IQSI vs. FDT
Compare and contrast key facts about IQ Candriam ESG International Equity ETF (IQSI) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT).
IQSI and FDT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQSI is a passively managed fund by New York Life that tracks the performance of the IQ Candriam ESG International Equity Index. It was launched on Dec 17, 2019. FDT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Index. It was launched on Apr 18, 2011. Both IQSI and FDT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IQSI vs. FDT - Performance Comparison
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IQSI vs. FDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IQSI IQ Candriam ESG International Equity ETF | 2.08% | 26.95% | 4.84% | 16.21% | -14.76% | 12.70% | 10.36% | 0.27% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 11.73% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 4.29% | 0.31% |
Returns By Period
In the year-to-date period, IQSI achieves a 2.08% return, which is significantly lower than FDT's 11.73% return.
IQSI
- 1D
- 1.61%
- 1M
- -5.50%
- YTD
- 2.08%
- 6M
- 5.15%
- 1Y
- 21.96%
- 3Y*
- 13.58%
- 5Y*
- 7.48%
- 10Y*
- —
FDT
- 1D
- 1.73%
- 1M
- -7.63%
- YTD
- 11.73%
- 6M
- 18.75%
- 1Y
- 57.05%
- 3Y*
- 25.20%
- 5Y*
- 11.64%
- 10Y*
- 9.91%
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IQSI vs. FDT - Expense Ratio Comparison
IQSI has a 0.15% expense ratio, which is lower than FDT's 0.80% expense ratio.
Return for Risk
IQSI vs. FDT — Risk / Return Rank
IQSI
FDT
IQSI vs. FDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG International Equity ETF (IQSI) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT). 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.
| IQSI | FDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.96 | -1.71 |
Sortino ratioReturn per unit of downside risk | 1.79 | 3.59 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.56 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 4.30 | -2.45 |
Martin ratioReturn relative to average drawdown | 7.16 | 17.64 | -10.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQSI | FDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.96 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.65 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.36 | +0.10 |
Correlation
The correlation between IQSI and FDT is 0.87, 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
IQSI vs. FDT - Dividend Comparison
IQSI's dividend yield for the trailing twelve months is around 2.68%, less than FDT's 3.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQSI IQ Candriam ESG International Equity ETF | 2.68% | 2.75% | 2.79% | 2.98% | 2.89% | 2.75% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.19% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
Drawdowns
IQSI vs. FDT - Drawdown Comparison
The maximum IQSI drawdown since its inception was -31.90%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for IQSI and FDT.
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Drawdown Indicators
| IQSI | FDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.90% | -46.10% | +14.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -13.41% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.86% | -33.18% | +3.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.10% | — |
Current DrawdownCurrent decline from peak | -7.64% | -8.75% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -10.86% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.27% | -0.19% |
Volatility
IQSI vs. FDT - Volatility Comparison
The current volatility for IQ Candriam ESG International Equity ETF (IQSI) is 7.48%, while First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a volatility of 8.78%. This indicates that IQSI experiences smaller price fluctuations and is considered to be less risky than FDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQSI | FDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 8.78% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 14.05% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 19.39% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 17.87% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.01% | 18.33% | +0.68% |