IQDE vs. DSTL
Compare and contrast key facts about FlexShares International Quality Dividend Defensive Index ETF (IQDE) and Distillate US Fundamental Stability & Value ETF (DSTL).
IQDE and DSTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDE is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Defensive Index. It was launched on Apr 12, 2013. DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018. Both IQDE and DSTL 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: IQDE or DSTL.
Performance
IQDE vs. DSTL - Performance Comparison
Returns By Period
In the year-to-date period, IQDE achieves a 5.45% return, which is significantly lower than DSTL's 16.23% return.
IQDE
5.45%
-4.49%
-1.69%
11.70%
4.06%
2.66%
DSTL
16.23%
-0.07%
9.73%
25.56%
15.29%
N/A
Key characteristics
| IQDE | DSTL | |
|---|---|---|
| Sharpe Ratio | 1.02 | 2.26 |
| Sortino Ratio | 1.47 | 3.28 |
| Omega Ratio | 1.18 | 1.39 |
| Calmar Ratio | 1.20 | 4.27 |
| Martin Ratio | 4.97 | 10.09 |
| Ulcer Index | 2.46% | 2.51% |
| Daily Std Dev | 11.97% | 11.22% |
| Max Drawdown | -38.85% | -33.10% |
| Current Drawdown | -7.82% | -2.51% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IQDE vs. DSTL - Expense Ratio Comparison
IQDE has a 0.47% expense ratio, which is higher than DSTL's 0.39% expense ratio.
Correlation
The correlation between IQDE and DSTL is 0.74, 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.
Risk-Adjusted Performance
IQDE vs. DSTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Defensive Index ETF (IQDE) and Distillate US Fundamental Stability & Value ETF (DSTL). 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
IQDE vs. DSTL - Dividend Comparison
IQDE's dividend yield for the trailing twelve months is around 3.88%, more than DSTL's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDE FlexShares International Quality Dividend Defensive Index ETF | 3.88% | 5.51% | 5.28% | 3.98% | 3.10% | 4.84% | 5.15% | 4.51% | 3.67% | 4.95% | 4.02% | 1.82% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.27% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IQDE vs. DSTL - Drawdown Comparison
The maximum IQDE drawdown since its inception was -38.85%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for IQDE and DSTL. For additional features, visit the drawdowns tool.
Volatility
IQDE vs. DSTL - Volatility Comparison
FlexShares International Quality Dividend Defensive Index ETF (IQDE) has a higher volatility of 3.73% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 3.49%. This indicates that IQDE's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.