PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QLVE vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QLVE and SCHY is 0.72, 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.


-0.50.00.51.00.7

Performance

QLVE vs. SCHY - 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 Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
2.51%
-1.40%
QLVE
SCHY

Key characteristics

Sharpe Ratio

QLVE:

1.31

SCHY:

0.65

Sortino Ratio

QLVE:

1.93

SCHY:

0.96

Omega Ratio

QLVE:

1.23

SCHY:

1.12

Calmar Ratio

QLVE:

1.16

SCHY:

0.58

Martin Ratio

QLVE:

3.27

SCHY:

1.36

Ulcer Index

QLVE:

4.01%

SCHY:

5.21%

Daily Std Dev

QLVE:

10.00%

SCHY:

10.93%

Max Drawdown

QLVE:

-29.96%

SCHY:

-24.03%

Current Drawdown

QLVE:

-4.87%

SCHY:

-6.53%

Returns By Period

In the year-to-date period, QLVE achieves a 3.37% return, which is significantly lower than SCHY's 5.45% return.


QLVE

YTD

3.37%

1M

3.62%

6M

2.51%

1Y

11.60%

5Y*

2.91%

10Y*

N/A

SCHY

YTD

5.45%

1M

4.77%

6M

-1.40%

1Y

4.85%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


QLVE vs. SCHY - Expense Ratio Comparison

QLVE has a 0.40% expense ratio, which is higher than SCHY's 0.14% expense ratio.


QLVE
FlexShares Emerging Markets Quality Low Volatility Index Fund
Expense ratio chart for QLVE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

QLVE vs. SCHY — Risk-Adjusted Performance Rank

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

QLVE
The Risk-Adjusted Performance Rank of QLVE is 4646
Overall Rank
The Sharpe Ratio Rank of QLVE is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QLVE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QLVE is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QLVE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of QLVE is 3333
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 2121
Overall Rank
The Sharpe Ratio Rank of SCHY is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QLVE vs. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Emerging Markets Quality Low Volatility Index Fund (QLVE) and Schwab International Dividend Equity ETF (SCHY). 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.


Sharpe ratio
The chart of Sharpe ratio for QLVE, currently valued at 1.31, compared to the broader market0.002.004.001.310.65
The chart of Sortino ratio for QLVE, currently valued at 1.93, compared to the broader market0.005.0010.001.930.96
The chart of Omega ratio for QLVE, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.12
The chart of Calmar ratio for QLVE, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.001.370.58
The chart of Martin ratio for QLVE, currently valued at 3.27, compared to the broader market0.0020.0040.0060.0080.00100.003.271.36
QLVE
SCHY

The current QLVE Sharpe Ratio is 1.31, which is higher than the SCHY Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of QLVE and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.31
0.65
QLVE
SCHY

Dividends

QLVE vs. SCHY - Dividend Comparison

QLVE's dividend yield for the trailing twelve months is around 3.01%, less than SCHY's 4.40% yield.


TTM202420232022202120202019
QLVE
FlexShares Emerging Markets Quality Low Volatility Index Fund
3.01%3.11%3.00%2.48%2.57%1.66%1.27%
SCHY
Schwab International Dividend Equity ETF
4.40%4.64%3.97%3.68%1.73%0.00%0.00%

Drawdowns

QLVE vs. SCHY - Drawdown Comparison

The maximum QLVE drawdown since its inception was -29.96%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for QLVE and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.87%
-6.53%
QLVE
SCHY

Volatility

QLVE vs. SCHY - Volatility Comparison

The current volatility for FlexShares Emerging Markets Quality Low Volatility Index Fund (QLVE) is 2.40%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 3.48%. This indicates that QLVE experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
2.40%
3.48%
QLVE
SCHY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab