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

Correlation

The correlation between IQDY and IQDE 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

IQDY vs. IQDE - Performance Comparison

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

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Key characteristics

Returns By Period


IQDY

YTD

11.97%

1M

10.63%

6M

9.72%

1Y

11.81%

5Y*

14.44%

10Y*

6.16%

IQDE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IQDY vs. IQDE - Expense Ratio Comparison

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


Risk-Adjusted Performance

IQDY vs. IQDE — 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 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

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
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. IQDE - Risk-Adjusted Performance Comparison

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

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


TTM20242023202220212020201920182017201620152014
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%
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%

Drawdowns

IQDY vs. IQDE - Drawdown Comparison


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Volatility

IQDY vs. IQDE - Volatility Comparison


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