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EVLU vs. QAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVLU vs. QAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Value Factor ETF (EVLU) and iShares MSCI Qatar ETF (QAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVLU achieves a 28.98% return, which is significantly higher than QAT's 1.01% return.


EVLU

1D
-3.07%
1M
3.10%
YTD
28.98%
6M
30.29%
1Y
59.59%
3Y*
5Y*
10Y*

QAT

1D
-0.39%
1M
2.08%
YTD
1.01%
6M
0.41%
1Y
7.11%
3Y*
5.84%
5Y*
3.56%
10Y*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVLU vs. QAT - Yearly Performance Comparison


2026 (YTD)20252024
EVLU
iShares MSCI Emerging Markets Value Factor ETF
28.98%38.54%1.21%
QAT
iShares MSCI Qatar ETF
1.01%8.81%2.63%

Correlation

The correlation between EVLU and QAT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.33

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Return for Risk

EVLU vs. QAT — Risk / Return Rank

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

EVLU
EVLU Risk / Return Rank: 8888
Overall Rank
EVLU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EVLU Sortino Ratio Rank: 8888
Sortino Ratio Rank
EVLU Omega Ratio Rank: 8989
Omega Ratio Rank
EVLU Calmar Ratio Rank: 8787
Calmar Ratio Rank
EVLU Martin Ratio Rank: 8484
Martin Ratio Rank

QAT
QAT Risk / Return Rank: 1717
Overall Rank
QAT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QAT Sortino Ratio Rank: 1717
Sortino Ratio Rank
QAT Omega Ratio Rank: 1717
Omega Ratio Rank
QAT Calmar Ratio Rank: 1717
Calmar Ratio Rank
QAT Martin Ratio Rank: 1414
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.

EVLU vs. QAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and iShares MSCI Qatar ETF (QAT). 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.


EVLUQATDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.53

1.11

+0.42

Calmar ratioReturn relative to maximum drawdown

4.64

0.67

+3.97

Martin ratioReturn relative to average drawdown

16.27

1.24

+15.03

EVLU vs. QAT - Sharpe Ratio Comparison

The current EVLU Sharpe Ratio is 2.97, which is higher than the QAT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EVLU and QAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EVLU vs. QAT - Drawdown Comparison

The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum QAT drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for EVLU and QAT.


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Drawdown Indicators


EVLUQATDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-45.21%

+28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-10.60%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

Current Drawdown

Current decline from peak

-5.94%

-11.55%

+5.61%

Average Drawdown

Average peak-to-trough decline

-3.52%

-19.14%

+15.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

5.75%

-2.08%

Volatility

EVLU vs. QAT - Volatility Comparison

iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a higher volatility of 9.29% compared to iShares MSCI Qatar ETF (QAT) at 5.72%. This indicates that EVLU's price experiences larger fluctuations and is considered to be riskier than QAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVLUQATDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

5.72%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

17.64%

11.06%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

13.25%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

15.06%

+5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

17.54%

+2.82%

EVLU vs. QAT - Expense Ratio Comparison

EVLU has a 0.35% expense ratio, which is lower than QAT's 0.59% expense ratio.


Dividends

EVLU vs. QAT - Dividend Comparison

EVLU's dividend yield for the trailing twelve months is around 3.77%, less than QAT's 4.63% yield.


PositionTTM20252024202320222021202020192018201720162015
EVLU
iShares MSCI Emerging Markets Value Factor ETF
3.77%5.20%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QAT
iShares MSCI Qatar ETF
4.63%3.51%5.90%3.92%4.78%2.33%2.63%3.57%4.63%4.10%3.51%4.49%

Frequently Asked Questions


EVLU and QAT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVLU has higher volatility (9.29%) compared to QAT (5.72%). In terms of maximum drawdown, EVLU dropped -17.17% vs QAT's -45.21%.

On 1-year performance, EVLU leads with 59.59% vs 7.11% for QAT. On fees, EVLU is cheaper at 0.35% per year. On volatility, QAT has been the lower-risk option at 5.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVLU has performed better with a 59.59% return vs 7.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVLU is cheaper with a 0.35% expense ratio, compared with 0.59% for QAT.

QAT has the higher dividend yield at 4.63%, compared with 3.77% for EVLU.

EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net), while QAT tracks MSCI All Qatar Capped Index. Their fees differ too: 0.35% for EVLU and 0.59% for QAT.

EVLU currently has the higher Sharpe Ratio (2.97 vs 0.54), 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.

Portfolio Optimizer

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