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QLVD vs. SIXH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLVD vs. SIXH - 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 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). The values are adjusted to include any dividend payments, if applicable.

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QLVD vs. SIXH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
3.29%24.21%4.67%11.57%-12.09%9.04%16.48%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
7.67%9.47%12.06%4.93%6.90%18.37%5.83%

Returns By Period

In the year-to-date period, QLVD achieves a 3.29% return, which is significantly lower than SIXH's 7.67% return.


QLVD

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

SIXH

1D
1.20%
1M
-1.92%
YTD
7.67%
6M
10.05%
1Y
9.49%
3Y*
12.61%
5Y*
10.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLVD vs. SIXH - Expense Ratio Comparison

QLVD has a 0.32% expense ratio, which is lower than SIXH's 0.87% expense ratio.


Return for Risk

QLVD vs. SIXH — 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

SIXH
SIXH Risk / Return Rank: 5151
Overall Rank
SIXH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SIXH Sortino Ratio Rank: 4848
Sortino Ratio Rank
SIXH Omega Ratio Rank: 5353
Omega Ratio Rank
SIXH Calmar Ratio Rank: 4949
Calmar Ratio Rank
SIXH Martin Ratio Rank: 5454
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. SIXH - 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 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). 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.


QLVDSIXHDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.87

+0.53

Sortino ratio

Return per unit of downside risk

2.00

1.27

+0.73

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

2.11

1.21

+0.90

Martin ratio

Return relative to average drawdown

8.00

5.09

+2.91

QLVD vs. SIXH - Sharpe Ratio Comparison

The current QLVD Sharpe Ratio is 1.41, which is higher than the SIXH Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of QLVD and SIXH, 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


QLVDSIXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.87

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.99

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.09

-0.59

Correlation

The correlation between QLVD and SIXH is 0.51, 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.


Dividends

QLVD vs. SIXH - Dividend Comparison

QLVD's dividend yield for the trailing twelve months is around 2.77%, more than SIXH's 1.84% yield.


TTM2025202420232022202120202019
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%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.84%2.23%1.55%2.04%2.06%1.65%1.10%0.00%

Drawdowns

QLVD vs. SIXH - Drawdown Comparison

The maximum QLVD drawdown since its inception was -28.20%, which is greater than SIXH's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for QLVD and SIXH.


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Drawdown Indicators


QLVDSIXHDifference

Max Drawdown

Largest peak-to-trough decline

-28.20%

-11.68%

-16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-8.58%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-11.68%

-12.31%

Current Drawdown

Current decline from peak

-5.62%

-1.99%

-3.63%

Average Drawdown

Average peak-to-trough decline

-5.27%

-1.84%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.09%

+0.05%

Volatility

QLVD vs. SIXH - Volatility Comparison

FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a higher volatility of 5.23% compared to 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) at 3.04%. This indicates that QLVD's price experiences larger fluctuations and is considered to be riskier than SIXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLVDSIXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

3.04%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

5.60%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

10.99%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.68%

10.33%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

10.17%

+3.85%