Correlation
The correlation between QLC and AUSF is 0.78, 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.
QLC vs. AUSF
Compare and contrast key facts about FlexShares US Quality Large Cap Index Fund (QLC) and Global X Adaptive U.S. Factor ETF (AUSF).
QLC and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QLC is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Quality Large Cap Index. It was launched on Sep 24, 2015. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index (USD). It was launched on Aug 24, 2018. Both QLC and AUSF 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: QLC or AUSF.
Performance
QLC vs. AUSF - Performance Comparison
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Key characteristics
QLC:
0.82
AUSF:
0.89
QLC:
1.16
AUSF:
1.32
QLC:
1.17
AUSF:
1.18
QLC:
0.79
AUSF:
1.13
QLC:
3.00
AUSF:
4.06
QLC:
4.88%
AUSF:
3.41%
QLC:
19.60%
AUSF:
15.60%
QLC:
-35.86%
AUSF:
-44.24%
QLC:
-3.02%
AUSF:
-1.95%
Returns By Period
In the year-to-date period, QLC achieves a 2.05% return, which is significantly lower than AUSF's 4.92% return.
QLC
2.05%
5.87%
-0.37%
15.21%
15.02%
16.19%
N/A
AUSF
4.92%
3.30%
-1.64%
12.17%
15.12%
19.06%
N/A
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QLC vs. AUSF - Expense Ratio Comparison
QLC has a 0.32% expense ratio, which is higher than AUSF's 0.27% expense ratio.
Risk-Adjusted Performance
QLC vs. AUSF — Risk-Adjusted Performance Rank
QLC
AUSF
QLC vs. AUSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares US Quality Large Cap Index Fund (QLC) and Global X Adaptive U.S. Factor ETF (AUSF). 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.
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Dividends
QLC vs. AUSF - Dividend Comparison
QLC's dividend yield for the trailing twelve months is around 1.00%, less than AUSF's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QLC FlexShares US Quality Large Cap Index Fund | 1.00% | 1.03% | 1.26% | 1.46% | 0.96% | 1.40% | 1.91% | 1.82% | 1.29% | 1.80% | 0.64% |
AUSF Global X Adaptive U.S. Factor ETF | 2.92% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.03% | 1.46% | 0.00% | 0.00% | 0.00% |
Drawdowns
QLC vs. AUSF - Drawdown Comparison
The maximum QLC drawdown since its inception was -35.86%, smaller than the maximum AUSF drawdown of -44.24%. Use the drawdown chart below to compare losses from any high point for QLC and AUSF.
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Volatility
QLC vs. AUSF - Volatility Comparison
FlexShares US Quality Large Cap Index Fund (QLC) has a higher volatility of 4.75% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.87%. This indicates that QLC's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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