PQNT vs. EFAV
PQNT (Pictet AI Enhanced International Equity ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. PQNT is actively managed, while EFAV is passively managed. A 0.73 correlation means they provide meaningful diversification when combined. PQNT charges 0.30%/yr vs 0.20%/yr for EFAV.
Performance
PQNT vs. EFAV - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PQNT having a 6.44% return and EFAV slightly lower at 6.24%.
PQNT
- 1D
- -1.51%
- 1M
- -0.18%
- 6M
- 3.67%
- YTD
- 6.44%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EFAV
- 1D
- -1.02%
- 1M
- 3.47%
- 6M
- 4.93%
- YTD
- 6.24%
- 1Y
- 9.67%
- 3Y*
- 13.02%
- 5Y*
- 6.25%
- 10Y*
- 6.16%
- ALL TIME*
- 7.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $47.21M | $42.85M | $44.35M | |
| $400.63 | $1.86K | $14.02K |
PQNT vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PQNT Pictet AI Enhanced International Equity ETF | 6.44% | 4.20% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 6.24% | 3.50% |
Correlation
The correlation between PQNT and EFAV is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 16, 2025 | 0.73 |
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Return for Risk
PQNT vs. EFAV — Risk / Return Rank
PQNT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
PQNT vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pictet AI Enhanced International Equity ETF (PQNT) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.
| PQNT | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.17 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.46 | — |
| Martin ratioReturn relative to average drawdown | — | 3.37 | — |
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Drawdowns
PQNT vs. EFAV - Drawdown Comparison
The maximum PQNT drawdown since its inception was -11.16%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for PQNT and EFAV.
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Drawdown Indicators
| PQNT | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.16% | -27.56% | +16.40% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -2.92% | -3.42% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -2.13% | -4.76% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.88% | — |
Volatility
PQNT vs. EFAV - Volatility Comparison
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Volatility by Period
| PQNT | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.84% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.81% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 10.66% | +6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 11.84% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 13.02% | +3.96% |
PQNT vs. EFAV - Expense Ratio Comparison
PQNT has a 0.30% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
PQNT vs. EFAV - Dividend Comparison
PQNT's dividend yield for the trailing twelve months is around 0.37%, less than EFAV's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.18% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
PQNT Pictet AI Enhanced International Equity ETF | 0.37% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PQNT and EFAV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFAV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.30% for PQNT.
EFAV has the higher dividend yield at 3.18%, compared with 0.37% for PQNT.
They also come from different issuers: Pictet and iShares. Their fees differ too: 0.30% for PQNT and 0.20% for EFAV.
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