Correlation
The correlation between IQSI and IQDF is 0.75, 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.
IQSI vs. IQDF
Compare and contrast key facts about IQ Candriam ESG International Equity ETF (IQSI) and FlexShares International Quality Dividend Index Fund (IQDF).
IQSI and IQDF 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. IQDF is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Index. It was launched on Apr 12, 2013. Both IQSI and IQDF 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: IQSI or IQDF.
Performance
IQSI vs. IQDF - Performance Comparison
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Key characteristics
IQSI:
0.79
IQDF:
0.74
IQSI:
1.16
IQDF:
1.07
IQSI:
1.16
IQDF:
1.14
IQSI:
0.92
IQDF:
0.84
IQSI:
2.60
IQDF:
2.57
IQSI:
4.99%
IQDF:
4.55%
IQSI:
17.44%
IQDF:
16.98%
IQSI:
-31.90%
IQDF:
-39.83%
IQSI:
-0.51%
IQDF:
-0.97%
Returns By Period
In the year-to-date period, IQSI achieves a 16.13% return, which is significantly higher than IQDF's 14.93% return.
IQSI
16.13%
4.83%
12.36%
13.74%
10.94%
11.32%
N/A
IQDF
14.93%
4.10%
12.77%
12.53%
11.61%
11.84%
5.16%
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IQSI vs. IQDF - Expense Ratio Comparison
IQSI has a 0.15% expense ratio, which is lower than IQDF's 0.47% expense ratio.
Risk-Adjusted Performance
IQSI vs. IQDF — Risk-Adjusted Performance Rank
IQSI
IQDF
IQSI vs. IQDF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG International Equity ETF (IQSI) and FlexShares International Quality Dividend Index Fund (IQDF). 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
IQSI vs. IQDF - Dividend Comparison
IQSI's dividend yield for the trailing twelve months is around 2.36%, less than IQDF's 6.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQSI IQ Candriam ESG International Equity ETF | 2.36% | 2.79% | 2.98% | 2.89% | 2.75% | 1.65% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQDF FlexShares International Quality Dividend Index Fund | 6.20% | 6.72% | 6.06% | 5.59% | 4.13% | 3.16% | 4.46% | 5.77% | 3.89% | 3.75% | 4.27% | 4.36% |
Drawdowns
IQSI vs. IQDF - Drawdown Comparison
The maximum IQSI drawdown since its inception was -31.90%, smaller than the maximum IQDF drawdown of -39.83%. Use the drawdown chart below to compare losses from any high point for IQSI and IQDF.
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Volatility
IQSI vs. IQDF - Volatility Comparison
IQ Candriam ESG International Equity ETF (IQSI) has a higher volatility of 3.31% compared to FlexShares International Quality Dividend Index Fund (IQDF) at 3.08%. This indicates that IQSI's price experiences larger fluctuations and is considered to be riskier than IQDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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