PortfoliosLab logo
IQDE vs. IQDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQDE and IQDY is 0.69, 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

IQDE vs. IQDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares International Quality Dividend Defensive Index ETF (IQDE) and FlexShares International Quality Dividend Dynamic Index Fund (IQDY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


IQDE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IQDY

YTD

11.97%

1M

10.63%

6M

9.72%

1Y

11.81%

5Y*

14.44%

10Y*

6.16%

*Annualized

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. IQDY - Expense Ratio Comparison

Both IQDE and IQDY have an expense ratio of 0.47%.


Risk-Adjusted Performance

IQDE vs. IQDY — Risk-Adjusted Performance Rank

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

IQDE
The Risk-Adjusted Performance Rank of IQDE is 2929
Overall Rank
The Sharpe Ratio Rank of IQDE is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDE is 2525
Sortino Ratio Rank
The Omega Ratio Rank of IQDE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of IQDE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of IQDE is 2626
Martin Ratio Rank

IQDY
The Risk-Adjusted Performance Rank of IQDY is 6868
Overall Rank
The Sharpe Ratio Rank of IQDY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IQDY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IQDY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IQDY is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IQDE vs. IQDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Defensive Index ETF (IQDE) and FlexShares International Quality Dividend Dynamic Index Fund (IQDY). 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.



Loading data...

Dividends

IQDE vs. IQDY - Dividend Comparison

IQDE has not paid dividends to shareholders, while IQDY's dividend yield for the trailing twelve months is around 6.63%.


TTM20242023202220212020201920182017201620152014
IQDE
FlexShares International Quality Dividend Defensive Index ETF
7.44%7.53%5.51%5.28%3.98%3.10%4.84%5.16%4.51%3.67%4.95%4.02%
IQDY
FlexShares International Quality Dividend Dynamic Index Fund
6.63%6.96%6.45%5.52%3.89%2.62%3.85%5.97%3.57%3.33%4.08%4.34%

Drawdowns

IQDE vs. IQDY - Drawdown Comparison


Loading data...

Volatility

IQDE vs. IQDY - Volatility Comparison


Loading data...