QAT vs. SJM
QAT (iShares MSCI Qatar ETF) is Emerging Markets Equities fund tracking the MSCI All Qatar Capped Index, while SJM (The J. M. Smucker Company) is a stock. Over the past 10 years, QAT returned 2.88%/yr vs 0.53%/yr for SJM. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
QAT vs. SJM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QAT achieves a -4.44% return, which is significantly lower than SJM's 24.52% return. Over the past 10 years, QAT has outperformed SJM with an annualized return of 2.88%, while SJM has yielded a comparatively lower 0.53% annualized return.
QAT
- 1D
- -0.46%
- 1M
- -3.26%
- 6M
- -8.76%
- YTD
- -4.44%
- 1Y
- -7.45%
- 3Y*
- 1.12%
- 5Y*
- 2.65%
- 10Y*
- 2.88%
- ALL TIME*
- 0.92%
SJM
- 1D
- -2.41%
- 1M
- 2.56%
- 6M
- 16.15%
- YTD
- 24.52%
- 1Y
- 14.77%
- 3Y*
- -3.68%
- 5Y*
- 1.55%
- 10Y*
- 0.53%
- ALL TIME*
- 8.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $941.21K | $596.55K | $1.10M | |
| $193.55M | $180.38M | $188.18M |
QAT vs. SJM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QAT iShares MSCI Qatar ETF | -4.44% | 8.81% | 5.20% | 2.72% | -7.23% | 14.42% | 6.94% | -0.44% | 20.03% | -11.66% |
SJM The J. M. Smucker Company | 24.52% | -7.56% | -9.61% | -17.79% | 20.06% | 21.05% | 14.50% | 14.90% | -22.58% | -0.49% |
Correlation
The correlation between QAT and SJM is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 1, 2014 | 0.08 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QAT vs. SJM — Risk / Return Rank
QAT
SJM
QAT vs. SJM - Risk-Adjusted Trends 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.
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.
| QAT | SJM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.12 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 0.69 | -1.34 |
| Martin ratioReturn relative to average drawdown | -1.14 | 1.67 | -2.81 |
Loading charts...
Drawdowns
QAT vs. SJM - Drawdown Comparison
The maximum QAT drawdown since its inception was -45.21%, roughly equal to the maximum SJM drawdown of -45.67%. Use the drawdown chart below to compare losses from any high point for QAT and SJM.
Loading charts...
Drawdown Indicators
| QAT | SJM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.21% | -45.67% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -22.82% | +11.34% |
Max Drawdown (3Y)Largest decline over 3 years | -15.47% | -33.43% | +17.96% |
Max Drawdown (5Y)Largest decline over 5 years | -33.17% | -38.11% | +4.94% |
Max Drawdown (10Y)Largest decline over 10 years | -34.04% | -38.11% | +4.07% |
Current DrawdownCurrent decline from peak | -16.32% | -16.65% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -19.10% | -13.51% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 9.45% | -2.92% |
Volatility
QAT vs. SJM - Volatility Comparison
The current volatility for iShares MSCI Qatar ETF (QAT) is 3.27%, while The J. M. Smucker Company (SJM) has a volatility of 10.31%. This indicates that QAT experiences smaller price fluctuations and is considered to be less risky than SJM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QAT | SJM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 10.31% | -7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 22.95% | -11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 28.83% | -15.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 24.84% | -9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 24.74% | -7.25% |
Dividends
QAT vs. SJM - Dividend Comparison
QAT's dividend yield for the trailing twelve months is around 4.89%, more than SJM's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QAT iShares MSCI Qatar ETF | 4.89% | 3.51% | 5.90% | 3.92% | 4.78% | 2.33% | 2.63% | 3.57% | 4.63% | 4.10% | 3.51% | 4.49% |
SJM The J. M. Smucker Company | 3.69% | 4.46% | 3.89% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% |
Frequently Asked Questions
QAT and SJM have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SJM has higher volatility (10.31%) compared to QAT (3.27%). In terms of maximum drawdown, QAT dropped -45.21% vs SJM's -45.67%.
SJM currently has the higher Sharpe Ratio (0.55 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for QAT and SJM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer