QAT vs. MCD
Compare and contrast key facts about iShares MSCI Qatar ETF (QAT) and McDonald's Corporation (MCD).
QAT is a passively managed fund by iShares that tracks the performance of the MSCI All Qatar Capped Index. It was launched on Apr 29, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QAT or MCD.
Performance
QAT vs. MCD - Performance Comparison
Returns By Period
In the year-to-date period, QAT achieves a 5.34% return, which is significantly higher than MCD's -0.11% return. Over the past 10 years, QAT has underperformed MCD with an annualized return of 0.01%, while MCD has yielded a comparatively higher 14.59% annualized return.
QAT
5.34%
-0.82%
10.78%
8.70%
4.06%
0.01%
MCD
-0.11%
-7.62%
10.82%
6.24%
11.13%
14.59%
Key characteristics
| QAT | MCD | |
|---|---|---|
| Sharpe Ratio | 0.63 | 0.38 |
| Sortino Ratio | 0.97 | 0.64 |
| Omega Ratio | 1.12 | 1.08 |
| Calmar Ratio | 0.28 | 0.39 |
| Martin Ratio | 2.28 | 0.87 |
| Ulcer Index | 3.77% | 7.81% |
| Daily Std Dev | 13.66% | 17.75% |
| Max Drawdown | -45.21% | -73.62% |
| Current Drawdown | -19.42% | -8.10% |
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Correlation
The correlation between QAT and MCD is 0.15, 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.
Risk-Adjusted Performance
QAT vs. MCD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Qatar ETF (QAT) and McDonald's Corporation (MCD). 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.
Dividends
QAT vs. MCD - Dividend Comparison
QAT's dividend yield for the trailing twelve months is around 4.22%, more than MCD's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QAT iShares MSCI Qatar ETF | 4.22% | 3.93% | 4.78% | 2.34% | 2.63% | 3.57% | 4.63% | 4.10% | 3.52% | 4.49% | 0.00% | 0.00% |
MCD McDonald's Corporation | 2.30% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
Drawdowns
QAT vs. MCD - Drawdown Comparison
The maximum QAT drawdown since its inception was -45.21%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for QAT and MCD. For additional features, visit the drawdowns tool.
Volatility
QAT vs. MCD - Volatility Comparison
The current volatility for iShares MSCI Qatar ETF (QAT) is 4.31%, while McDonald's Corporation (MCD) has a volatility of 7.42%. This indicates that QAT experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.