IWR vs. QIDX
IWR (iShares Russell Midcap ETF) and QIDX (Indexperts Quality Earnings Focused ETF) are both exchange-traded funds - IWR is a Mid Cap Blend Equities fund tracking the Russell Midcap Index, while QIDX is a Quality Factor fund actively managed by Indexperts. IWR is passively managed, while QIDX is actively managed. Over the past year, IWR returned 20.25% vs 14.22% for QIDX. Their correlation of 0.89 means they have usually moved in the same direction. IWR charges 0.19%/yr vs 0.50%/yr for QIDX.
Performance
IWR vs. QIDX - Performance Comparison
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Returns By Period
In the year-to-date period, IWR achieves a 14.55% return, which is significantly higher than QIDX's 10.40% return.
IWR
- 1D
- -0.28%
- 1M
- -0.59%
- 6M
- 11.19%
- YTD
- 14.55%
- 1Y
- 20.25%
- 3Y*
- 14.75%
- 5Y*
- 8.04%
- 10Y*
- 11.43%
- ALL TIME*
- 9.95%
QIDX
- 1D
- 0.55%
- 1M
- 0.29%
- 6M
- 6.42%
- YTD
- 10.40%
- 1Y
- 14.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $186.41M | $266.84M | $222.00M | |
| $53.70K | $62.72K | $42.16K |
IWR vs. QIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IWR iShares Russell Midcap ETF | 14.55% | 10.37% |
QIDX Indexperts Quality Earnings Focused ETF | 10.40% | 6.60% |
Correlation
The correlation between IWR and QIDX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.89 |
The correlation between IWR and QIDX has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
IWR vs. QIDX — Risk / Return Rank
IWR
QIDX
IWR vs. QIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and Indexperts Quality Earnings Focused ETF (QIDX). 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.
| IWR | QIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.90 | +0.38 |
| Martin ratioReturn relative to average drawdown | 8.85 | 6.38 | +2.48 |
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Drawdowns
IWR vs. QIDX - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for IWR and QIDX.
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Drawdown Indicators
| IWR | QIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -14.99% | -43.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -6.92% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | — | — |
Current DrawdownCurrent decline from peak | -0.93% | -0.44% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -2.13% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.06% | +0.04% |
Volatility
IWR vs. QIDX - Volatility Comparison
iShares Russell Midcap ETF (IWR) and Indexperts Quality Earnings Focused ETF (QIDX) have volatilities of 2.48% and 2.55%, 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.
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Volatility by Period
| IWR | QIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 2.55% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 8.24% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 11.02% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 14.20% | +4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 14.20% | +5.11% |
IWR vs. QIDX - Expense Ratio Comparison
IWR has a 0.19% expense ratio, which is lower than QIDX's 0.50% expense ratio.
Dividends
IWR vs. QIDX - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.16%, more than QIDX's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 1.16% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
QIDX Indexperts Quality Earnings Focused ETF | 0.86% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IWR and QIDX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QIDX has higher volatility (2.55%) compared to IWR (2.48%). In terms of maximum drawdown, IWR dropped -58.78% vs QIDX's -14.99%.
On 1-year performance, IWR leads with 20.25% vs 14.22% for QIDX. On fees, IWR is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IWR has performed better with a 20.25% return vs 14.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IWR is cheaper with a 0.19% expense ratio, compared with 0.50% for QIDX.
IWR has the higher dividend yield at 1.16%, compared with 0.86% for QIDX.
IWR is categorized as Mid Cap Blend Equities, while QIDX is Quality Factor. They also come from different issuers: iShares and Indexperts. Their fees differ too: 0.19% for IWR and 0.50% for QIDX.
IWR currently has the higher Sharpe Ratio (1.36 vs 1.20), 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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