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QLVE vs. FDEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLVE vs. FDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Emerging Markets Quality Low Volatility Index Fund (QLVE) and Fidelity Emerging Markets Multifactor ETF (FDEM). The values are adjusted to include any dividend payments, if applicable.

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QLVE vs. FDEM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QLVE
FlexShares Emerging Markets Quality Low Volatility Index Fund
0.96%21.87%10.17%8.53%-13.10%0.90%4.16%4.98%
FDEM
Fidelity Emerging Markets Multifactor ETF
2.77%26.75%9.34%17.26%-13.11%-3.52%8.87%4.76%

Returns By Period

In the year-to-date period, QLVE achieves a 0.96% return, which is significantly lower than FDEM's 2.77% return.


QLVE

1D
3.42%
1M
-7.54%
YTD
0.96%
6M
4.33%
1Y
20.33%
3Y*
12.69%
5Y*
4.43%
10Y*

FDEM

1D
3.24%
1M
-8.84%
YTD
2.77%
6M
6.29%
1Y
27.87%
3Y*
17.22%
5Y*
6.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLVE vs. FDEM - Expense Ratio Comparison

QLVE has a 0.40% expense ratio, which is lower than FDEM's 0.45% expense ratio.


Return for Risk

QLVE vs. FDEM — Risk / Return Rank

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

QLVE
QLVE Risk / Return Rank: 7171
Overall Rank
QLVE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QLVE Sortino Ratio Rank: 7373
Sortino Ratio Rank
QLVE Omega Ratio Rank: 7171
Omega Ratio Rank
QLVE Calmar Ratio Rank: 7070
Calmar Ratio Rank
QLVE Martin Ratio Rank: 7272
Martin Ratio Rank

FDEM
FDEM Risk / Return Rank: 8181
Overall Rank
FDEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FDEM Sortino Ratio Rank: 8383
Sortino Ratio Rank
FDEM Omega Ratio Rank: 8181
Omega Ratio Rank
FDEM Calmar Ratio Rank: 8181
Calmar Ratio Rank
FDEM Martin Ratio Rank: 8181
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.

QLVE vs. FDEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Emerging Markets Quality Low Volatility Index Fund (QLVE) and Fidelity Emerging Markets Multifactor ETF (FDEM). 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.


QLVEFDEMDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.54

-0.29

Sortino ratio

Return per unit of downside risk

1.83

2.11

-0.28

Omega ratio

Gain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratio

Return relative to maximum drawdown

1.79

2.18

-0.39

Martin ratio

Return relative to average drawdown

7.57

8.58

-1.01

QLVE vs. FDEM - Sharpe Ratio Comparison

The current QLVE Sharpe Ratio is 1.26, which is comparable to the FDEM Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of QLVE and FDEM, 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


QLVEFDEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.54

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.42

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.39

-0.06

Correlation

The correlation between QLVE and FDEM is 0.88, 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

QLVE vs. FDEM - Dividend Comparison

QLVE's dividend yield for the trailing twelve months is around 2.83%, less than FDEM's 3.17% yield.


TTM2025202420232022202120202019
QLVE
FlexShares Emerging Markets Quality Low Volatility Index Fund
2.83%3.14%3.11%3.00%2.48%2.57%1.66%1.27%
FDEM
Fidelity Emerging Markets Multifactor ETF
3.17%3.23%4.05%4.41%3.95%2.71%1.84%2.39%

Drawdowns

QLVE vs. FDEM - Drawdown Comparison

The maximum QLVE drawdown since its inception was -29.96%, smaller than the maximum FDEM drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for QLVE and FDEM.


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Drawdown Indicators


QLVEFDEMDifference

Max Drawdown

Largest peak-to-trough decline

-29.96%

-33.65%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-12.70%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.04%

-29.19%

+5.15%

Current Drawdown

Current decline from peak

-8.57%

-9.87%

+1.30%

Average Drawdown

Average peak-to-trough decline

-8.45%

-9.00%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.22%

-0.48%

Volatility

QLVE vs. FDEM - Volatility Comparison

The current volatility for FlexShares Emerging Markets Quality Low Volatility Index Fund (QLVE) is 8.82%, while Fidelity Emerging Markets Multifactor ETF (FDEM) has a volatility of 9.54%. This indicates that QLVE experiences smaller price fluctuations and is considered to be less risky than FDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLVEFDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

9.54%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

13.16%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

18.15%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

15.77%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

17.76%

-2.14%