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QDEF vs. FDVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDEF vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Quality Dividend Defensive Index Fund (QDEF) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

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QDEF vs. FDVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDEF
FlexShares Quality Dividend Defensive Index Fund
-1.16%17.43%21.19%17.48%-10.94%26.04%3.15%24.90%-4.10%17.04%
FDVV
Fidelity High Dividend ETF
-1.78%17.08%21.81%18.00%-4.21%29.24%2.80%24.07%-1.26%14.00%

Returns By Period

In the year-to-date period, QDEF achieves a -1.16% return, which is significantly higher than FDVV's -1.78% return.


QDEF

1D
2.06%
1M
-4.61%
YTD
-1.16%
6M
0.72%
1Y
16.27%
3Y*
16.97%
5Y*
11.45%
10Y*
11.40%

FDVV

1D
2.35%
1M
-5.66%
YTD
-1.78%
6M
0.65%
1Y
14.82%
3Y*
16.89%
5Y*
12.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDEF vs. FDVV - Expense Ratio Comparison

QDEF has a 0.37% expense ratio, which is higher than FDVV's 0.29% expense ratio.


Return for Risk

QDEF vs. FDVV — Risk / Return Rank

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

QDEF
QDEF Risk / Return Rank: 6868
Overall Rank
QDEF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QDEF Sortino Ratio Rank: 6666
Sortino Ratio Rank
QDEF Omega Ratio Rank: 6969
Omega Ratio Rank
QDEF Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDEF Martin Ratio Rank: 7676
Martin Ratio Rank

FDVV
FDVV Risk / Return Rank: 6060
Overall Rank
FDVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6565
Omega Ratio Rank
FDVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
FDVV Martin Ratio Rank: 6363
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.

QDEF vs. FDVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Defensive Index Fund (QDEF) and Fidelity High Dividend ETF (FDVV). 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.


QDEFFDVVDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.97

+0.14

Sortino ratio

Return per unit of downside risk

1.64

1.41

+0.23

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.57

1.29

+0.28

Martin ratio

Return relative to average drawdown

7.90

5.68

+2.22

QDEF vs. FDVV - Sharpe Ratio Comparison

The current QDEF Sharpe Ratio is 1.11, which is comparable to the FDVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of QDEF and FDVV, 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


QDEFFDVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.97

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.86

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.74

+0.06

Correlation

The correlation between QDEF and FDVV is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QDEF vs. FDVV - Dividend Comparison

QDEF's dividend yield for the trailing twelve months is around 1.75%, less than FDVV's 3.00% yield.


TTM20252024202320222021202020192018201720162015
QDEF
FlexShares Quality Dividend Defensive Index Fund
1.75%1.74%1.85%2.21%2.42%1.84%2.50%3.17%7.10%2.70%2.90%3.00%
FDVV
Fidelity High Dividend ETF
3.00%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%

Drawdowns

QDEF vs. FDVV - Drawdown Comparison

The maximum QDEF drawdown since its inception was -35.74%, smaller than the maximum FDVV drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for QDEF and FDVV.


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Drawdown Indicators


QDEFFDVVDifference

Max Drawdown

Largest peak-to-trough decline

-35.74%

-40.25%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-12.34%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

-20.18%

-1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.74%

Current Drawdown

Current decline from peak

-5.04%

-7.04%

+2.00%

Average Drawdown

Average peak-to-trough decline

-3.33%

-3.85%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.81%

-0.62%

Volatility

QDEF vs. FDVV - Volatility Comparison

The current volatility for FlexShares Quality Dividend Defensive Index Fund (QDEF) is 3.96%, while Fidelity High Dividend ETF (FDVV) has a volatility of 4.48%. This indicates that QDEF experiences smaller price fluctuations and is considered to be less risky than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDEFFDVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

4.48%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

7.68%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

15.34%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

14.74%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

17.09%

-0.91%