QIDX vs. QUAL

Last updated Aug 2, 2026

QIDX (Indexperts Quality Earnings Focused ETF) and QUAL (iShares MSCI USA Quality Factor ETF) are both Quality Factor funds. QIDX is actively managed, while QUAL is passively managed. Over the past year, QIDX returned 14.22% vs 21.43% for QUAL. Their correlation of 0.86 means they have usually moved in the same direction. QIDX charges 0.50%/yr vs 0.15%/yr for QUAL.

Performance

QIDX vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Quality Earnings Focused ETF (QIDX) and iShares MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with QIDX having a 10.40% return and QUAL slightly higher at 10.86%.

QIDX

• 1D: 0.55%
• 1M: 0.29%
• 6M: 6.42%
• YTD: 10.40%
• 1Y: 14.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.90%

QUAL

• 1D: 0.18%
• 1M: 0.41%
• 6M: 8.77%
• YTD: 10.86%
• 1Y: 21.43%
• 3Y*: 17.38%
• 5Y*: 11.11%
• 10Y*: 14.15%
• ALL TIME*: 13.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QIDX Indexperts Quality Earnings Focused ETF	$53.70K	$62.72K	$42.16K
QUAL iShares MSCI USA Quality Factor ETF	$216.39M	$244.32M	$382.94M

QIDX vs. QUAL - Yearly Performance Comparison

	2026 (YTD)	2025
QIDX Indexperts Quality Earnings Focused ETF	10.40%	6.60%
QUAL iShares MSCI USA Quality Factor ETF	10.86%	12.65%

Correlation

The correlation between QIDX and QUAL is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025	0.86

The correlation between QIDX and QUAL has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

QIDX vs. QUAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QIDX

QIDX Risk / Return Rank: 49
QIDX Sharpe Ratio Rank: 48
QIDX Sortino Ratio Rank: 49
QIDX Omega Ratio Rank: 45
QIDX Calmar Ratio Rank: 53
QIDX Martin Ratio Rank: 53

QUAL

QUAL Risk / Return Rank: 72
QUAL Sharpe Ratio Rank: 74
QUAL Sortino Ratio Rank: 74
QUAL Omega Ratio Rank: 71
QUAL Calmar Ratio Rank: 65
QUAL Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QIDX vs. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) and iShares MSCI USA Quality Factor ETF (QUAL). 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.

	QIDX	QUAL	Difference
Sharpe ratio: Return per unit of total volatility	1.20	1.65	-0.45
Sortino ratio: Return per unit of downside risk	1.78	2.36	-0.58
Omega ratio: Gain probability vs. loss probability	1.21	1.29	-0.08
Calmar ratio: Return relative to maximum drawdown	1.90	2.25	-0.35
Martin ratio: Return relative to average drawdown	6.38	10.08	-3.70

QIDX vs. QUAL - Sharpe Ratio Comparison

The current QIDX Sharpe Ratio is 1.20, which is comparable to the QUAL Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of QIDX and QUAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QIDX vs. QUAL - Drawdown Comparison

The maximum QIDX drawdown since its inception was -14.99%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for QIDX and QUAL.

Drawdown Indicators

	QIDX	QUAL	Difference
Max Drawdown Largest peak-to-trough decline	-14.99%	-34.06%	+19.07%
Max Drawdown (1Y) Largest decline over 1 year	-6.92%	-9.03%	+2.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.00%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.23%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.06%	—
Current Drawdown Current decline from peak	-0.44%	-0.61%	+0.17%
Average Drawdown Average peak-to-trough decline	-2.13%	-4.07%	+1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	2.01%	+0.05%

Volatility

QIDX vs. QUAL - Volatility Comparison

The current volatility for Indexperts Quality Earnings Focused ETF (QIDX) is 2.55%, while iShares MSCI USA Quality Factor ETF (QUAL) has a volatility of 2.88%. This indicates that QIDX experiences smaller price fluctuations and is considered to be less risky than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QIDX	QUAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	2.88%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	8.24%	9.72%	-1.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	12.33%	-1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.20%	17.38%	-3.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.20%	18.09%	-3.89%

QIDX vs. QUAL - Expense Ratio Comparison

QIDX has a 0.50% expense ratio, which is higher than QUAL's 0.15% expense ratio.

Dividends

QIDX vs. QUAL - Dividend Comparison

QIDX's dividend yield for the trailing twelve months is around 0.86%, which matches QUAL's 0.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QIDX Indexperts Quality Earnings Focused ETF	0.86%	0.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QUAL iShares MSCI USA Quality Factor ETF	0.86%	0.94%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%

Frequently Asked Questions

Can I hold both QIDX and QUAL in my portfolio?

QIDX and QUAL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QIDX or QUAL?

QUAL has higher volatility (2.88%) compared to QIDX (2.55%). In terms of maximum drawdown, QIDX dropped -14.99% vs QUAL's -34.06%.

Which ETF is better, QIDX or QUAL?

On 1-year performance, QUAL leads with 21.43% vs 14.22% for QIDX. On fees, QUAL is cheaper at 0.15% per year. On volatility, QIDX has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QIDX or QUAL?

Over the 1-year period, QUAL has performed better with a 21.43% return vs 14.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QIDX or QUAL?

QUAL is cheaper with a 0.15% expense ratio, compared with 0.50% for QIDX.

Which ETF pays a higher dividend yield, QIDX or QUAL?

QIDX and QUAL have nearly identical dividend yields, around 0.86%.

What is the main difference between QIDX and QUAL?

They also come from different issuers: Indexperts and iShares. Their fees differ too: 0.50% for QIDX and 0.15% for QUAL.

Which has better risk-adjusted returns?

QUAL currently has the higher Sharpe Ratio (1.65 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.