QLTY vs. MOAT

In the year-to-date period, QLTY achieves a 1.28% return, which is significantly higher than MOAT's -3.15% return.

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QLTY has a 0.50% expense ratio, which is higher than MOAT's 0.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Quality ETF (QLTY) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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 QLTY Sharpe Ratio is 0.50, which is higher than the MOAT Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of QLTY and MOAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QLTY's dividend yield for the trailing twelve months is around 0.79%, less than MOAT's 1.41% yield.

The maximum QLTY drawdown since its inception was -17.00%, smaller than the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for QLTY and MOAT. For additional features, visit the drawdowns tool.

GMO U.S. Quality ETF (QLTY) and VanEck Vectors Morningstar Wide Moat ETF (MOAT) have volatilities of 6.15% and 6.27%, 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.