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

Correlation

The correlation between IQDY and SCHD is 0.64, 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.


-0.50.00.51.00.6

Performance

IQDY vs. SCHD - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
88.26%
270.86%
IQDY
SCHD

Key characteristics

Sharpe Ratio

IQDY:

0.56

SCHD:

1.20

Sortino Ratio

IQDY:

0.87

SCHD:

1.76

Omega Ratio

IQDY:

1.11

SCHD:

1.21

Calmar Ratio

IQDY:

0.88

SCHD:

1.69

Martin Ratio

IQDY:

2.25

SCHD:

5.86

Ulcer Index

IQDY:

3.69%

SCHD:

2.30%

Daily Std Dev

IQDY:

14.81%

SCHD:

11.25%

Max Drawdown

IQDY:

-39.59%

SCHD:

-33.37%

Current Drawdown

IQDY:

-9.23%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, IQDY achieves a 4.94% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, IQDY has underperformed SCHD with an annualized return of 5.86%, while SCHD has yielded a comparatively higher 10.86% annualized return.


IQDY

YTD

4.94%

1M

-0.52%

6M

-1.28%

1Y

6.27%

5Y*

6.28%

10Y*

5.86%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQDY vs. SCHD - Expense Ratio Comparison

IQDY has a 0.47% expense ratio, which is higher than SCHD's 0.06% 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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IQDY vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Schwab US Dividend Equity ETF (SCHD). 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 market0.002.004.000.561.20
The chart of Sortino ratio for IQDY, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.000.871.76
The chart of Omega ratio for IQDY, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.21
The chart of Calmar ratio for IQDY, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.881.69
The chart of Martin ratio for IQDY, currently valued at 2.25, compared to the broader market0.0020.0040.0060.0080.00100.002.255.86
IQDY
SCHD

The current IQDY Sharpe Ratio is 0.56, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IQDY and SCHD, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.56
1.20
IQDY
SCHD

Dividends

IQDY vs. SCHD - Dividend Comparison

IQDY's dividend yield for the trailing twelve months is around 7.02%, more than SCHD's 3.64% 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%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

IQDY vs. SCHD - Drawdown Comparison

The maximum IQDY drawdown since its inception was -39.59%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IQDY and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-6.72%
IQDY
SCHD

Volatility

IQDY vs. SCHD - Volatility Comparison

The current volatility for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) is 3.62%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. This indicates that IQDY experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.88%
IQDY
SCHD
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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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