EXO.AS vs. QUAL
Compare and contrast key facts about Exor N.V. (EXO.AS) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXO.AS or QUAL.
Correlation
The correlation between EXO.AS and QUAL is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EXO.AS vs. QUAL - Performance Comparison
Key characteristics
EXO.AS:
0.09
QUAL:
1.66
EXO.AS:
0.23
QUAL:
2.30
EXO.AS:
1.03
QUAL:
1.30
EXO.AS:
0.09
QUAL:
2.80
EXO.AS:
0.20
QUAL:
9.60
EXO.AS:
7.45%
QUAL:
2.23%
EXO.AS:
17.60%
QUAL:
12.92%
EXO.AS:
-16.61%
QUAL:
-34.06%
EXO.AS:
-14.85%
QUAL:
-5.34%
Returns By Period
In the year-to-date period, EXO.AS achieves a 0.90% return, which is significantly higher than QUAL's -0.97% return.
EXO.AS
0.90%
-5.20%
-9.52%
-0.57%
N/A
N/A
QUAL
-0.97%
-4.26%
1.78%
20.09%
12.90%
13.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EXO.AS vs. QUAL — Risk-Adjusted Performance Rank
EXO.AS
QUAL
EXO.AS vs. QUAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exor N.V. (EXO.AS) and iShares Edge MSCI USA Quality Factor ETF (QUAL). 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
EXO.AS vs. QUAL - Dividend Comparison
EXO.AS's dividend yield for the trailing twelve months is around 0.51%, less than QUAL's 1.03% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXO.AS Exor N.V. | 0.51% | 0.52% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.03% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% |
Drawdowns
EXO.AS vs. QUAL - Drawdown Comparison
The maximum EXO.AS drawdown since its inception was -16.61%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for EXO.AS and QUAL. For additional features, visit the drawdowns tool.
Volatility
EXO.AS vs. QUAL - Volatility Comparison
Exor N.V. (EXO.AS) has a higher volatility of 5.67% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 4.01%. This indicates that EXO.AS's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.