PortfoliosLab logoPortfoliosLab logo
IQLT vs. DIHP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQLT vs. DIHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Quality Factor ETF (IQLT) and Dimensional International High Profitability ETF (DIHP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IQLT vs. DIHP - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQLT
iShares MSCI Intl Quality Factor ETF
1.72%25.42%1.54%18.73%-9.22%
DIHP
Dimensional International High Profitability ETF
2.17%28.26%0.50%19.07%-10.88%

Returns By Period

In the year-to-date period, IQLT achieves a 1.72% return, which is significantly lower than DIHP's 2.17% return.


IQLT

1D
3.15%
1M
-6.96%
YTD
1.72%
6M
5.66%
1Y
19.32%
3Y*
12.17%
5Y*
7.25%
10Y*
9.09%

DIHP

1D
2.71%
1M
-8.04%
YTD
2.17%
6M
6.84%
1Y
22.36%
3Y*
12.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IQLT vs. DIHP - Expense Ratio Comparison

IQLT has a 0.30% expense ratio, which is higher than DIHP's 0.29% expense ratio.


Return for Risk

IQLT vs. DIHP — Risk / Return Rank

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

IQLT
IQLT Risk / Return Rank: 6969
Overall Rank
IQLT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IQLT Sortino Ratio Rank: 6969
Sortino Ratio Rank
IQLT Omega Ratio Rank: 6666
Omega Ratio Rank
IQLT Calmar Ratio Rank: 7272
Calmar Ratio Rank
IQLT Martin Ratio Rank: 6969
Martin Ratio Rank

DIHP
DIHP Risk / Return Rank: 7676
Overall Rank
DIHP Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DIHP Sortino Ratio Rank: 7777
Sortino Ratio Rank
DIHP Omega Ratio Rank: 7676
Omega Ratio Rank
DIHP Calmar Ratio Rank: 7575
Calmar Ratio Rank
DIHP Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IQLT vs. DIHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and Dimensional International High Profitability ETF (DIHP). 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.


IQLTDIHPDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.39

-0.24

Sortino ratio

Return per unit of downside risk

1.69

1.95

-0.26

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.77

1.97

-0.21

Martin ratio

Return relative to average drawdown

6.68

7.82

-1.14

IQLT vs. DIHP - Sharpe Ratio Comparison

The current IQLT Sharpe Ratio is 1.15, which is comparable to the DIHP Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IQLT and DIHP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IQLTDIHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.39

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.54

-0.07

Correlation

The correlation between IQLT and DIHP is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IQLT vs. DIHP - Dividend Comparison

IQLT's dividend yield for the trailing twelve months is around 2.29%, more than DIHP's 2.14% yield.


TTM20252024202320222021202020192018201720162015
IQLT
iShares MSCI Intl Quality Factor ETF
2.29%2.33%2.87%2.27%3.14%2.24%1.61%2.28%2.72%2.36%2.91%2.78%
DIHP
Dimensional International High Profitability ETF
2.14%2.02%2.30%2.17%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQLT vs. DIHP - Drawdown Comparison

The maximum IQLT drawdown since its inception was -32.21%, which is greater than DIHP's maximum drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for IQLT and DIHP.


Loading graphics...

Drawdown Indicators


IQLTDIHPDifference

Max Drawdown

Largest peak-to-trough decline

-32.21%

-24.94%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-10.92%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

Max Drawdown (10Y)

Largest decline over 10 years

-32.21%

Current Drawdown

Current decline from peak

-7.02%

-8.04%

+1.02%

Average Drawdown

Average peak-to-trough decline

-6.29%

-4.90%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.75%

-0.01%

Volatility

IQLT vs. DIHP - Volatility Comparison

iShares MSCI Intl Quality Factor ETF (IQLT) and Dimensional International High Profitability ETF (DIHP) have volatilities of 7.46% and 7.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IQLTDIHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

7.13%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

10.29%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

16.21%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

16.25%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

16.25%

+0.67%