PortfoliosLab logoPortfoliosLab logo
QLVD vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLVD vs. SKOR - 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 FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QLVD achieves a 2.90% return, which is significantly higher than SKOR's 0.45% return.


QLVD

1D
-0.19%
1M
-1.90%
YTD
2.90%
6M
2.39%
1Y
8.20%
3Y*
11.75%
5Y*
5.87%
10Y*

SKOR

1D
0.09%
1M
0.48%
YTD
0.45%
6M
0.66%
1Y
4.54%
3Y*
5.99%
5Y*
1.78%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLVD vs. SKOR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
2.90%24.21%4.67%11.57%-12.09%9.04%3.00%6.26%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.45%7.99%4.42%7.64%-9.88%-1.40%8.84%3.19%

Correlation

The correlation between QLVD and SKOR is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

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

0.33

Over the past year, QLVD and SKOR have become more correlated (0.55) than their long-term average of 0.33, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QLVD vs. SKOR — Risk / Return Rank

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

QLVD
QLVD Risk / Return Rank: 2222
Overall Rank
QLVD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
QLVD Sortino Ratio Rank: 2222
Sortino Ratio Rank
QLVD Omega Ratio Rank: 2121
Omega Ratio Rank
QLVD Calmar Ratio Rank: 2222
Calmar Ratio Rank
QLVD Martin Ratio Rank: 2323
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 5151
Overall Rank
SKOR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 5656
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5252
Omega Ratio Rank
SKOR Calmar Ratio Rank: 4747
Calmar Ratio Rank
SKOR Martin Ratio Rank: 4747
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. SKOR - 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 FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.


QLVDSKORDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.14

1.31

-0.17

Calmar ratioReturn relative to maximum drawdown

1.01

2.18

-1.17

Martin ratioReturn relative to average drawdown

2.75

7.51

-4.76

QLVD vs. SKOR - Sharpe Ratio Comparison

The current QLVD Sharpe Ratio is 0.78, which is lower than the SKOR Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of QLVD and SKOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QLVD vs. SKOR - Drawdown Comparison

The maximum QLVD drawdown since its inception was -28.20%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for QLVD and SKOR.


Loading charts...

Drawdown Indicators


QLVDSKORDifference

Max Drawdown

Largest peak-to-trough decline

-28.20%

-15.98%

-12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-2.09%

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-9.24%

-3.11%

-6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-15.13%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-5.98%

-0.67%

-5.31%

Average Drawdown

Average peak-to-trough decline

-5.24%

-2.64%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

0.61%

+2.38%

Volatility

QLVD vs. SKOR - Volatility Comparison

FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a higher volatility of 2.92% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.84%. This indicates that QLVD's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QLVDSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

0.84%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

2.07%

+6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

10.59%

2.72%

+7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

4.43%

+7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.95%

4.90%

+9.05%

QLVD vs. SKOR - Expense Ratio Comparison

QLVD has a 0.32% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Dividends

QLVD vs. SKOR - Dividend Comparison

QLVD's dividend yield for the trailing twelve months is around 3.12%, less than SKOR's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
3.12%2.87%3.01%3.33%2.47%3.06%1.78%1.06%0.00%0.00%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.66%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%

Frequently Asked Questions


QLVD and SKOR have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLVD has higher volatility (2.92%) compared to SKOR (0.84%). In terms of maximum drawdown, QLVD dropped -28.20% vs SKOR's -15.98%.

On 5-year performance, QLVD leads with 5.87% vs 1.78% for SKOR. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QLVD has performed better with a 5.87% return vs 1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKOR is cheaper with a 0.22% expense ratio, compared with 0.32% for QLVD.

SKOR has the higher dividend yield at 4.66%, compared with 3.12% for QLVD.

QLVD is categorized as Volatility Hedged Equity, while SKOR is Corporate Bonds. QLVD tracks Northern Trust Developed Markets ex US Quality Low Volatility Index, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. Their fees differ too: 0.32% for QLVD and 0.22% for SKOR.

SKOR currently has the higher Sharpe Ratio (1.68 vs 0.78), 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

Find the right allocation for QLVD and SKOR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer