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QDEF vs. QDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDEF and QDIV is 0.80, 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.


-0.50.00.51.00.8

Performance

QDEF vs. QDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Quality Dividend Defensive Index Fund (QDEF) and Global X S&P 500 Quality Dividend ETF (QDIV). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.46%
1.17%
QDEF
QDIV

Key characteristics

Sharpe Ratio

QDEF:

2.22

QDIV:

1.21

Sortino Ratio

QDEF:

3.07

QDIV:

1.75

Omega Ratio

QDEF:

1.40

QDIV:

1.21

Calmar Ratio

QDEF:

4.14

QDIV:

1.63

Martin Ratio

QDEF:

11.58

QDIV:

3.99

Ulcer Index

QDEF:

1.90%

QDIV:

3.16%

Daily Std Dev

QDEF:

9.91%

QDIV:

10.45%

Max Drawdown

QDEF:

-35.74%

QDIV:

-41.20%

Current Drawdown

QDEF:

-1.11%

QDIV:

-6.02%

Returns By Period

In the year-to-date period, QDEF achieves a 3.18% return, which is significantly higher than QDIV's 0.30% return.


QDEF

YTD

3.18%

1M

2.66%

6M

6.46%

1Y

20.22%

5Y*

10.79%

10Y*

10.27%

QDIV

YTD

0.30%

1M

-0.44%

6M

1.17%

1Y

10.55%

5Y*

8.95%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QDEF vs. QDIV - Expense Ratio Comparison

QDEF has a 0.37% expense ratio, which is higher than QDIV's 0.20% expense ratio.


QDEF
FlexShares Quality Dividend Defensive Index Fund
Expense ratio chart for QDEF: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%
Expense ratio chart for QDIV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

QDEF vs. QDIV — Risk-Adjusted Performance Rank

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

QDEF
The Risk-Adjusted Performance Rank of QDEF is 8686
Overall Rank
The Sharpe Ratio Rank of QDEF is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of QDEF is 8686
Sortino Ratio Rank
The Omega Ratio Rank of QDEF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of QDEF is 9191
Calmar Ratio Rank
The Martin Ratio Rank of QDEF is 8080
Martin Ratio Rank

QDIV
The Risk-Adjusted Performance Rank of QDIV is 4646
Overall Rank
The Sharpe Ratio Rank of QDIV is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of QDIV is 4646
Sortino Ratio Rank
The Omega Ratio Rank of QDIV is 4242
Omega Ratio Rank
The Calmar Ratio Rank of QDIV is 5454
Calmar Ratio Rank
The Martin Ratio Rank of QDIV is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QDEF vs. QDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Defensive Index Fund (QDEF) and Global X S&P 500 Quality Dividend ETF (QDIV). 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.


Sharpe ratio
The chart of Sharpe ratio for QDEF, currently valued at 2.22, compared to the broader market0.002.004.002.221.21
The chart of Sortino ratio for QDEF, currently valued at 3.07, compared to the broader market0.005.0010.003.071.75
The chart of Omega ratio for QDEF, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.21
The chart of Calmar ratio for QDEF, currently valued at 4.14, compared to the broader market0.005.0010.0015.0020.004.141.63
The chart of Martin ratio for QDEF, currently valued at 11.58, compared to the broader market0.0020.0040.0060.0080.00100.0011.583.99
QDEF
QDIV

The current QDEF Sharpe Ratio is 2.22, which is higher than the QDIV Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of QDEF and QDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.22
1.21
QDEF
QDIV

Dividends

QDEF vs. QDIV - Dividend Comparison

QDEF's dividend yield for the trailing twelve months is around 1.80%, less than QDIV's 2.88% yield.


TTM20242023202220212020201920182017201620152014
QDEF
FlexShares Quality Dividend Defensive Index Fund
1.80%1.85%2.21%2.42%1.84%2.50%3.17%7.10%2.70%2.90%3.01%2.51%
QDIV
Global X S&P 500 Quality Dividend ETF
2.88%2.88%3.26%3.02%2.44%3.06%2.85%1.55%0.00%0.00%0.00%0.00%

Drawdowns

QDEF vs. QDIV - Drawdown Comparison

The maximum QDEF drawdown since its inception was -35.74%, smaller than the maximum QDIV drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for QDEF and QDIV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.11%
-6.02%
QDEF
QDIV

Volatility

QDEF vs. QDIV - Volatility Comparison

The current volatility for FlexShares Quality Dividend Defensive Index Fund (QDEF) is 2.05%, while Global X S&P 500 Quality Dividend ETF (QDIV) has a volatility of 3.29%. This indicates that QDEF experiences smaller price fluctuations and is considered to be less risky than QDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
2.05%
3.29%
QDEF
QDIV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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