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QLTA vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLTA vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Aaa - A Rated Corporate Bond ETF (QLTA) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLTA achieves a 0.56% return, which is significantly lower than FLOT's 2.01% return. Over the past 10 years, QLTA has underperformed FLOT with an annualized return of 1.96%, while FLOT has yielded a comparatively higher 3.04% annualized return.


QLTA

1D
0.15%
1M
0.77%
YTD
0.56%
6M
0.63%
1Y
4.61%
3Y*
4.49%
5Y*
-0.03%
10Y*
1.96%

FLOT

1D
-0.02%
1M
0.31%
YTD
2.01%
6M
2.15%
1Y
4.74%
3Y*
5.59%
5Y*
4.22%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLTA vs. FLOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLTA
iShares Aaa - A Rated Corporate Bond ETF
0.56%7.36%1.23%7.60%-15.14%-2.32%9.62%12.54%-2.27%5.69%
FLOT
iShares Floating Rate Bond ETF
2.01%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%

Correlation

The correlation between QLTA and FLOT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.07

The correlation between QLTA and FLOT shifts across timeframes, from 0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QLTA vs. FLOT — Risk / Return Rank

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

QLTA
QLTA Risk / Return Rank: 3232
Overall Rank
QLTA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QLTA Sortino Ratio Rank: 3131
Sortino Ratio Rank
QLTA Omega Ratio Rank: 2828
Omega Ratio Rank
QLTA Calmar Ratio Rank: 3434
Calmar Ratio Rank
QLTA Martin Ratio Rank: 3434
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QLTA vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Aaa - A Rated Corporate Bond ETF (QLTA) and iShares Floating Rate Bond ETF (FLOT). 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.


QLTAFLOTDifference
Sharpe ratioReturn per unit of total volatility

-5.29

Sortino ratioReturn per unit of downside risk

-9.88

Omega ratioGain probability vs. loss probability

1.19

3.11

-1.92

Calmar ratioReturn relative to maximum drawdown

1.65

11.03

-9.39

Martin ratioReturn relative to average drawdown

4.77

102.10

-97.33

QLTA vs. FLOT - Sharpe Ratio Comparison

The current QLTA Sharpe Ratio is 1.07, which is lower than the FLOT Sharpe Ratio of 6.36. The chart below compares the historical Sharpe Ratios of QLTA and FLOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QLTA vs. FLOT - Drawdown Comparison

The maximum QLTA drawdown since its inception was -22.27%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for QLTA and FLOT.


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Drawdown Indicators


QLTAFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-22.27%

-13.54%

-8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-0.43%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-6.66%

-1.57%

-5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-2.36%

-19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

-13.54%

-8.73%

Current Drawdown

Current decline from peak

-3.17%

-0.02%

-3.15%

Average Drawdown

Average peak-to-trough decline

-4.67%

-0.21%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.05%

+0.92%

Volatility

QLTA vs. FLOT - Volatility Comparison

iShares Aaa - A Rated Corporate Bond ETF (QLTA) has a higher volatility of 1.19% compared to iShares Floating Rate Bond ETF (FLOT) at 0.21%. This indicates that QLTA's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLTAFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.21%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

0.63%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

0.75%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

1.78%

+5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

4.15%

+2.87%

QLTA vs. FLOT - Expense Ratio Comparison

Both QLTA and FLOT have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

QLTA vs. FLOT - Dividend Comparison

QLTA's dividend yield for the trailing twelve months is around 4.46%, less than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
QLTA
iShares Aaa - A Rated Corporate Bond ETF
4.46%4.33%4.11%3.39%2.79%1.96%2.31%2.99%3.09%2.67%2.59%2.99%

Frequently Asked Questions


QLTA and FLOT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLTA has higher volatility (1.19%) compared to FLOT (0.21%). In terms of maximum drawdown, QLTA dropped -22.27% vs FLOT's -13.54%.

On 10-year performance, FLOT leads with 3.04% vs 1.96% for QLTA. Both ETFs have the same 0.15% expense ratio. On volatility, FLOT has been the lower-risk option at 0.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLOT has performed better with a 3.04% return vs 1.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QLTA and FLOT have the same expense ratio: 0.15% per year.

FLOT has the higher dividend yield at 4.53%, compared with 4.46% for QLTA.

QLTA is categorized as Corporate Bonds, while FLOT is Ultrashort Bond. QLTA tracks Bloomberg U.S. Corporate Aaa - A Capped Index, while FLOT tracks Bloomberg US Floating Rate Note < 5 Years Index.

FLOT currently has the higher Sharpe Ratio (6.36 vs 1.07), 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.

Portfolio Optimizer

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