QDF vs. QDEF
Compare and contrast key facts about FlexShares Quality Dividend Index Fund (QDF) and FlexShares Quality Dividend Defensive Index Fund (QDEF).
QDF and QDEF 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 Northern Trust that tracks the performance of the Northern Trust Quality Dividend Index. It was launched on Dec 14, 2012. QDEF is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Quality Dividend Defensive Index. It was launched on Dec 14, 2012. Both QDF and QDEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDF or QDEF.
Correlation
The correlation between QDF and QDEF 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.
Performance
QDF vs. QDEF - Performance Comparison
Key characteristics
QDF:
0.26
QDEF:
0.75
QDF:
0.48
QDEF:
1.14
QDF:
1.07
QDEF:
1.17
QDF:
0.25
QDEF:
0.78
QDF:
1.15
QDEF:
3.71
QDF:
3.95%
QDEF:
3.02%
QDF:
17.62%
QDEF:
14.96%
QDF:
-36.66%
QDEF:
-35.74%
QDF:
-12.66%
QDEF:
-9.03%
Returns By Period
In the year-to-date period, QDF achieves a -9.18% return, which is significantly lower than QDEF's -5.09% return. Over the past 10 years, QDF has underperformed QDEF with an annualized return of 8.49%, while QDEF has yielded a comparatively higher 9.28% annualized return.
QDF
-9.18%
-6.74%
-10.69%
3.91%
13.21%
8.49%
QDEF
-5.09%
-4.77%
-7.09%
10.57%
13.80%
9.28%
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QDF vs. QDEF - Expense Ratio Comparison
Both QDF and QDEF have an expense ratio of 0.37%.
Risk-Adjusted Performance
QDF vs. QDEF — Risk-Adjusted Performance Rank
QDF
QDEF
QDF vs. QDEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Index Fund (QDF) and FlexShares Quality Dividend Defensive Index Fund (QDEF). 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.
Dividends
QDF vs. QDEF - Dividend Comparison
QDF's dividend yield for the trailing twelve months is around 2.13%, more than QDEF's 2.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDF FlexShares Quality Dividend Index Fund | 2.13% | 1.93% | 2.18% | 2.45% | 1.90% | 2.38% | 3.05% | 4.30% | 2.70% | 3.07% | 3.04% | 2.69% |
QDEF FlexShares Quality Dividend Defensive Index Fund | 2.00% | 1.85% | 2.21% | 2.42% | 1.84% | 2.50% | 3.17% | 7.10% | 2.70% | 2.90% | 3.00% | 2.52% |
Drawdowns
QDF vs. QDEF - Drawdown Comparison
The maximum QDF drawdown since its inception was -36.66%, roughly equal to the maximum QDEF drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for QDF and QDEF. For additional features, visit the drawdowns tool.
Volatility
QDF vs. QDEF - Volatility Comparison
FlexShares Quality Dividend Index Fund (QDF) has a higher volatility of 13.33% compared to FlexShares Quality Dividend Defensive Index Fund (QDEF) at 11.26%. This indicates that QDF's price experiences larger fluctuations and is considered to be riskier than QDEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.