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

Correlation

The correlation between QDIV and DVY is 0.72, 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

QDIV vs. DVY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

QDIV:

0.09

DVY:

0.52

Sortino Ratio

QDIV:

0.30

DVY:

0.93

Omega Ratio

QDIV:

1.04

DVY:

1.13

Calmar Ratio

QDIV:

0.13

DVY:

0.61

Martin Ratio

QDIV:

0.45

DVY:

2.01

Ulcer Index

QDIV:

4.88%

DVY:

4.89%

Daily Std Dev

QDIV:

15.86%

DVY:

16.26%

Max Drawdown

QDIV:

-41.20%

DVY:

-62.59%

Current Drawdown

QDIV:

-9.84%

DVY:

-8.01%

Returns By Period

In the year-to-date period, QDIV achieves a -3.78% return, which is significantly lower than DVY's -0.49% return.


QDIV

YTD

-3.78%

1M

4.67%

6M

-8.01%

1Y

1.06%

5Y*

13.30%

10Y*

N/A

DVY

YTD

-0.49%

1M

6.07%

6M

-4.51%

1Y

8.24%

5Y*

14.72%

10Y*

9.05%

*Annualized

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QDIV vs. DVY - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than DVY's 0.39% expense ratio.


Risk-Adjusted Performance

QDIV vs. DVY — Risk-Adjusted Performance Rank

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

QDIV
The Risk-Adjusted Performance Rank of QDIV is 2727
Overall Rank
The Sharpe Ratio Rank of QDIV is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of QDIV is 2626
Sortino Ratio Rank
The Omega Ratio Rank of QDIV is 2626
Omega Ratio Rank
The Calmar Ratio Rank of QDIV is 2929
Calmar Ratio Rank
The Martin Ratio Rank of QDIV is 2828
Martin Ratio Rank

DVY
The Risk-Adjusted Performance Rank of DVY is 6464
Overall Rank
The Sharpe Ratio Rank of DVY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DVY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DVY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DVY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DVY is 6262
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.

QDIV vs. DVY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) and iShares Select Dividend ETF (DVY). 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.


The current QDIV Sharpe Ratio is 0.09, which is lower than the DVY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of QDIV and DVY, 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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Dividends

QDIV vs. DVY - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 3.04%, less than DVY's 3.74% yield.


TTM20242023202220212020201920182017201620152014
QDIV
Global X S&P 500 Quality Dividend ETF
3.04%2.88%3.26%3.02%2.44%3.06%2.84%1.56%0.00%0.00%0.00%0.00%
DVY
iShares Select Dividend ETF
3.74%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%

Drawdowns

QDIV vs. DVY - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for QDIV and DVY. For additional features, visit the drawdowns tool.


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Volatility

QDIV vs. DVY - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) and iShares Select Dividend ETF (DVY) have volatilities of 5.47% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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