GERD.DE vs. QUAL
Compare and contrast key facts about L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
GERD.DE and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GERD.DE is a passively managed fund by LGIM Managers (Europe) Limited that tracks the performance of the Solactive Gerd Kommer Multifactor Equity. It was launched on Jun 14, 2023. 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. Both GERD.DE and QUAL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GERD.DE or QUAL.
Key characteristics
| GERD.DE | QUAL | |
|---|---|---|
| YTD Return | 11.24% | 20.38% |
| 1Y Return | 15.71% | 30.96% |
| Sharpe Ratio | 1.55 | 2.33 |
| Daily Std Dev | 10.68% | 13.19% |
| Max Drawdown | -7.75% | -34.06% |
| Current Drawdown | -1.29% | -0.79% |
Correlation
The correlation between GERD.DE and QUAL is 0.56, 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.
Performance
GERD.DE vs. QUAL - Performance Comparison
In the year-to-date period, GERD.DE achieves a 11.24% return, which is significantly lower than QUAL's 20.38% 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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GERD.DE vs. QUAL - Expense Ratio Comparison
GERD.DE has a 0.50% expense ratio, which is higher than QUAL's 0.15% expense ratio.
Risk-Adjusted Performance
GERD.DE vs. QUAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) 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
GERD.DE vs. QUAL - Dividend Comparison
GERD.DE has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 1.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GERD.DE L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 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 | 1.01% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
Drawdowns
GERD.DE vs. QUAL - Drawdown Comparison
The maximum GERD.DE drawdown since its inception was -7.75%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for GERD.DE and QUAL. For additional features, visit the drawdowns tool.
Volatility
GERD.DE vs. QUAL - Volatility Comparison
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and iShares Edge MSCI USA Quality Factor ETF (QUAL) have volatilities of 3.70% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.