Correlation
The correlation between IQDY and VXUS 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.
IQDY vs. VXUS
Compare and contrast key facts about FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Vanguard Total International Stock ETF (VXUS).
IQDY and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDY is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Dynamic Index. It was launched on Apr 12, 2013. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both IQDY and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQDY or VXUS.
Performance
IQDY vs. VXUS - Performance Comparison
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Key characteristics
IQDY:
0.72
VXUS:
0.83
IQDY:
1.19
VXUS:
1.37
IQDY:
1.16
VXUS:
1.19
IQDY:
0.96
VXUS:
1.12
IQDY:
2.95
VXUS:
3.58
IQDY:
4.81%
VXUS:
4.27%
IQDY:
18.81%
VXUS:
16.91%
IQDY:
-39.59%
VXUS:
-35.97%
IQDY:
0.00%
VXUS:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with IQDY having a 15.18% return and VXUS slightly lower at 15.11%. Over the past 10 years, IQDY has outperformed VXUS with an annualized return of 6.58%, while VXUS has yielded a comparatively lower 5.87% annualized return.
IQDY
15.18%
4.22%
13.35%
13.37%
11.82%
12.00%
6.58%
VXUS
15.11%
4.00%
11.58%
13.99%
9.79%
9.43%
5.87%
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IQDY vs. VXUS - Expense Ratio Comparison
IQDY has a 0.47% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
IQDY vs. VXUS — Risk-Adjusted Performance Rank
IQDY
VXUS
IQDY vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
IQDY's dividend yield for the trailing twelve months is around 6.44%, more than VXUS's 2.89% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDY FlexShares International Quality Dividend Dynamic Index Fund | 6.44% | 6.96% | 6.45% | 5.52% | 3.89% | 2.62% | 3.85% | 5.97% | 3.57% | 3.77% | 4.08% | 4.34% |
VXUS Vanguard Total International Stock ETF | 2.89% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
IQDY vs. VXUS - Drawdown Comparison
The maximum IQDY drawdown since its inception was -39.59%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IQDY and VXUS.
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Volatility
IQDY vs. VXUS - Volatility Comparison
The current volatility for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) is 2.78%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.07%. This indicates that IQDY experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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