PortfoliosLab logoPortfoliosLab logo
IMCB vs. IQSM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMCB vs. IQSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap ETF (IMCB) and IQ Candriam U.S. Mid Cap Equity ETF (IQSM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IMCB vs. IQSM - Yearly Performance Comparison


2026 (YTD)2025202420232022
IMCB
iShares Morningstar Mid-Cap ETF
1.14%10.25%15.10%16.37%2.89%
IQSM
IQ Candriam U.S. Mid Cap Equity ETF
0.51%7.97%9.15%15.82%2.29%

Returns By Period

In the year-to-date period, IMCB achieves a 1.14% return, which is significantly higher than IQSM's 0.51% return.


IMCB

1D
2.52%
1M
-5.47%
YTD
1.14%
6M
1.17%
1Y
14.21%
3Y*
12.90%
5Y*
7.16%
10Y*
10.27%

IQSM

1D
2.88%
1M
-5.45%
YTD
0.51%
6M
2.98%
1Y
14.99%
3Y*
9.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IMCB vs. IQSM - Expense Ratio Comparison

IMCB has a 0.04% expense ratio, which is lower than IQSM's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IMCB vs. IQSM — Risk / Return Rank

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

IMCB
IMCB Risk / Return Rank: 4848
Overall Rank
IMCB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 4646
Sortino Ratio Rank
IMCB Omega Ratio Rank: 4646
Omega Ratio Rank
IMCB Calmar Ratio Rank: 4747
Calmar Ratio Rank
IMCB Martin Ratio Rank: 5757
Martin Ratio Rank

IQSM
IQSM Risk / Return Rank: 4141
Overall Rank
IQSM Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IQSM Sortino Ratio Rank: 4040
Sortino Ratio Rank
IQSM Omega Ratio Rank: 3939
Omega Ratio Rank
IQSM Calmar Ratio Rank: 4141
Calmar Ratio Rank
IQSM Martin Ratio Rank: 4646
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.

IMCB vs. IQSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap ETF (IMCB) and IQ Candriam U.S. Mid Cap Equity ETF (IQSM). 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.


IMCBIQSMDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.73

+0.06

Sortino ratio

Return per unit of downside risk

1.22

1.17

+0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.16

1.07

+0.08

Martin ratio

Return relative to average drawdown

5.35

4.55

+0.80

IMCB vs. IQSM - Sharpe Ratio Comparison

The current IMCB Sharpe Ratio is 0.79, which is comparable to the IQSM Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IMCB and IQSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IMCBIQSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.73

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.58

-0.10

Correlation

The correlation between IMCB and IQSM is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IMCB vs. IQSM - Dividend Comparison

IMCB's dividend yield for the trailing twelve months is around 1.38%, more than IQSM's 1.18% yield.


TTM20252024202320222021202020192018201720162015
IMCB
iShares Morningstar Mid-Cap ETF
1.38%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%
IQSM
IQ Candriam U.S. Mid Cap Equity ETF
1.18%1.18%1.22%1.11%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IMCB vs. IQSM - Drawdown Comparison

The maximum IMCB drawdown since its inception was -58.80%, which is greater than IQSM's maximum drawdown of -23.66%. Use the drawdown chart below to compare losses from any high point for IMCB and IQSM.


Loading graphics...

Drawdown Indicators


IMCBIQSMDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-23.66%

-35.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-13.94%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

Current Drawdown

Current decline from peak

-5.73%

-6.24%

+0.51%

Average Drawdown

Average peak-to-trough decline

-7.79%

-5.04%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.28%

-0.49%

Volatility

IMCB vs. IQSM - Volatility Comparison

The current volatility for iShares Morningstar Mid-Cap ETF (IMCB) is 5.32%, while IQ Candriam U.S. Mid Cap Equity ETF (IQSM) has a volatility of 6.46%. This indicates that IMCB experiences smaller price fluctuations and is considered to be less risky than IQSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IMCBIQSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

6.46%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

11.32%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

20.49%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

18.05%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

18.05%

+1.58%