QUAL vs. EBI
QUAL (iShares MSCI USA Quality Factor ETF) and EBI (Longview Advantage ETF) are both Large Cap Blend Equities funds. QUAL is passively managed, while EBI is actively managed. Over the past year, QUAL returned 22.18% vs 34.11% for EBI. Their correlation of 0.91 suggests significant overlap in exposure. QUAL charges 0.15%/yr vs 0.24%/yr for EBI.
Performance
QUAL vs. EBI - Performance Comparison
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Returns By Period
In the year-to-date period, QUAL achieves a 9.65% return, which is significantly lower than EBI's 14.86% return.
QUAL
- 1D
- 0.79%
- 1M
- 4.74%
- YTD
- 9.65%
- 6M
- 9.63%
- 1Y
- 22.18%
- 3Y*
- 20.16%
- 5Y*
- 12.13%
- 10Y*
- 14.29%
EBI
- 1D
- 0.21%
- 1M
- 3.43%
- YTD
- 14.86%
- 6M
- 15.24%
- 1Y
- 34.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUAL vs. EBI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 9.65% | 12.11% |
EBI Longview Advantage ETF | 14.86% | 15.82% |
Correlation
The correlation between QUAL and EBI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2025 | 0.91 |
The correlation between QUAL and EBI has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
QUAL vs. EBI — Risk / Return Rank
QUAL
EBI
QUAL vs. EBI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) and Longview Advantage ETF (EBI). 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.
| QUAL | EBI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.50 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 4.83 | -2.37 |
| Martin ratioReturn relative to average drawdown | 11.25 | 19.92 | -8.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUAL | EBI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.83 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.42 | -0.61 |
Drawdowns
QUAL vs. EBI - Drawdown Comparison
The maximum QUAL drawdown since its inception was -34.06%, which is greater than EBI's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for QUAL and EBI.
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Drawdown Indicators
| QUAL | EBI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.06% | -17.05% | -17.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -7.09% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -18.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.24% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -2.06% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.72% | +0.26% |
Volatility
QUAL vs. EBI - Volatility Comparison
The current volatility for iShares MSCI USA Quality Factor ETF (QUAL) is 2.54%, while Longview Advantage ETF (EBI) has a volatility of 2.85%. This indicates that QUAL experiences smaller price fluctuations and is considered to be less risky than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUAL | EBI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 2.85% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 8.80% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.84% | 12.13% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 17.93% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 17.93% | +0.16% |
QUAL vs. EBI - Expense Ratio Comparison
QUAL has a 0.15% expense ratio, which is lower than EBI's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QUAL vs. EBI - Dividend Comparison
QUAL's dividend yield for the trailing twelve months is around 0.87%, less than EBI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBI Longview Advantage ETF | 0.92% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares MSCI USA Quality Factor ETF | 0.87% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
Frequently Asked Questions
QUAL and EBI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EBI has higher volatility (2.85%) compared to QUAL (2.54%). In terms of maximum drawdown, QUAL dropped -34.06% vs EBI's -17.05%.
On 1-year performance, EBI leads with 34.11% vs 22.18% for QUAL. On fees, QUAL is cheaper at 0.15% per year. On volatility, QUAL has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EBI has performed better with a 34.11% return vs 22.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QUAL is cheaper with a 0.15% expense ratio, compared with 0.24% for EBI.
EBI has the higher dividend yield at 0.92%, compared with 0.87% for QUAL.
They also come from different issuers: iShares and Longview. Their fees differ too: 0.15% for QUAL and 0.24% for EBI.
EBI currently has the higher Sharpe Ratio (2.83 vs 1.88), 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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