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QLVD vs. FLLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLVD vs. FLLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and Franklin Liberty U.S. Low Volatility ETF (FLLV). The values are adjusted to include any dividend payments, if applicable.

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QLVD vs. FLLV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
3.29%24.21%4.67%11.57%-12.09%9.04%3.00%6.35%
FLLV
Franklin Liberty U.S. Low Volatility ETF
7.36%15.92%10.70%13.87%-8.54%23.36%12.33%5.50%

Returns By Period

In the year-to-date period, QLVD achieves a 3.29% return, which is significantly lower than FLLV's 7.36% return.


QLVD

1D
2.09%
1M
-5.62%
YTD
3.29%
6M
6.74%
1Y
17.40%
3Y*
12.29%
5Y*
7.17%
10Y*

FLLV

1D
1.23%
1M
-2.97%
YTD
7.36%
6M
11.87%
1Y
21.14%
3Y*
15.33%
5Y*
11.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLVD vs. FLLV - Expense Ratio Comparison

QLVD has a 0.32% expense ratio, which is higher than FLLV's 0.29% expense ratio.


Return for Risk

QLVD vs. FLLV — Risk / Return Rank

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

QLVD
QLVD Risk / Return Rank: 7777
Overall Rank
QLVD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QLVD Sortino Ratio Rank: 7979
Sortino Ratio Rank
QLVD Omega Ratio Rank: 7575
Omega Ratio Rank
QLVD Calmar Ratio Rank: 7979
Calmar Ratio Rank
QLVD Martin Ratio Rank: 7777
Martin Ratio Rank

FLLV
FLLV Risk / Return Rank: 8282
Overall Rank
FLLV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLLV Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLLV Omega Ratio Rank: 8787
Omega Ratio Rank
FLLV Calmar Ratio Rank: 7575
Calmar Ratio Rank
FLLV Martin Ratio Rank: 8585
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.

QLVD vs. FLLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and Franklin Liberty U.S. Low Volatility ETF (FLLV). 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.


QLVDFLLVDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.55

-0.14

Sortino ratio

Return per unit of downside risk

2.00

2.17

-0.18

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

2.11

1.98

+0.13

Martin ratio

Return relative to average drawdown

8.00

9.86

-1.86

QLVD vs. FLLV - Sharpe Ratio Comparison

The current QLVD Sharpe Ratio is 1.41, which is comparable to the FLLV Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of QLVD and FLLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QLVDFLLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.55

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.84

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.81

-0.31

Correlation

The correlation between QLVD and FLLV is 0.70, 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.


Dividends

QLVD vs. FLLV - Dividend Comparison

QLVD's dividend yield for the trailing twelve months is around 2.77%, less than FLLV's 4.80% yield.


TTM2025202420232022202120202019201820172016
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
2.77%2.87%3.01%3.33%2.47%3.06%1.78%1.06%0.00%0.00%0.00%
FLLV
Franklin Liberty U.S. Low Volatility ETF
4.80%4.71%3.25%1.75%1.68%1.41%1.40%1.31%1.55%1.44%0.50%

Drawdowns

QLVD vs. FLLV - Drawdown Comparison

The maximum QLVD drawdown since its inception was -28.20%, smaller than the maximum FLLV drawdown of -33.95%. Use the drawdown chart below to compare losses from any high point for QLVD and FLLV.


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Drawdown Indicators


QLVDFLLVDifference

Max Drawdown

Largest peak-to-trough decline

-28.20%

-33.95%

+5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-11.10%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-18.40%

-5.59%

Current Drawdown

Current decline from peak

-5.62%

-2.97%

-2.65%

Average Drawdown

Average peak-to-trough decline

-5.27%

-3.30%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.23%

-0.09%

Volatility

QLVD vs. FLLV - Volatility Comparison

FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a higher volatility of 5.23% compared to Franklin Liberty U.S. Low Volatility ETF (FLLV) at 3.23%. This indicates that QLVD's price experiences larger fluctuations and is considered to be riskier than FLLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLVDFLLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

3.23%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

6.31%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

13.74%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.68%

13.32%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

15.80%

-1.78%