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

Correlation

The correlation between IQDY and IEI is 0.00. 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.


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.

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Key characteristics

Daily Std Dev

IQDY:

9.25%

IEI:

4.09%

Max Drawdown

IQDY:

-0.72%

IEI:

-14.60%

Current Drawdown

IQDY:

0.00%

IEI:

-3.82%

Returns By Period


IQDY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IEI

YTD

3.07%

1M

0.96%

6M

2.93%

1Y

6.40%

5Y*

-0.62%

10Y*

1.31%

*Annualized

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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.


Risk-Adjusted Performance

IQDY vs. IEI — Risk-Adjusted Performance Rank

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

IQDY
The Risk-Adjusted Performance Rank of IQDY is 7070
Overall Rank
The Sharpe Ratio Rank of IQDY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IQDY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IQDY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of IQDY is 7070
Martin Ratio Rank

IEI
The Risk-Adjusted Performance Rank of IEI is 8686
Overall Rank
The Sharpe Ratio Rank of IEI is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of IEI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IEI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of IEI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IEI is 8282
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.

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.



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Dividends

IQDY vs. IEI - Dividend Comparison

IQDY's dividend yield for the trailing twelve months is around 6.69%, more than IEI's 3.24% yield.


TTM20242023202220212020201920182017201620152014
IQDY
FlexShares International Quality Dividend Dynamic Index Fund
6.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEI
iShares 3-7 Year Treasury Bond ETF
3.24%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%

Drawdowns

IQDY vs. IEI - Drawdown Comparison

The maximum IQDY drawdown since its inception was -0.72%, smaller than the maximum IEI 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.


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Volatility

IQDY vs. IEI - Volatility Comparison


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