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GQRE vs. QUAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GQRE vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Global Quality Real Estate Index Fund (GQRE) and iShares MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GQRE achieves a 11.97% return, which is significantly lower than QUAL's 13.64% return. Over the past 10 years, GQRE has underperformed QUAL with an annualized return of 3.74%, while QUAL has yielded a comparatively higher 14.32% annualized return.


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%

QUAL

1D
1.39%
1M
2.93%
6M
12.09%
YTD
13.64%
1Y
22.38%
3Y*
19.28%
5Y*
11.43%
10Y*
14.32%
ALL TIME*
13.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.01M$668.95K$807.17K
$222.95M$240.21M$385.16M

GQRE vs. QUAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GQRE
FlexShares Global Quality Real Estate Index Fund
11.97%8.27%6.09%9.21%-27.22%32.01%-9.17%21.84%-8.88%13.60%
QUAL
iShares MSCI USA Quality Factor ETF
13.64%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%22.26%

Correlation

The correlation between GQRE and QUAL is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.64

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2013

0.64

Over the past year, the correlation between GQRE and QUAL has dropped to 0.39 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

GQRE vs. QUAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GQRE
GQRE Risk / Return Rank: 4343
Overall Rank
GQRE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GQRE Sortino Ratio Rank: 4444
Sortino Ratio Rank
GQRE Omega Ratio Rank: 4343
Omega Ratio Rank
GQRE Calmar Ratio Rank: 3838
Calmar Ratio Rank
GQRE Martin Ratio Rank: 4646
Martin Ratio Rank

QUAL
QUAL Risk / Return Rank: 7171
Overall Rank
QUAL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 7272
Sortino Ratio Rank
QUAL Omega Ratio Rank: 6969
Omega Ratio Rank
QUAL Calmar Ratio Rank: 6464
Calmar Ratio Rank
QUAL Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GQRE vs. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and iShares 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.

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.


GQREQUALDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

1.49

2.49

-1.00

Martin ratioReturn relative to average drawdown

5.74

11.15

-5.41

GQRE vs. QUAL - Sharpe Ratio Comparison

The current GQRE Sharpe Ratio is 1.29, which is comparable to the QUAL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GQRE and QUAL, 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

GQRE vs. QUAL - Drawdown Comparison

The maximum GQRE drawdown since its inception was -41.87%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for GQRE and QUAL.


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Drawdown Indicators


GQREQUALDifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-34.06%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-9.03%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

-18.00%

+2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-35.08%

-28.23%

-6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.87%

-34.06%

-7.81%

Current Drawdown

Current decline from peak

-2.18%

0.00%

-2.18%

Average Drawdown

Average peak-to-trough decline

-9.13%

-4.07%

-5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.01%

+0.62%

Volatility

GQRE vs. QUAL - Volatility Comparison

FlexShares Global Quality Real Estate Index Fund (GQRE) and iShares MSCI USA Quality Factor ETF (QUAL) have volatilities of 3.25% and 3.34%, 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.


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Volatility by Period


GQREQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.34%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

9.78%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

12.37%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

17.40%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

18.10%

-0.46%

GQRE vs. QUAL - Expense Ratio Comparison

GQRE has a 0.45% expense ratio, which is higher than QUAL's 0.15% expense ratio.


Dividends

GQRE vs. QUAL - Dividend Comparison

GQRE's dividend yield for the trailing twelve months is around 4.19%, more than QUAL's 0.84% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QUAL
iShares MSCI USA Quality Factor ETF
0.84%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions


GQRE and QUAL have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUAL has higher volatility (3.34%) compared to GQRE (3.25%). In terms of maximum drawdown, GQRE dropped -41.87% vs QUAL's -34.06%.

On 10-year performance, QUAL leads with 14.32% vs 3.74% for GQRE. On fees, QUAL is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QUAL has performed better with a 14.32% return vs 3.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QUAL is cheaper with a 0.15% expense ratio, compared with 0.45% for GQRE.

GQRE has the higher dividend yield at 4.19%, compared with 0.84% for QUAL.

GQRE tracks Northern Trust Global Quality Real Estate (NR), while QUAL tracks MSCI USA Sector Neutral Quality Index. They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.45% for GQRE and 0.15% for QUAL.

QUAL currently has the higher Sharpe Ratio (1.83 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.

Portfolio Optimizer

Find the right allocation for GQRE and QUAL

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