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ESG vs. QLVD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESG vs. QLVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX US ESG Select Index Fund (ESG) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). The values are adjusted to include any dividend payments, if applicable.

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ESG vs. QLVD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESG
FlexShares STOXX US ESG Select Index Fund
-3.94%16.04%20.22%27.86%-19.89%28.48%20.75%7.99%
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
3.29%24.21%4.67%11.57%-12.09%9.04%3.00%6.35%

Returns By Period

In the year-to-date period, ESG achieves a -3.94% return, which is significantly lower than QLVD's 3.29% return.


ESG

1D
2.39%
1M
-4.95%
YTD
-3.94%
6M
-1.14%
1Y
14.10%
3Y*
16.48%
5Y*
10.34%
10Y*

QLVD

1D
2.09%
1M
-5.62%
YTD
3.29%
6M
6.74%
1Y
17.40%
3Y*
12.29%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESG vs. QLVD - Expense Ratio Comparison

Both ESG and QLVD have an expense ratio of 0.32%.


Return for Risk

ESG vs. QLVD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESG
ESG Risk / Return Rank: 5151
Overall Rank
ESG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ESG Sortino Ratio Rank: 4949
Sortino Ratio Rank
ESG Omega Ratio Rank: 5353
Omega Ratio Rank
ESG Calmar Ratio Rank: 5050
Calmar Ratio Rank
ESG Martin Ratio Rank: 5959
Martin Ratio Rank

QLVD
QLVD Risk / Return Rank: 7777
Overall Rank
QLVD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QLVD Sortino Ratio Rank: 7979
Sortino Ratio Rank
QLVD Omega Ratio Rank: 7575
Omega Ratio Rank
QLVD Calmar Ratio Rank: 7979
Calmar Ratio Rank
QLVD Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESG vs. QLVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) 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.


ESGQLVDDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.41

-0.59

Sortino ratio

Return per unit of downside risk

1.27

2.00

-0.73

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.19

2.11

-0.91

Martin ratio

Return relative to average drawdown

5.61

8.00

-2.39

ESG vs. QLVD - Sharpe Ratio Comparison

The current ESG Sharpe Ratio is 0.81, which is lower than the QLVD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ESG and QLVD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESGQLVDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.41

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.62

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.50

+0.24

Correlation

The correlation between ESG and QLVD is 0.69, 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

ESG vs. QLVD - Dividend Comparison

ESG's dividend yield for the trailing twelve months is around 1.01%, less than QLVD's 2.77% yield.


TTM2025202420232022202120202019201820172016
ESG
FlexShares STOXX US ESG Select Index Fund
1.01%0.96%1.18%1.10%1.38%1.03%1.33%1.51%1.72%1.52%0.92%
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%0.00%0.00%0.00%

Drawdowns

ESG vs. QLVD - Drawdown Comparison

The maximum ESG drawdown since its inception was -32.53%, which is greater than QLVD's maximum drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for ESG and QLVD.


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Drawdown Indicators


ESGQLVDDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-28.20%

-4.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-8.15%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-23.99%

-2.05%

Current Drawdown

Current decline from peak

-6.49%

-5.62%

-0.87%

Average Drawdown

Average peak-to-trough decline

-5.14%

-5.27%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.14%

+0.47%

Volatility

ESG vs. QLVD - Volatility Comparison

The current volatility for FlexShares STOXX US ESG Select Index Fund (ESG) is 4.75%, while FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a volatility of 5.23%. This indicates that ESG experiences smaller price fluctuations and is considered to be less risky 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


ESGQLVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

5.23%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

7.71%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

12.43%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

11.68%

+5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

14.02%

+4.44%