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QAT vs. VHT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QAT vs. VHT - Performance Comparison

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

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QAT vs. VHT - 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%
VHT
Vanguard Health Care ETF
-5.04%15.46%2.66%2.52%-5.60%20.57%18.29%21.87%5.58%23.26%

Returns By Period

In the year-to-date period, QAT achieves a -1.16% return, which is significantly higher than VHT's -5.04% return. Over the past 10 years, QAT has underperformed VHT with an annualized return of 3.21%, while VHT has yielded a comparatively higher 9.72% 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%

VHT

1D
2.24%
1M
-7.50%
YTD
-5.04%
6M
5.91%
1Y
4.70%
3Y*
6.16%
5Y*
5.09%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QAT vs. VHT - Expense Ratio Comparison

QAT has a 0.59% expense ratio, which is higher than VHT's 0.10% expense ratio.


Return for Risk

QAT vs. VHT — 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

VHT
VHT Risk / Return Rank: 2121
Overall Rank
VHT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VHT Sortino Ratio Rank: 2020
Sortino Ratio Rank
VHT Omega Ratio Rank: 1919
Omega Ratio Rank
VHT Calmar Ratio Rank: 2525
Calmar Ratio Rank
VHT Martin Ratio Rank: 2121
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. VHT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Qatar ETF (QAT) and Vanguard Health Care ETF (VHT). 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.


QATVHTDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.27

+0.35

Sortino ratio

Return per unit of downside risk

0.86

0.49

+0.37

Omega ratio

Gain probability vs. loss probability

1.13

1.06

+0.07

Calmar ratio

Return relative to maximum drawdown

0.82

0.51

+0.30

Martin ratio

Return relative to average drawdown

1.80

1.09

+0.70

QAT vs. VHT - Sharpe Ratio Comparison

The current QAT Sharpe Ratio is 0.62, which is higher than the VHT Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of QAT and VHT, 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


QATVHTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.27

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.34

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.58

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.56

-0.49

Correlation

The correlation between QAT and VHT is 0.21, 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. VHT - Dividend Comparison

QAT's dividend yield for the trailing twelve months is around 3.55%, more than VHT's 1.73% 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%
VHT
Vanguard Health Care ETF
1.73%1.61%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%

Drawdowns

QAT vs. VHT - Drawdown Comparison

The maximum QAT drawdown since its inception was -45.21%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for QAT and VHT.


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Drawdown Indicators


QATVHTDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-39.12%

-6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-10.40%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-17.71%

-15.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-28.85%

-5.19%

Current Drawdown

Current decline from peak

-13.45%

-8.05%

-5.40%

Average Drawdown

Average peak-to-trough decline

-19.29%

-5.98%

-13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

4.96%

-0.15%

Volatility

QAT vs. VHT - Volatility Comparison

iShares MSCI Qatar ETF (QAT) and Vanguard Health Care ETF (VHT) have volatilities of 5.05% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QATVHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.10%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

10.28%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

17.61%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

14.85%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

16.94%

+0.66%