PortfoliosLab logoPortfoliosLab logo
IQDF vs. QLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQDF vs. QLV - Performance Comparison

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

Loading graphics...

IQDF vs. QLV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IQDF
FlexShares International Quality Dividend Index Fund
4.40%35.42%6.62%20.10%-14.69%10.18%3.54%7.87%
QLV
FlexShares US Quality Low Volatility Index Fund
0.10%12.28%18.08%13.71%-9.97%26.08%9.63%6.24%

Returns By Period

In the year-to-date period, IQDF achieves a 4.40% return, which is significantly higher than QLV's 0.10% 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%

QLV

1D
1.54%
1M
-3.92%
YTD
0.10%
6M
0.74%
1Y
10.86%
3Y*
13.76%
5Y*
10.52%
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.


IQDF vs. QLV - Expense Ratio Comparison

IQDF has a 0.47% expense ratio, which is higher than QLV's 0.22% expense ratio.


Return for Risk

IQDF vs. QLV — 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

QLV
QLV Risk / Return Rank: 5252
Overall Rank
QLV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QLV Sortino Ratio Rank: 5050
Sortino Ratio Rank
QLV Omega Ratio Rank: 5353
Omega Ratio Rank
QLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
QLV Martin Ratio Rank: 6363
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. QLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Index Fund (IQDF) and FlexShares US Quality Low Volatility Index Fund (QLV). 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.


IQDFQLVDifference

Sharpe ratio

Return per unit of total volatility

1.89

0.86

+1.03

Sortino ratio

Return per unit of downside risk

2.53

1.31

+1.22

Omega ratio

Gain probability vs. loss probability

1.38

1.19

+0.18

Calmar ratio

Return relative to maximum drawdown

2.60

1.19

+1.41

Martin ratio

Return relative to average drawdown

11.16

6.18

+4.98

IQDF vs. QLV - Sharpe Ratio Comparison

The current IQDF Sharpe Ratio is 1.89, which is higher than the QLV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IQDF and QLV, 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


IQDFQLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.86

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.83

-0.20

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

0.65

-0.25

Correlation

The correlation between IQDF and QLV is 0.68, 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.


Dividends

IQDF vs. QLV - Dividend Comparison

IQDF's dividend yield for the trailing twelve months is around 3.07%, more than QLV's 1.60% 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%
QLV
FlexShares US Quality Low Volatility Index Fund
1.60%1.60%1.66%1.60%1.74%0.96%1.24%0.58%0.00%0.00%0.00%0.00%

Drawdowns

IQDF vs. QLV - Drawdown Comparison

The maximum IQDF drawdown since its inception was -39.83%, which is greater than QLV's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for IQDF and QLV.


Loading graphics...

Drawdown Indicators


IQDFQLVDifference

Max Drawdown

Largest peak-to-trough decline

-39.83%

-33.71%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-9.75%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

-17.93%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-39.83%

Current Drawdown

Current decline from peak

-7.04%

-4.29%

-2.75%

Average Drawdown

Average peak-to-trough decline

-9.44%

-4.08%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.88%

+0.87%

Volatility

IQDF vs. QLV - Volatility Comparison

FlexShares International Quality Dividend Index Fund (IQDF) has a higher volatility of 7.65% compared to FlexShares US Quality Low Volatility Index Fund (QLV) at 3.18%. This indicates that IQDF's price experiences larger fluctuations and is considered to be riskier than QLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IQDFQLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

3.18%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

5.81%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

12.74%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

12.73%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

16.75%

-0.18%