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QLV vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLV vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares US Quality Low Volatility Index Fund (QLV) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLV achieves a 9.55% return, which is significantly lower than DBO's 66.72% return.


QLV

1D
0.50%
1M
1.91%
6M
6.89%
YTD
9.55%
1Y
16.70%
3Y*
15.60%
5Y*
10.05%
10Y*
ALL TIME*
11.67%

DBO

1D
-5.53%
1M
17.71%
6M
53.16%
YTD
66.72%
1Y
51.44%
3Y*
12.33%
5Y*
13.64%
10Y*
11.43%
ALL TIME*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.34M$10.71M$13.49M
$571.44K$481.55K$516.78K

QLV vs. DBO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QLV
FlexShares US Quality Low Volatility Index Fund
9.55%12.28%18.08%13.71%-9.97%26.08%9.63%5.97%
DBO
Invesco DB Oil Fund
66.72%-11.71%7.85%-4.44%13.04%60.74%-20.99%5.40%

Correlation

The correlation between QLV and DBO is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

-0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2019

0.10

The correlation between QLV and DBO shifts across timeframes, from -0.22 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QLV vs. DBO — Risk / Return Rank

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

QLV
QLV Risk / Return Rank: 8383
Overall Rank
QLV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QLV Sortino Ratio Rank: 8989
Sortino Ratio Rank
QLV Omega Ratio Rank: 8585
Omega Ratio Rank
QLV Calmar Ratio Rank: 7474
Calmar Ratio Rank
QLV Martin Ratio Rank: 8181
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5151
Overall Rank
DBO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 5353
Sortino Ratio Rank
DBO Omega Ratio Rank: 5050
Omega Ratio Rank
DBO Calmar Ratio Rank: 5151
Calmar Ratio Rank
DBO Martin Ratio Rank: 4848
Martin Ratio Rank
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.

QLV vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares US Quality Low Volatility Index Fund (QLV) and Invesco DB Oil Fund (DBO). 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.


QLVDBODifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.39

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

2.71

1.86

+0.84

Martin ratioReturn relative to average drawdown

11.17

5.64

+5.53

QLV vs. DBO - Sharpe Ratio Comparison

The current QLV Sharpe Ratio is 2.13, which is higher than the DBO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of QLV and DBO, 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

QLV vs. DBO - Drawdown Comparison

The maximum QLV drawdown since its inception was -33.71%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for QLV and DBO.


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Drawdown Indicators


QLVDBODifference

Max Drawdown

Largest peak-to-trough decline

-33.71%

-90.18%

+56.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-27.73%

+21.54%

Max Drawdown (3Y)

Largest decline over 3 years

-12.05%

-28.20%

+16.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

-37.68%

+19.75%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

0.00%

-56.13%

+56.13%

Average Drawdown

Average peak-to-trough decline

-3.93%

-62.20%

+58.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

9.16%

-7.66%

Volatility

QLV vs. DBO - Volatility Comparison

The current volatility for FlexShares US Quality Low Volatility Index Fund (QLV) is 2.30%, while Invesco DB Oil Fund (DBO) has a volatility of 18.99%. This indicates that QLV experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLVDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

18.99%

-16.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

34.30%

-28.32%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

38.86%

-30.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

33.43%

-20.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

32.24%

-15.81%

QLV vs. DBO - Expense Ratio Comparison

QLV has a 0.22% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

QLV vs. DBO - Dividend Comparison

QLV's dividend yield for the trailing twelve months is around 1.52%, less than DBO's 2.11% yield.


PositionTTM20252024202320222021202020192018
DBO
Invesco DB Oil Fund
2.11%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%
QLV
FlexShares US Quality Low Volatility Index Fund
1.52%1.60%1.66%1.60%1.74%0.96%1.24%0.58%0.00%

Frequently Asked Questions


QLV and DBO have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (18.99%) compared to QLV (2.30%). In terms of maximum drawdown, QLV dropped -33.71% vs DBO's -90.18%.

On 5-year performance, DBO leads with 13.64% vs 10.05% for QLV. On fees, QLV is cheaper at 0.22% per year. On volatility, QLV has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBO has performed better with a 13.64% return vs 10.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QLV is cheaper with a 0.22% expense ratio, compared with 0.78% for DBO.

DBO has the higher dividend yield at 2.11%, compared with 1.52% for QLV.

QLV is categorized as Quality Factor, while DBO is Oil & Gas. QLV tracks Northern Trust Quality Low Volatility Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: Northern Trust and Invesco. Their fees differ too: 0.22% for QLV and 0.78% for DBO.

QLV currently has the higher Sharpe Ratio (2.13 vs 1.33), 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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