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QMID vs. QIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMID vs. QIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Quality Growth Fund (QMID) and Indexperts Quality Earnings Focused ETF (QIDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QMID achieves a 5.39% return, which is significantly lower than QIDX's 10.40% return.


QMID

1D
-0.40%
1M
0.96%
6M
4.68%
YTD
5.39%
1Y
10.41%
3Y*
5Y*
10Y*
ALL TIME*
7.76%

QIDX

1D
0.55%
1M
0.29%
6M
6.42%
YTD
10.40%
1Y
14.22%
3Y*
5Y*
10Y*
ALL TIME*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$53.70K$62.72K$42.16K
$4.39K$13.06K$31.63K

QMID vs. QIDX - Yearly Performance Comparison


Correlation

The correlation between QMID and QIDX is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.85

The correlation between QMID and QIDX has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

QMID vs. QIDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QMID
QMID Risk / Return Rank: 2626
Overall Rank
QMID Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
QMID Sortino Ratio Rank: 2626
Sortino Ratio Rank
QMID Omega Ratio Rank: 2323
Omega Ratio Rank
QMID Calmar Ratio Rank: 2626
Calmar Ratio Rank
QMID Martin Ratio Rank: 3131
Martin Ratio Rank

QIDX
QIDX Risk / Return Rank: 4949
Overall Rank
QIDX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
QIDX Omega Ratio Rank: 4545
Omega Ratio Rank
QIDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
QIDX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QMID vs. QIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Quality Growth Fund (QMID) and Indexperts Quality Earnings Focused ETF (QIDX). 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.


QMIDQIDXDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratioReturn relative to maximum drawdown

0.82

1.90

-1.09

Martin ratioReturn relative to average drawdown

2.77

6.38

-3.61

QMID vs. QIDX - Sharpe Ratio Comparison

The current QMID Sharpe Ratio is 0.58, which is lower than the QIDX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of QMID and QIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QMID vs. QIDX - Drawdown Comparison

The maximum QMID drawdown since its inception was -24.42%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for QMID and QIDX.


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Drawdown Indicators


QMIDQIDXDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-14.99%

-9.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-6.92%

-3.75%

Current Drawdown

Current decline from peak

-1.34%

-0.44%

-0.90%

Average Drawdown

Average peak-to-trough decline

-5.22%

-2.13%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.06%

+1.09%

Volatility

QMID vs. QIDX - Volatility Comparison

WisdomTree U.S. MidCap Quality Growth Fund (QMID) has a higher volatility of 3.78% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.55%. This indicates that QMID's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMIDQIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

2.55%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

8.24%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

11.02%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

14.20%

+4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

14.20%

+4.03%

QMID vs. QIDX - Expense Ratio Comparison

QMID has a 0.38% expense ratio, which is lower than QIDX's 0.50% expense ratio.


Dividends

QMID vs. QIDX - Dividend Comparison

QMID's dividend yield for the trailing twelve months is around 0.49%, less than QIDX's 0.86% yield.


PositionTTM20252024
QIDX
Indexperts Quality Earnings Focused ETF
0.86%0.84%0.00%
QMID
WisdomTree U.S. MidCap Quality Growth Fund
0.49%0.51%1.16%

Frequently Asked Questions


QMID and QIDX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QMID has higher volatility (3.78%) compared to QIDX (2.55%). In terms of maximum drawdown, QMID dropped -24.42% vs QIDX's -14.99%.

On 1-year performance, QIDX leads with 14.22% vs 10.41% for QMID. On fees, QMID is cheaper at 0.38% per year. On volatility, QIDX has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QIDX has performed better with a 14.22% return vs 10.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QMID is cheaper with a 0.38% expense ratio, compared with 0.50% for QIDX.

QIDX has the higher dividend yield at 0.86%, compared with 0.49% for QMID.

They also come from different issuers: WisdomTree and Indexperts. Their fees differ too: 0.38% for QMID and 0.50% for QIDX.

QIDX currently has the higher Sharpe Ratio (1.20 vs 0.58), 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.

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