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IQDY vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQDY vs. SBIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, IQDY achieves a 17.07% return, which is significantly lower than SBIT's 39.44% return.


IQDY

1D
-0.20%
1M
0.10%
6M
9.73%
YTD
17.07%
1Y
36.33%
3Y*
22.36%
5Y*
12.33%
10Y*
11.32%
ALL TIME*
8.81%

SBIT

1D
5.60%
1M
-6.04%
6M
32.41%
YTD
39.44%
1Y
98.77%
3Y*
5Y*
10Y*
ALL TIME*
-42.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$954.98K$579.98K$424.72K
$29.57M$32.71M$46.48M

IQDY vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
IQDY
FlexShares International Quality Dividend Dynamic Index Fund
17.07%37.44%2.91%
SBIT
Proshares Ultrashort Bitcoin ETF
39.44%-25.11%-73.74%

Correlation

The correlation between IQDY and SBIT is -0.43, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.43

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.36

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Return for Risk

IQDY vs. SBIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IQDY
IQDY Risk / Return Rank: 8484
Overall Rank
IQDY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IQDY Sortino Ratio Rank: 8282
Sortino Ratio Rank
IQDY Omega Ratio Rank: 8383
Omega Ratio Rank
IQDY Calmar Ratio Rank: 8686
Calmar Ratio Rank
IQDY Martin Ratio Rank: 8686
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 5555
Overall Rank
SBIT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 5656
Sortino Ratio Rank
SBIT Omega Ratio Rank: 5252
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6868
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IQDY vs. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Proshares Ultrashort Bitcoin ETF (SBIT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQDYSBITDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

3.38

2.35

+1.03

Martin ratioReturn relative to average drawdown

12.15

5.19

+6.96

IQDY vs. SBIT - Sharpe Ratio Comparison

The current IQDY Sharpe Ratio is 1.98, which is higher than the SBIT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of IQDY and SBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IQDY vs. SBIT - Drawdown Comparison

The maximum IQDY drawdown since its inception was -39.60%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for IQDY and SBIT.


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Drawdown Indicators


IQDYSBITDifference

Max Drawdown

Largest peak-to-trough decline

-39.60%

-91.35%

+51.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-47.94%

+37.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.30%

Max Drawdown (10Y)

Largest decline over 10 years

-39.60%

Current Drawdown

Current decline from peak

-3.62%

-77.87%

+74.25%

Average Drawdown

Average peak-to-trough decline

-9.03%

-69.07%

+60.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

21.67%

-18.77%

Volatility

IQDY vs. SBIT - Volatility Comparison

The current volatility for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) is 6.12%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 18.09%. This indicates that IQDY experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQDYSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

18.09%

-11.97%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

67.10%

-51.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

88.65%

-70.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

96.10%

-77.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

96.10%

-77.83%

IQDY vs. SBIT - Expense Ratio Comparison

IQDY has a 0.47% expense ratio, which is lower than SBIT's 0.95% expense ratio.


Dividends

IQDY vs. SBIT - Dividend Comparison

IQDY's dividend yield for the trailing twelve months is around 3.00%, less than SBIT's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
IQDY
FlexShares International Quality Dividend Dynamic Index Fund
3.00%3.26%6.95%6.45%5.52%3.89%2.62%3.85%5.97%3.57%3.77%4.08%
SBIT
Proshares Ultrashort Bitcoin ETF
4.03%0.52%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IQDY and SBIT have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (18.09%) compared to IQDY (6.12%). In terms of maximum drawdown, IQDY dropped -39.60% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 98.77% vs 36.33% for IQDY. On fees, IQDY is cheaper at 0.47% per year. On volatility, IQDY has been the lower-risk option at 6.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 98.77% return vs 36.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQDY is cheaper with a 0.47% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 4.03%, compared with 3.00% for IQDY.

IQDY is categorized as Quality Factor, while SBIT is Cryptocurrency. IQDY tracks Northern Trust International Quality Dividend Dynamic Index, while SBIT tracks Bloomberg Bitcoin Index (-200%). They also come from different issuers: Northern Trust and ProShares. Their fees differ too: 0.47% for IQDY and 0.95% for SBIT.

IQDY currently has the higher Sharpe Ratio (1.98 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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