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QUIZ vs. QDEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUIZ vs. QDEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Quality International ETF (QUIZ) and FlexShares Quality Dividend Defensive Index Fund (QDEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUIZ achieves a 6.62% return, which is significantly lower than QDEF's 10.20% return.


QUIZ

1D
-0.74%
1M
-2.62%
6M
0.68%
YTD
6.62%
1Y
3Y*
5Y*
10Y*
ALL TIME*

QDEF

1D
-0.83%
1M
2.39%
6M
8.03%
YTD
10.20%
1Y
18.61%
3Y*
17.45%
5Y*
12.29%
10Y*
11.95%
ALL TIME*
12.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$585.55K$615.34K$740.96K
$637.02K$642.52K$582.86K

QUIZ vs. QDEF - Yearly Performance Comparison


Correlation

The correlation between QUIZ and QDEF is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.69

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Return for Risk

QUIZ vs. QDEF — Risk / Return Rank

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

QUIZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QDEF
QDEF Risk / Return Rank: 8181
Overall Rank
QDEF Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QDEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
QDEF Omega Ratio Rank: 8282
Omega Ratio Rank
QDEF Calmar Ratio Rank: 7676
Calmar Ratio Rank
QDEF Martin Ratio Rank: 8383
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.

QUIZ vs. QDEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Quality International ETF (QUIZ) and FlexShares Quality Dividend Defensive Index Fund (QDEF). 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.


QUIZQDEFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.69

Martin ratioReturn relative to average drawdown

11.20

QUIZ vs. QDEF - Sharpe Ratio Comparison


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Drawdowns

QUIZ vs. QDEF - Drawdown Comparison

The maximum QUIZ drawdown since its inception was -11.75%, smaller than the maximum QDEF drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for QUIZ and QDEF.


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Drawdown Indicators


QUIZQDEFDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-35.74%

+23.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.74%

Current Drawdown

Current decline from peak

-4.56%

-0.83%

-3.73%

Average Drawdown

Average peak-to-trough decline

-2.25%

-3.27%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

Volatility

QUIZ vs. QDEF - Volatility Comparison


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Volatility by Period


QUIZQDEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

9.87%

+8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

13.77%

+5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

16.14%

+2.66%

QUIZ vs. QDEF - Expense Ratio Comparison

QUIZ has a 0.55% expense ratio, which is higher than QDEF's 0.37% expense ratio.


Dividends

QUIZ vs. QDEF - Dividend Comparison

QUIZ's dividend yield for the trailing twelve months is around 0.17%, less than QDEF's 1.58% yield.


PositionTTM20252024202320222021202020192018201720162015
QDEF
FlexShares Quality Dividend Defensive Index Fund
1.58%1.74%1.85%2.21%2.42%1.84%2.50%3.17%7.10%2.70%2.90%3.00%
QUIZ
Zacks Quality International ETF
0.17%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QUIZ and QDEF have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDEF is cheaper at 0.37% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDEF is cheaper with a 0.37% expense ratio, compared with 0.55% for QUIZ.

QDEF has the higher dividend yield at 1.58%, compared with 0.17% for QUIZ.

They also come from different issuers: Zacks and FlexShares. Their fees differ too: 0.55% for QUIZ and 0.37% for QDEF.

Portfolio Optimizer

Find the right allocation for QUIZ and QDEF

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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