Correlation
The correlation between QLVD and IDLV is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
QLVD vs. IDLV
Compare and contrast key facts about FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and Invesco S&P International Developed Low Volatility ETF (IDLV).
QLVD and IDLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QLVD is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Developed Markets ex US Quality Low Volatility Index. It was launched on Jul 15, 2019. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012. Both QLVD and IDLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QLVD or IDLV.
Performance
QLVD vs. IDLV - Performance Comparison
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Key characteristics
QLVD:
1.67
IDLV:
1.76
QLVD:
2.30
IDLV:
2.31
QLVD:
1.31
IDLV:
1.33
QLVD:
2.13
IDLV:
2.20
QLVD:
5.27
IDLV:
5.63
QLVD:
3.71%
IDLV:
3.89%
QLVD:
12.16%
IDLV:
13.06%
QLVD:
-28.20%
IDLV:
-34.65%
QLVD:
-0.38%
IDLV:
-0.45%
Returns By Period
In the year-to-date period, QLVD achieves a 18.21% return, which is significantly lower than IDLV's 19.39% return.
QLVD
18.21%
2.34%
13.78%
20.18%
10.29%
8.53%
N/A
IDLV
19.39%
2.84%
14.50%
22.86%
7.26%
7.20%
4.15%
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QLVD vs. IDLV - Expense Ratio Comparison
QLVD has a 0.32% expense ratio, which is higher than IDLV's 0.25% expense ratio.
Risk-Adjusted Performance
QLVD vs. IDLV — Risk-Adjusted Performance Rank
QLVD
IDLV
QLVD vs. IDLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and Invesco S&P International Developed Low Volatility ETF (IDLV). 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.
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Dividends
QLVD vs. IDLV - Dividend Comparison
QLVD's dividend yield for the trailing twelve months is around 2.65%, less than IDLV's 2.95% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund | 2.65% | 3.01% | 3.33% | 2.47% | 3.06% | 1.78% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDLV Invesco S&P International Developed Low Volatility ETF | 2.95% | 3.41% | 3.59% | 4.69% | 2.99% | 2.31% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% |
Drawdowns
QLVD vs. IDLV - Drawdown Comparison
The maximum QLVD drawdown since its inception was -28.20%, smaller than the maximum IDLV drawdown of -34.65%. Use the drawdown chart below to compare losses from any high point for QLVD and IDLV.
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Volatility
QLVD vs. IDLV - Volatility Comparison
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and Invesco S&P International Developed Low Volatility ETF (IDLV) have volatilities of 2.97% and 2.97%, 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.
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