QLTY vs. QUAL

In the year-to-date period, QLTY achieves a 2.22% return, which is significantly higher than QUAL's 0.82% return.

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

This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Quality ETF (QLTY) and iShares Edge 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.

The current QLTY Sharpe Ratio is 0.49, which is comparable to the QUAL Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of QLTY and QUAL, 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 0.78%, less than QUAL's 1.02% yield.

The maximum QLTY drawdown since its inception was -17.00%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for QLTY and QUAL. For additional features, visit the drawdowns tool.

GMO U.S. Quality ETF (QLTY) has a higher volatility of 5.61% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 5.27%. This indicates that QLTY's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.