QAT vs. SJM
Compare and contrast key facts about iShares MSCI Qatar ETF (QAT) and The J. M. Smucker Company (SJM).
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 SJM.
Key characteristics
| QAT | SJM | |
|---|---|---|
| YTD Return | 6.27% | -7.59% |
| 1Y Return | 13.80% | 3.91% |
| 3Y Return (Ann) | -0.29% | -0.25% |
| 5Y Return (Ann) | 4.62% | 4.16% |
| 10Y Return (Ann) | 0.37% | 3.71% |
| Sharpe Ratio | 1.00 | 0.15 |
| Sortino Ratio | 1.48 | 0.38 |
| Omega Ratio | 1.18 | 1.04 |
| Calmar Ratio | 0.46 | 0.10 |
| Martin Ratio | 3.71 | 0.34 |
| Ulcer Index | 3.77% | 9.88% |
| Daily Std Dev | 14.09% | 22.03% |
| Max Drawdown | -45.21% | -45.96% |
| Current Drawdown | -18.71% | -25.96% |
Correlation
The correlation between QAT and SJM is 0.09, 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.
Performance
QAT vs. SJM - Performance Comparison
In the year-to-date period, QAT achieves a 6.27% return, which is significantly higher than SJM's -7.59% return. Over the past 10 years, QAT has underperformed SJM with an annualized return of 0.37%, while SJM has yielded a comparatively higher 3.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QAT vs. SJM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Qatar ETF (QAT) and The J. M. Smucker Company (SJM). 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. SJM - Dividend Comparison
QAT's dividend yield for the trailing twelve months is around 4.19%, more than SJM's 3.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QAT iShares MSCI Qatar ETF | 4.19% | 3.92% | 4.78% | 2.33% | 2.63% | 3.57% | 4.63% | 4.10% | 3.51% | 4.49% | 0.00% | 0.00% |
SJM The J. M. Smucker Company | 3.75% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% | 2.12% |
Drawdowns
QAT vs. SJM - Drawdown Comparison
The maximum QAT drawdown since its inception was -45.21%, roughly equal to the maximum SJM drawdown of -45.96%. Use the drawdown chart below to compare losses from any high point for QAT and SJM. For additional features, visit the drawdowns tool.
Volatility
QAT vs. SJM - Volatility Comparison
iShares MSCI Qatar ETF (QAT) has a higher volatility of 4.70% compared to The J. M. Smucker Company (SJM) at 4.26%. This indicates that QAT's price experiences larger fluctuations and is considered to be riskier than SJM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.