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QDEF vs. KWIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDEF vs. KWIN - Performance Comparison

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

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Returns By Period

In the year-to-date period, QDEF achieves a 9.23% return, which is significantly higher than KWIN's 1.59% return.


QDEF

1D
-0.29%
1M
0.97%
6M
7.64%
YTD
9.23%
1Y
19.43%
3Y*
18.10%
5Y*
12.22%
10Y*
11.91%

KWIN

1D
0.06%
1M
0.13%
6M
1.08%
YTD
1.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDEF vs. KWIN - Yearly Performance Comparison


Correlation

The correlation between QDEF and KWIN is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.04

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Return for Risk

QDEF vs. KWIN — Risk / Return Rank

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

QDEF
QDEF Risk / Return Rank: 7878
Overall Rank
QDEF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QDEF Sortino Ratio Rank: 8181
Sortino Ratio Rank
QDEF Omega Ratio Rank: 8080
Omega Ratio Rank
QDEF Calmar Ratio Rank: 7070
Calmar Ratio Rank
QDEF Martin Ratio Rank: 7878
Martin Ratio Rank

KWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. KWIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Defensive Index Fund (QDEF) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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.


QDEFKWINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.81

Martin ratioReturn relative to average drawdown

11.67

QDEF vs. KWIN - Sharpe Ratio Comparison


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Drawdowns

QDEF vs. KWIN - Drawdown Comparison

The maximum QDEF drawdown since its inception was -35.74%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for QDEF and KWIN.


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Drawdown Indicators


QDEFKWINDifference

Max Drawdown

Largest peak-to-trough decline

-35.74%

-1.50%

-34.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.74%

Current Drawdown

Current decline from peak

-0.29%

-1.44%

+1.15%

Average Drawdown

Average peak-to-trough decline

-3.28%

-0.25%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

Volatility

QDEF vs. KWIN - Volatility Comparison


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Volatility by Period


QDEFKWINDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

9.75%

4.16%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

4.16%

+9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

4.16%

+11.97%

QDEF vs. KWIN - Expense Ratio Comparison

QDEF has a 0.37% expense ratio, which is lower than KWIN's 0.51% expense ratio.


Dividends

QDEF vs. KWIN - Dividend Comparison

QDEF's dividend yield for the trailing twelve months is around 1.60%, while KWIN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
KWIN
KraneShares Wahed Alternative Income Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDEF
FlexShares Quality Dividend Defensive Index Fund
1.60%1.74%1.85%2.21%2.42%1.84%2.50%3.17%7.10%2.70%2.90%3.00%

Frequently Asked Questions


QDEF and KWIN have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDEF is cheaper at 0.37% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDEF is cheaper with a 0.37% expense ratio, compared with 0.51% for KWIN.

QDEF has the higher dividend yield at 1.60%, compared with 0.00% for KWIN.

QDEF tracks Northern Trust Quality Dividend Defensive Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: FlexShares and KraneShares. Their fees differ too: 0.37% for QDEF and 0.51% for KWIN.

Portfolio Optimizer

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