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IWR vs. QIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWR vs. QIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and Indexperts Quality Earnings Focused ETF (QIDX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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

Compare historical risk-adjusted metric ranks over the past 12 months.

IWR
IWR Risk / Return Rank: 6262
Overall Rank
IWR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWR Omega Ratio Rank: 5555
Omega Ratio Rank
IWR Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWR Martin Ratio Rank: 7272
Martin Ratio Rank

QIDX
QIDX Risk / Return Rank: 4949
Overall Rank
QIDX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
QIDX Omega Ratio Rank: 4545
Omega Ratio Rank
QIDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
QIDX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


IWRQIDXDifference
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

IWR vs. QIDX - Sharpe Ratio Comparison

The current IWR Sharpe Ratio is 1.37, which is comparable to the QIDX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IWR and QIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IWRQIDXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.93%

-0.44%

-0.49%

Average Drawdown

Average peak-to-trough decline

-7.76%

-2.13%

-5.63%

Ulcer Index

Depth 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


IWRQIDXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IWR and QIDX

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