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QMIX.AX vs. QUAL.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMIX.AX vs. QUAL.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in State Street SPDR MSCI World Quality Mix ETF (QMIX.AX) and VanEck MSCI International Quality ETF (QUAL.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QMIX.AX achieves a 5.33% return, which is significantly higher than QUAL.AX's 2.45% return. Over the past 10 years, QMIX.AX has underperformed QUAL.AX with an annualized return of 12.64%, while QUAL.AX has yielded a comparatively higher 14.83% annualized return.


QMIX.AX

1D
0.00%
1M
0.06%
6M
6.30%
YTD
5.33%
1Y
11.58%
3Y*
14.47%
5Y*
11.60%
10Y*
12.64%
ALL TIME*
12.04%

QUAL.AX

1D
0.18%
1M
-2.15%
6M
4.46%
YTD
2.45%
1Y
9.11%
3Y*
14.33%
5Y*
11.34%
10Y*
14.83%
ALL TIME*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
A$760.26KA$825.97KA$685.44K
A$6.79MA$7.19MA$9.86M

QMIX.AX vs. QUAL.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QMIX.AX
State Street SPDR MSCI World Quality Mix ETF
5.33%12.23%24.29%18.07%-6.97%28.75%-1.08%29.52%0.77%14.11%
QUAL.AX
VanEck MSCI International Quality ETF
2.45%8.12%30.61%30.52%-16.97%33.99%11.23%36.86%3.26%16.10%

Correlation

The correlation between QMIX.AX and QUAL.AX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2015

0.58

The correlation between QMIX.AX and QUAL.AX shifts across timeframes, from 0.58 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QMIX.AX vs. QUAL.AX — Risk / Return Rank

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

QMIX.AX
QMIX.AX Risk / Return Rank: 4444
Overall Rank
QMIX.AX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QMIX.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
QMIX.AX Omega Ratio Rank: 4646
Omega Ratio Rank
QMIX.AX Calmar Ratio Rank: 3838
Calmar Ratio Rank
QMIX.AX Martin Ratio Rank: 4040
Martin Ratio Rank

QUAL.AX
QUAL.AX Risk / Return Rank: 2929
Overall Rank
QUAL.AX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
QUAL.AX Sortino Ratio Rank: 3131
Sortino Ratio Rank
QUAL.AX Omega Ratio Rank: 3131
Omega Ratio Rank
QUAL.AX Calmar Ratio Rank: 2525
Calmar Ratio Rank
QUAL.AX Martin Ratio Rank: 2727
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.

QMIX.AX vs. QUAL.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Quality Mix ETF (QMIX.AX) and VanEck MSCI International Quality ETF (QUAL.AX). 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.


QMIX.AXQUAL.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

1.37

0.75

+0.62

Martin ratioReturn relative to average drawdown

4.31

2.22

+2.10

QMIX.AX vs. QUAL.AX - Sharpe Ratio Comparison

The current QMIX.AX Sharpe Ratio is 1.22, which is higher than the QUAL.AX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of QMIX.AX and QUAL.AX, 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

QMIX.AX vs. QUAL.AX - Drawdown Comparison

The maximum QMIX.AX drawdown since its inception was -22.24%, smaller than the maximum QUAL.AX drawdown of -24.52%. Use the drawdown chart below to compare losses from any high point for QMIX.AX and QUAL.AX.


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Drawdown Indicators


QMIX.AXQUAL.AXDifference

Max Drawdown

Largest peak-to-trough decline

-22.24%

-24.52%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-10.55%

+2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-14.65%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-24.52%

+8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-22.24%

-24.52%

+2.28%

Current Drawdown

Current decline from peak

-0.76%

-2.47%

+1.71%

Average Drawdown

Average peak-to-trough decline

-3.59%

-4.32%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.59%

-1.10%

Volatility

QMIX.AX vs. QUAL.AX - Volatility Comparison

State Street SPDR MSCI World Quality Mix ETF (QMIX.AX) has a higher volatility of 2.54% compared to VanEck MSCI International Quality ETF (QUAL.AX) at 2.14%. This indicates that QMIX.AX's price experiences larger fluctuations and is considered to be riskier than QUAL.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMIX.AXQUAL.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.14%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

7.70%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

10.07%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

13.94%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

14.49%

-1.25%

QMIX.AX vs. QUAL.AX - Expense Ratio Comparison

QMIX.AX has a 0.18% expense ratio, which is lower than QUAL.AX's 0.40% expense ratio.


Dividends

QMIX.AX vs. QUAL.AX - Dividend Comparison

QMIX.AX's dividend yield for the trailing twelve months is around 4.44%, more than QUAL.AX's 3.52% yield.


PositionTTM20252024202320222021202020192018201720162015
QMIX.AX
State Street SPDR MSCI World Quality Mix ETF
4.44%3.81%3.95%2.88%4.15%2.83%4.71%2.69%2.73%2.21%2.68%0.00%
QUAL.AX
VanEck MSCI International Quality ETF
3.52%1.99%4.51%1.06%1.10%0.86%1.05%1.35%1.86%2.90%2.16%1.69%

Frequently Asked Questions


QMIX.AX and QUAL.AX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QMIX.AX is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QMIX.AX is cheaper with a 0.18% expense ratio, compared with 0.40% for QUAL.AX.

QMIX.AX tracks MSCI World Factor Mix A-Series Index, while QUAL.AX tracks MSCI World ex Australia Quality Index. They also come from different issuers: SPDR and VanEck. Their fees differ too: 0.18% for QMIX.AX and 0.40% for QUAL.AX.

Portfolio Optimizer

Find the right allocation for QMIX.AX and QUAL.AX

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

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