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QAI vs. KMLM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QAI vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Hedge Multi-Strategy Tracker ETF (QAI) and KFA Mount Lucas Index Strategy ETF (KMLM). The values are adjusted to include any dividend payments, if applicable.

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QAI vs. KMLM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.82%8.29%6.67%10.07%-8.68%-0.16%1.61%
KMLM
KFA Mount Lucas Index Strategy ETF
8.67%-2.98%-1.69%-5.66%30.61%7.04%5.40%

Returns By Period

In the year-to-date period, QAI achieves a 1.82% return, which is significantly lower than KMLM's 8.67% return.


QAI

1D
1.25%
1M
-2.23%
YTD
1.82%
6M
2.98%
1Y
10.61%
3Y*
8.05%
5Y*
3.40%
10Y*
3.30%

KMLM

1D
-0.28%
1M
4.21%
YTD
8.67%
6M
10.01%
1Y
8.60%
3Y*
0.44%
5Y*
5.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QAI vs. KMLM - Expense Ratio Comparison

QAI has a 0.79% expense ratio, which is lower than KMLM's 0.90% expense ratio.


Return for Risk

QAI vs. KMLM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QAI
QAI Risk / Return Rank: 8080
Overall Rank
QAI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 8080
Sortino Ratio Rank
QAI Omega Ratio Rank: 8282
Omega Ratio Rank
QAI Calmar Ratio Rank: 7676
Calmar Ratio Rank
QAI Martin Ratio Rank: 8383
Martin Ratio Rank

KMLM
KMLM Risk / Return Rank: 4646
Overall Rank
KMLM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 5050
Sortino Ratio Rank
KMLM Omega Ratio Rank: 4444
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4848
Calmar Ratio Rank
KMLM Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QAI vs. KMLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Hedge Multi-Strategy Tracker ETF (QAI) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.


QAIKMLMDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.88

+0.53

Sortino ratio

Return per unit of downside risk

1.99

1.27

+0.72

Omega ratio

Gain probability vs. loss probability

1.31

1.16

+0.15

Calmar ratio

Return relative to maximum drawdown

1.93

1.13

+0.80

Martin ratio

Return relative to average drawdown

8.93

3.31

+5.62

QAI vs. KMLM - Sharpe Ratio Comparison

The current QAI Sharpe Ratio is 1.41, which is higher than the KMLM Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of QAI and KMLM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QAIKMLMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.88

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.39

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.03

Correlation

The correlation between QAI and KMLM is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QAI vs. KMLM - Dividend Comparison

QAI's dividend yield for the trailing twelve months is around 1.48%, less than KMLM's 4.62% yield.


TTM20252024202320222021202020192018201720162015
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.48%1.50%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%
KMLM
KFA Mount Lucas Index Strategy ETF
4.62%5.02%0.82%0.00%13.22%6.94%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QAI vs. KMLM - Drawdown Comparison

The maximum QAI drawdown since its inception was -14.95%, smaller than the maximum KMLM drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for QAI and KMLM.


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Drawdown Indicators


QAIKMLMDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-27.47%

+12.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-6.73%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-27.47%

+13.15%

Max Drawdown (10Y)

Largest decline over 10 years

-14.95%

Current Drawdown

Current decline from peak

-2.51%

-15.27%

+12.76%

Average Drawdown

Average peak-to-trough decline

-2.60%

-12.73%

+10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.41%

-1.24%

Volatility

QAI vs. KMLM - Volatility Comparison

The current volatility for IQ Hedge Multi-Strategy Tracker ETF (QAI) is 2.83%, while KFA Mount Lucas Index Strategy ETF (KMLM) has a volatility of 4.05%. This indicates that QAI experiences smaller price fluctuations and is considered to be less risky than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QAIKMLMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

4.05%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

7.22%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

9.84%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.51%

14.57%

-8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

14.67%

-8.55%