.64% |
Returns By Period
In the year-to-date period, EJAN achieves a 0.41% return, which is significantly lower than QLVD's 3.29% return.
EJAN
- 1D
- 2.54%
- 1M
- -3.91%
- YTD
- 0.41%
- 6M
- 2.17%
- 1Y
- 12.21%
- 3Y*
- 6.37%
- 5Y*
- 2.16%
- 10Y*
- —
QLVD
- 1D
- 2.09%
- 1M
- -5.62%
- YTD
- 3.29%
- 6M
- 6.74%
- 1Y
- 17.40%
- 3Y*
- 12.29%
- 5Y*
- 7.17%
- 10Y*
- —
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EJAN vs. QLVD - Expense Ratio Comparison
EJAN has a 0.89% expense ratio, which is higher than QLVD's 0.32% expense ratio.
Return for Risk
EJAN vs. QLVD — Risk / Return Rank
EJAN
QLVD
EJAN vs. QLVD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF January (EJAN) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). 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.
| EJAN | QLVD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.41 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.84 | 2.00 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.28 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.11 | -0.48 |
Martin ratioReturn relative to average drawdown | 7.79 | 8.00 | -0.21 |
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
| EJAN | QLVD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.41 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.62 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.50 | -0.22 |
Correlation
The correlation between EJAN and QLVD is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EJAN vs. QLVD - Dividend Comparison
EJAN has not paid dividends to shareholders, while QLVD's dividend yield for the trailing twelve months is around 2.77%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund | 2.77% | 2.87% | 3.01% | 3.33% | 2.47% | 3.06% | 1.78% | 1.06% |
Drawdowns
EJAN vs. QLVD - Drawdown Comparison
The maximum EJAN drawdown since its inception was -22.23%, smaller than the maximum QLVD drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for EJAN and QLVD.
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Drawdown Indicators
| EJAN | QLVD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.23% | -28.20% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.51% | -8.15% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.00% | -23.99% | +1.99% |
Current DrawdownCurrent decline from peak | -4.26% | -5.62% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -5.27% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.14% | -0.58% |
Volatility
EJAN vs. QLVD - Volatility Comparison
Innovator Emerging Markets Power Buffer ETF January (EJAN) has a higher volatility of 5.73% compared to FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) at 5.23%. This indicates that EJAN's price experiences larger fluctuations and is considered to be riskier than QLVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EJAN | QLVD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 5.23% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 6.45% | 7.71% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 12.43% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.05% | 11.68% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.78% | 14.02% | -1.24% |