GQRE vs. QIDX
GQRE (FlexShares Global Quality Real Estate Index Fund) and QIDX (Indexperts Quality Earnings Focused ETF) are both Quality Factor funds. GQRE is passively managed, while QIDX is actively managed. Over the past year, GQRE returned 15.04% vs 14.81% for QIDX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. GQRE charges 0.45%/yr vs 0.50%/yr for QIDX.
Performance
GQRE vs. QIDX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GQRE having a 11.97% return and QIDX slightly higher at 12.48%.
GQRE
- 1D
- -0.25%
- 1M
- 0.70%
- 6M
- 7.91%
- YTD
- 11.97%
- 1Y
- 15.04%
- 3Y*
- 11.26%
- 5Y*
- 2.21%
- 10Y*
- 3.74%
- ALL TIME*
- 5.21%
QIDX
- 1D
- 0.67%
- 1M
- 2.19%
- 6M
- 8.52%
- YTD
- 12.48%
- 1Y
- 14.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.01M | $668.95K | $807.17K | |
| $63.64K | $64.65K | $42.83K |
GQRE vs. QIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GQRE FlexShares Global Quality Real Estate Index Fund | 11.97% | 8.27% |
QIDX Indexperts Quality Earnings Focused ETF | 12.48% | 6.60% |
Correlation
The correlation between GQRE and QIDX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.60 |
The correlation between GQRE and QIDX has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
GQRE vs. QIDX — Risk / Return Rank
GQRE
QIDX
GQRE vs. QIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and Indexperts Quality Earnings Focused ETF (QIDX). 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.
| GQRE | QIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.15 | -0.66 |
| Martin ratioReturn relative to average drawdown | 5.74 | 7.21 | -1.47 |
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Drawdowns
GQRE vs. QIDX - Drawdown Comparison
The maximum GQRE drawdown since its inception was -41.87%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for GQRE and QIDX.
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Drawdown Indicators
| GQRE | QIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -14.99% | -26.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -6.92% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.87% | — | — |
Current DrawdownCurrent decline from peak | -2.18% | 0.00% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -2.12% | -7.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.06% | +0.57% |
Volatility
GQRE vs. QIDX - Volatility Comparison
FlexShares Global Quality Real Estate Index Fund (GQRE) has a higher volatility of 3.25% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.85%. This indicates that GQRE's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQRE | QIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 2.85% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.25% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 11.01% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 14.20% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 14.20% | +3.44% |
GQRE vs. QIDX - Expense Ratio Comparison
GQRE has a 0.45% expense ratio, which is lower than QIDX's 0.50% expense ratio.
Dividends
GQRE vs. QIDX - Dividend Comparison
GQRE's dividend yield for the trailing twelve months is around 4.19%, more than QIDX's 0.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQRE FlexShares Global Quality Real Estate Index Fund | 4.19% | 4.75% | 3.77% | 2.91% | 2.56% | 2.36% | 2.05% | 4.29% | 3.22% | 1.97% | 4.16% | 2.32% |
QIDX Indexperts Quality Earnings Focused ETF | 0.84% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GQRE and QIDX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GQRE has higher volatility (3.25%) compared to QIDX (2.85%). In terms of maximum drawdown, GQRE dropped -41.87% vs QIDX's -14.99%.
On 1-year performance, GQRE leads with 15.04% vs 14.81% for QIDX. On fees, GQRE is cheaper at 0.45% per year. On volatility, QIDX has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GQRE has performed better with a 15.04% return vs 14.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GQRE is cheaper with a 0.45% expense ratio, compared with 0.50% for QIDX.
GQRE has the higher dividend yield at 4.19%, compared with 0.84% for QIDX.
They also come from different issuers: Northern Trust and Indexperts. Their fees differ too: 0.45% for GQRE and 0.50% for QIDX.
QIDX currently has the higher Sharpe Ratio (1.36 vs 1.29), 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.
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