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QAT vs. DGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QAT vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Qatar ETF (QAT) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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QAT vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QAT
iShares MSCI Qatar ETF
-1.16%8.81%5.20%2.72%-7.23%14.42%6.94%-0.44%20.03%-11.66%
DGRO
iShares Core Dividend Growth ETF
1.57%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Returns By Period

In the year-to-date period, QAT achieves a -1.16% return, which is significantly lower than DGRO's 1.57% return. Over the past 10 years, QAT has underperformed DGRO with an annualized return of 3.21%, while DGRO has yielded a comparatively higher 12.81% annualized return.


QAT

1D
2.22%
1M
-4.42%
YTD
-1.16%
6M
-3.61%
1Y
8.10%
3Y*
5.46%
5Y*
3.59%
10Y*
3.21%

DGRO

1D
1.74%
1M
-4.56%
YTD
1.57%
6M
4.23%
1Y
16.09%
3Y*
14.59%
5Y*
10.13%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QAT vs. DGRO - Expense Ratio Comparison

QAT has a 0.59% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Return for Risk

QAT vs. DGRO — Risk / Return Rank

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

QAT
QAT Risk / Return Rank: 3131
Overall Rank
QAT Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QAT Sortino Ratio Rank: 3131
Sortino Ratio Rank
QAT Omega Ratio Rank: 3232
Omega Ratio Rank
QAT Calmar Ratio Rank: 3434
Calmar Ratio Rank
QAT Martin Ratio Rank: 2525
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 6969
Overall Rank
DGRO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 6868
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6767
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7575
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.

QAT vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Qatar ETF (QAT) and iShares Core Dividend Growth ETF (DGRO). 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.


QATDGRODifference

Sharpe ratio

Return per unit of total volatility

0.62

1.12

-0.50

Sortino ratio

Return per unit of downside risk

0.86

1.63

-0.77

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.12

Calmar ratio

Return relative to maximum drawdown

0.82

1.58

-0.77

Martin ratio

Return relative to average drawdown

1.80

7.35

-5.56

QAT vs. DGRO - Sharpe Ratio Comparison

The current QAT Sharpe Ratio is 0.62, which is lower than the DGRO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of QAT and DGRO, 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


QATDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.12

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.74

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.77

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.73

-0.67

Correlation

The correlation between QAT and DGRO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QAT vs. DGRO - Dividend Comparison

QAT's dividend yield for the trailing twelve months is around 3.55%, more than DGRO's 2.10% yield.


TTM20252024202320222021202020192018201720162015
QAT
iShares MSCI Qatar ETF
3.55%3.51%5.90%3.92%4.78%2.33%2.63%3.57%4.63%4.10%3.51%4.49%
DGRO
iShares Core Dividend Growth ETF
2.10%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Drawdowns

QAT vs. DGRO - Drawdown Comparison

The maximum QAT drawdown since its inception was -45.21%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for QAT and DGRO.


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Drawdown Indicators


QATDGRODifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-35.10%

-10.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-10.92%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-19.31%

-13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-35.10%

+1.06%

Current Drawdown

Current decline from peak

-13.45%

-4.73%

-8.72%

Average Drawdown

Average peak-to-trough decline

-19.29%

-3.48%

-15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

2.35%

+2.46%

Volatility

QAT vs. DGRO - Volatility Comparison

iShares MSCI Qatar ETF (QAT) has a higher volatility of 5.05% compared to iShares Core Dividend Growth ETF (DGRO) at 3.66%. This indicates that QAT's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QATDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

3.66%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

7.22%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

14.50%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

13.84%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

16.63%

+0.97%