IQLT vs. ROE
IQLT (iShares MSCI Intl Quality Factor ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Quality Factor funds. IQLT is passively managed, while ROE is actively managed. Over the past 3 years, IQLT returned 14.51%/yr vs 20.30%/yr for ROE. Their 0.73 correlation means they have sometimes moved together and sometimes differently. IQLT charges 0.30%/yr vs 0.49%/yr for ROE.
Performance
IQLT vs. ROE - Performance Comparison
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Returns By Period
In the year-to-date period, IQLT achieves a 12.06% return, which is significantly lower than ROE's 20.35% return.
IQLT
- 1D
- -0.81%
- 1M
- 1.15%
- 6M
- 6.98%
- YTD
- 12.06%
- 1Y
- 24.16%
- 3Y*
- 14.51%
- 5Y*
- 7.74%
- 10Y*
- 9.70%
- ALL TIME*
- 8.64%
ROE
- 1D
- 0.50%
- 1M
- 0.63%
- 6M
- 16.21%
- YTD
- 20.35%
- 1Y
- 33.36%
- 3Y*
- 20.30%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $80.44M | $83.91M | $72.09M | |
| $1.20M | $1.18M | $910.23K |
IQLT vs. ROE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IQLT iShares MSCI Intl Quality Factor ETF | 12.06% | 25.42% | 1.54% | 3.96% |
ROE Astoria US Equal Weight Quality Kings ETF | 20.35% | 17.20% | 18.34% | 4.31% |
Correlation
The correlation between IQLT and ROE is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.73 |
The correlation between IQLT and ROE has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.
IQLT vs. ROE - Sectors Allocation Comparison
Sectors
IQLT
ROE
Financial Services
Industrials
Technology
Healthcare
Consumer Cyclical
Basic Materials
Consumer Defensive
Energy
Utilities
Communication Services
Real Estate
Financial Services
IQLT
ROE
Industrials
IQLT
ROE
Technology
IQLT
ROE
Healthcare
IQLT
ROE
Consumer Cyclical
IQLT
ROE
Basic Materials
IQLT
ROE
Consumer Defensive
IQLT
ROE
Energy
IQLT
ROE
Utilities
IQLT
ROE
Communication Services
IQLT
ROE
Real Estate
IQLT
ROE
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Return for Risk
IQLT vs. ROE — Risk / Return Rank
IQLT
ROE
IQLT vs. ROE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and Astoria US Equal Weight Quality Kings ETF (ROE). 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.
| IQLT | ROE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.72 | -1.42 |
| Martin ratioReturn relative to average drawdown | 9.18 | 15.82 | -6.64 |
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Drawdowns
IQLT vs. ROE - Drawdown Comparison
The maximum IQLT drawdown since its inception was -32.21%, which is greater than ROE's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for IQLT and ROE.
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Drawdown Indicators
| IQLT | ROE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.21% | -19.10% | -13.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -8.66% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -19.10% | +5.92% |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -1.30% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -2.54% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.03% | +0.56% |
Volatility
IQLT vs. ROE - Volatility Comparison
iShares MSCI Intl Quality Factor ETF (IQLT) has a higher volatility of 3.86% compared to Astoria US Equal Weight Quality Kings ETF (ROE) at 3.59%. This indicates that IQLT's price experiences larger fluctuations and is considered to be riskier than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQLT | ROE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.59% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 11.81% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.07% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 15.87% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 15.87% | +0.90% |
IQLT vs. ROE - Expense Ratio Comparison
IQLT has a 0.30% expense ratio, which is lower than ROE's 0.49% expense ratio.
Dividends
IQLT vs. ROE - Dividend Comparison
IQLT's dividend yield for the trailing twelve months is around 2.38%, more than ROE's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQLT iShares MSCI Intl Quality Factor ETF | 2.38% | 2.33% | 2.87% | 2.27% | 3.14% | 2.24% | 1.61% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% |
ROE Astoria US Equal Weight Quality Kings ETF | 1.01% | 0.97% | 1.18% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQLT and ROE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IQLT has higher volatility (3.86%) compared to ROE (3.59%). In terms of maximum drawdown, IQLT dropped -32.21% vs ROE's -19.10%.
On 3-year performance, ROE leads with 20.30% vs 14.51% for IQLT. On fees, IQLT is cheaper at 0.30% per year. On volatility, ROE has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ROE has performed better with a 20.30% return vs 14.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IQLT is cheaper with a 0.30% expense ratio, compared with 0.49% for ROE.
IQLT has the higher dividend yield at 2.38%, compared with 1.01% for ROE.
They also come from different issuers: iShares and Astoria. Their fees differ too: 0.30% for IQLT and 0.49% for ROE.
ROE currently has the higher Sharpe Ratio (2.14 vs 1.58), 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.
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