QDF vs. FEUS
Compare and contrast key facts about FlexShares Quality Dividend Index Fund (QDF) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS).
QDF and FEUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDF is a passively managed fund by FlexShares that tracks the performance of the Northern Trust Quality Dividend Index. It was launched on Dec 14, 2012. FEUS is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross. It was launched on Sep 20, 2021. Both QDF and FEUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QDF vs. FEUS - Performance Comparison
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QDF vs. FEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QDF FlexShares Quality Dividend Index Fund | -1.88% | 16.58% | 16.95% | 19.71% | -12.13% | 10.00% |
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund | -6.02% | 14.67% | 23.10% | 25.54% | -19.10% | 9.97% |
Returns By Period
In the year-to-date period, QDF achieves a -1.88% return, which is significantly higher than FEUS's -6.02% return.
QDF
- 1D
- 2.43%
- 1M
- -4.83%
- YTD
- -1.88%
- 6M
- 0.44%
- 1Y
- 17.72%
- 3Y*
- 15.49%
- 5Y*
- 10.28%
- 10Y*
- 11.00%
FEUS
- 1D
- 2.76%
- 1M
- -4.56%
- YTD
- -6.02%
- 6M
- -3.35%
- 1Y
- 13.78%
- 3Y*
- 15.64%
- 5Y*
- —
- 10Y*
- —
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QDF vs. FEUS - Expense Ratio Comparison
QDF has a 0.37% expense ratio, which is higher than FEUS's 0.09% expense ratio.
Return for Risk
QDF vs. FEUS — Risk / Return Rank
QDF
FEUS
QDF vs. FEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Index Fund (QDF) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). 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.
| QDF | FEUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.76 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.21 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.16 | +0.31 |
Martin ratioReturn relative to average drawdown | 7.12 | 5.19 | +1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDF | FEUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.76 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.53 | +0.20 |
Correlation
The correlation between QDF and FEUS is 0.94, 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
QDF vs. FEUS - Dividend Comparison
QDF's dividend yield for the trailing twelve months is around 1.69%, more than FEUS's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDF FlexShares Quality Dividend Index Fund | 1.69% | 1.65% | 1.93% | 2.19% | 2.45% | 1.90% | 2.38% | 3.05% | 4.29% | 2.70% | 3.07% | 3.04% |
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund | 1.15% | 1.06% | 1.15% | 1.41% | 1.48% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QDF vs. FEUS - Drawdown Comparison
The maximum QDF drawdown since its inception was -36.67%, which is greater than FEUS's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for QDF and FEUS.
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Drawdown Indicators
| QDF | FEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.67% | -25.31% | -11.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -12.46% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.67% | — | — |
Current DrawdownCurrent decline from peak | -5.66% | -7.06% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -6.56% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.78% | -0.14% |
Volatility
QDF vs. FEUS - Volatility Comparison
The current volatility for FlexShares Quality Dividend Index Fund (QDF) is 4.79%, while FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) has a volatility of 5.25%. This indicates that QDF experiences smaller price fluctuations and is considered to be less risky than FEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDF | FEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 5.25% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.53% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 18.17% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 17.17% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 17.17% | +0.21% |