QUAL vs. QIDX

Last updated Aug 4, 2026

QUAL (iShares MSCI USA Quality Factor ETF) and QIDX (Indexperts Quality Earnings Focused ETF) are both Quality Factor funds. QUAL is passively managed, while QIDX is actively managed. Over the past year, QUAL returned 22.77% vs 15.60% for QIDX. Their correlation of 0.86 means they have usually moved in the same direction. QUAL charges 0.15%/yr vs 0.50%/yr for QIDX.

Performance

QUAL vs. QIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality Factor ETF (QUAL) and Indexperts Quality Earnings Focused ETF (QIDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with QUAL having a 12.08% return and QIDX slightly lower at 11.73%.

QUAL

• 1D: 1.10%
• 1M: 1.52%
• 6M: 9.27%
• YTD: 12.08%
• 1Y: 22.77%
• 3Y*: 18.73%
• 5Y*: 11.26%
• 10Y*: 14.16%
• ALL TIME*: 13.75%

QIDX

• 1D: 1.21%
• 1M: 1.50%
• 6M: 7.13%
• YTD: 11.73%
• 1Y: 15.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QIDX Indexperts Quality Earnings Focused ETF	$57.20K	$64.59K	$41.81K
QUAL iShares MSCI USA Quality Factor ETF	$217.13M	$238.90M	$384.89M

QUAL vs. QIDX - Yearly Performance Comparison

	2026 (YTD)	2025
QUAL iShares MSCI USA Quality Factor ETF	12.08%	12.65%
QIDX Indexperts Quality Earnings Focused ETF	11.73%	6.60%

Correlation

The correlation between QUAL and QIDX is 0.83, 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.	0.83
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025	0.86

The correlation between QUAL and QIDX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

QUAL vs. QIDX — Risk / Return Rank

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

QUAL

QUAL Risk / Return Rank: 78
QUAL Sharpe Ratio Rank: 80
QUAL Sortino Ratio Rank: 80
QUAL Omega Ratio Rank: 78
QUAL Calmar Ratio Rank: 71
QUAL Martin Ratio Rank: 83

QIDX

QIDX Risk / Return Rank: 54
QIDX Sharpe Ratio Rank: 52
QIDX Sortino Ratio Rank: 54
QIDX Omega Ratio Rank: 48
QIDX Calmar Ratio Rank: 57
QIDX Martin Ratio Rank: 58

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.

QUAL vs. QIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) 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.

	QUAL	QIDX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.42	+0.43
Sortino ratio: Return per unit of downside risk	2.63	2.10	+0.53
Omega ratio: Gain probability vs. loss probability	1.33	1.25	+0.08
Calmar ratio: Return relative to maximum drawdown	2.53	2.26	+0.27
Martin ratio: Return relative to average drawdown	11.33	7.59	+3.74

QUAL vs. QIDX - Sharpe Ratio Comparison

The current QUAL Sharpe Ratio is 1.86, which is higher than the QIDX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QUAL 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.

Drawdowns

QUAL vs. QIDX - Drawdown Comparison

The maximum QUAL drawdown since its inception was -34.06%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for QUAL and QIDX.

Drawdown Indicators

	QUAL	QIDX	Difference
Max Drawdown Largest peak-to-trough decline	-34.06%	-14.99%	-19.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-6.92%	-2.11%
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 Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.07%	-2.13%	-1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	2.06%	-0.05%

Volatility

QUAL vs. QIDX - Volatility Comparison

iShares MSCI USA Quality Factor ETF (QUAL) has a higher volatility of 3.07% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.81%. This indicates that QUAL'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.

Volatility by Period

	QUAL	QIDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	2.81%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	9.70%	8.24%	+1.46%
Volatility (1Y) Calculated over the trailing 1-year period	12.33%	11.02%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	14.21%	+3.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.10%	14.21%	+3.89%

QUAL vs. QIDX - Expense Ratio Comparison

QUAL has a 0.15% expense ratio, which is lower than QIDX's 0.50% expense ratio.

Dividends

QUAL vs. QIDX - Dividend Comparison

QUAL's dividend yield for the trailing twelve months is around 0.85%, which matches QIDX's 0.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QIDX Indexperts Quality Earnings Focused ETF	0.85%	0.84%	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	0.85%	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

Can I hold both QUAL and QIDX in my portfolio?

QUAL and QIDX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QUAL or QIDX?

QUAL has higher volatility (3.07%) compared to QIDX (2.81%). In terms of maximum drawdown, QUAL dropped -34.06% vs QIDX's -14.99%.

Which ETF is better, QUAL or QIDX?

On 1-year performance, QUAL leads with 22.77% vs 15.60% for QIDX. On fees, QUAL is cheaper at 0.15% per year. On volatility, QIDX has been the lower-risk option at 2.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QUAL or QIDX?

Over the 1-year period, QUAL has performed better with a 22.77% return vs 15.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QUAL or QIDX?

QUAL is cheaper with a 0.15% expense ratio, compared with 0.50% for QIDX.

Which ETF pays a higher dividend yield, QUAL or QIDX?

QUAL and QIDX have nearly identical dividend yields, around 0.85%.

What is the main difference between QUAL and QIDX?

They also come from different issuers: iShares and Indexperts. Their fees differ too: 0.15% for QUAL and 0.50% for QIDX.

Which has better risk-adjusted returns?

QUAL currently has the higher Sharpe Ratio (1.86 vs 1.42), 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.