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IQDF vs. IQDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQDF vs. IQDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares International Quality Dividend Index Fund (IQDF) and WisdomTree International Quality Dividend Growth Fund (IQDG). The values are adjusted to include any dividend payments, if applicable.

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IQDF vs. IQDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQDF
FlexShares International Quality Dividend Index Fund
4.40%35.42%6.62%20.10%-14.69%10.18%3.54%20.96%-17.39%23.87%
IQDG
WisdomTree International Quality Dividend Growth Fund
-3.13%24.19%-3.38%20.76%-19.97%12.28%16.58%30.03%-16.81%30.64%

Returns By Period

In the year-to-date period, IQDF achieves a 4.40% return, which is significantly higher than IQDG's -3.13% return.


IQDF

1D
2.86%
1M
-6.36%
YTD
4.40%
6M
11.87%
1Y
31.50%
3Y*
19.06%
5Y*
9.60%
10Y*
8.80%

IQDG

1D
3.08%
1M
-9.12%
YTD
-3.13%
6M
1.34%
1Y
15.12%
3Y*
8.05%
5Y*
4.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQDF vs. IQDG - Expense Ratio Comparison

IQDF has a 0.47% expense ratio, which is higher than IQDG's 0.42% expense ratio.


Return for Risk

IQDF vs. IQDG — Risk / Return Rank

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

IQDF
IQDF Risk / Return Rank: 8989
Overall Rank
IQDF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IQDF Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQDF Omega Ratio Rank: 9090
Omega Ratio Rank
IQDF Calmar Ratio Rank: 8686
Calmar Ratio Rank
IQDF Martin Ratio Rank: 8989
Martin Ratio Rank

IQDG
IQDG Risk / Return Rank: 4646
Overall Rank
IQDG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 4848
Sortino Ratio Rank
IQDG Omega Ratio Rank: 4646
Omega Ratio Rank
IQDG Calmar Ratio Rank: 4646
Calmar Ratio Rank
IQDG Martin Ratio Rank: 4545
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.

IQDF vs. IQDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Index Fund (IQDF) and WisdomTree International Quality Dividend Growth Fund (IQDG). 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.


IQDFIQDGDifference

Sharpe ratio

Return per unit of total volatility

1.89

0.84

+1.05

Sortino ratio

Return per unit of downside risk

2.53

1.26

+1.27

Omega ratio

Gain probability vs. loss probability

1.38

1.17

+0.21

Calmar ratio

Return relative to maximum drawdown

2.60

1.13

+1.47

Martin ratio

Return relative to average drawdown

11.16

4.10

+7.06

IQDF vs. IQDG - Sharpe Ratio Comparison

The current IQDF Sharpe Ratio is 1.89, which is higher than the IQDG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IQDF and IQDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IQDFIQDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.84

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.23

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.43

-0.03

Correlation

The correlation between IQDF and IQDG is 0.86, 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

IQDF vs. IQDG - Dividend Comparison

IQDF's dividend yield for the trailing twelve months is around 3.07%, more than IQDG's 2.28% yield.


TTM20252024202320222021202020192018201720162015
IQDF
FlexShares International Quality Dividend Index Fund
3.07%3.27%6.72%6.06%5.59%4.13%3.31%4.46%5.78%3.89%3.75%4.27%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.28%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%

Drawdowns

IQDF vs. IQDG - Drawdown Comparison

The maximum IQDF drawdown since its inception was -39.83%, which is greater than IQDG's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for IQDF and IQDG.


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Drawdown Indicators


IQDFIQDGDifference

Max Drawdown

Largest peak-to-trough decline

-39.83%

-34.97%

-4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-12.35%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

-34.97%

+4.63%

Max Drawdown (10Y)

Largest decline over 10 years

-39.83%

Current Drawdown

Current decline from peak

-7.04%

-9.59%

+2.55%

Average Drawdown

Average peak-to-trough decline

-9.44%

-7.57%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.40%

-0.65%

Volatility

IQDF vs. IQDG - Volatility Comparison

FlexShares International Quality Dividend Index Fund (IQDF) and WisdomTree International Quality Dividend Growth Fund (IQDG) have volatilities of 7.65% and 7.93%, 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


IQDFIQDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

7.93%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

11.56%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

18.12%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

17.56%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

17.42%

-0.85%