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IQDY vs. IEI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQDY and IEI is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

IQDY vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
88.26%
12.33%
IQDY
IEI

Key characteristics

Sharpe Ratio

IQDY:

0.56

IEI:

0.44

Sortino Ratio

IQDY:

0.87

IEI:

0.64

Omega Ratio

IQDY:

1.11

IEI:

1.08

Calmar Ratio

IQDY:

0.88

IEI:

0.17

Martin Ratio

IQDY:

2.25

IEI:

1.13

Ulcer Index

IQDY:

3.69%

IEI:

1.63%

Daily Std Dev

IQDY:

14.81%

IEI:

4.16%

Max Drawdown

IQDY:

-39.59%

IEI:

-14.60%

Current Drawdown

IQDY:

-9.23%

IEI:

-6.86%

Returns By Period

In the year-to-date period, IQDY achieves a 4.94% return, which is significantly higher than IEI's 1.63% return. Over the past 10 years, IQDY has outperformed IEI with an annualized return of 5.86%, while IEI has yielded a comparatively lower 1.16% annualized return.


IQDY

YTD

4.94%

1M

-0.52%

6M

-1.28%

1Y

6.27%

5Y*

6.28%

10Y*

5.86%

IEI

YTD

1.63%

1M

-0.05%

6M

1.54%

1Y

1.83%

5Y*

0.06%

10Y*

1.16%

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IQDY vs. IEI - Expense Ratio Comparison

IQDY has a 0.47% expense ratio, which is higher than IEI's 0.15% expense ratio.


IQDY
FlexShares International Quality Dividend Dynamic Index Fund
Expense ratio chart for IQDY: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for IEI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IQDY vs. IEI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


Sharpe ratio
The chart of Sharpe ratio for IQDY, currently valued at 0.56, compared to the broader market0.002.004.000.560.44
The chart of Sortino ratio for IQDY, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.000.870.64
The chart of Omega ratio for IQDY, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.08
The chart of Calmar ratio for IQDY, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.880.17
The chart of Martin ratio for IQDY, currently valued at 2.25, compared to the broader market0.0020.0040.0060.0080.00100.002.251.13
IQDY
IEI

The current IQDY Sharpe Ratio is 0.56, which is comparable to the IEI Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IQDY and IEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
0.44
IQDY
IEI

Dividends

IQDY vs. IEI - Dividend Comparison

IQDY's dividend yield for the trailing twelve months is around 7.02%, more than IEI's 3.19% yield.


TTM20232022202120202019201820172016201520142013
IQDY
FlexShares International Quality Dividend Dynamic Index Fund
7.02%6.45%5.52%3.89%2.62%3.85%5.97%3.57%3.77%4.08%4.34%2.34%
IEI
iShares 3-7 Year Treasury Bond ETF
3.19%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%0.77%

Drawdowns

IQDY vs. IEI - Drawdown Comparison

The maximum IQDY drawdown since its inception was -39.59%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for IQDY and IEI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-6.86%
IQDY
IEI

Volatility

IQDY vs. IEI - Volatility Comparison

FlexShares International Quality Dividend Dynamic Index Fund (IQDY) has a higher volatility of 3.62% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.07%. This indicates that IQDY's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
1.07%
IQDY
IEI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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