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QUIZ vs. QLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUIZ vs. QLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Quality International ETF (QUIZ) and FlexShares US Quality Low Volatility Index Fund (QLV). 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 QLV's 8.98% return.


QUIZ

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

QLV

1D
-0.46%
1M
3.65%
6M
6.52%
YTD
8.98%
1Y
14.73%
3Y*
14.56%
5Y*
9.98%
10Y*
ALL TIME*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$447.53K$431.14K$656.69K
$637.02K$642.52K$582.86K

QUIZ vs. QLV - Yearly Performance Comparison


Correlation

The correlation between QUIZ and QLV is 0.46, which is low. Their historical price movements had little consistent relationship.


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

0.46

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Return for Risk

QUIZ vs. QLV — 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.


QLV
QLV Risk / Return Rank: 7979
Overall Rank
QLV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QLV Sortino Ratio Rank: 8585
Sortino Ratio Rank
QLV Omega Ratio Rank: 8080
Omega Ratio Rank
QLV Calmar Ratio Rank: 6969
Calmar Ratio Rank
QLV Martin Ratio Rank: 7878
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. QLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Quality International ETF (QUIZ) and FlexShares US Quality Low Volatility Index Fund (QLV). 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.


QUIZQLVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.39

Martin ratioReturn relative to average drawdown

9.85

QUIZ vs. QLV - Sharpe Ratio Comparison


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Drawdowns

QUIZ vs. QLV - Drawdown Comparison

The maximum QUIZ drawdown since its inception was -11.75%, smaller than the maximum QLV drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for QUIZ and QLV.


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Drawdown Indicators


QUIZQLVDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-33.71%

+21.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-12.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

Current Drawdown

Current decline from peak

-4.56%

-0.46%

-4.10%

Average Drawdown

Average peak-to-trough decline

-2.25%

-3.94%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

Volatility

QUIZ vs. QLV - Volatility Comparison


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Volatility by Period


QUIZQLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

7.90%

+10.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

12.64%

+6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

16.44%

+2.36%

QUIZ vs. QLV - Expense Ratio Comparison

QUIZ has a 0.55% expense ratio, which is higher than QLV's 0.22% expense ratio.


Dividends

QUIZ vs. QLV - Dividend Comparison

QUIZ's dividend yield for the trailing twelve months is around 0.17%, less than QLV's 1.52% yield.


PositionTTM2025202420232022202120202019
QLV
FlexShares US Quality Low Volatility Index Fund
1.52%1.60%1.66%1.60%1.74%0.96%1.24%0.58%
QUIZ
Zacks Quality International ETF
0.17%0.18%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QUIZ and QLV have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QLV is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QLV is cheaper with a 0.22% expense ratio, compared with 0.55% for QUIZ.

QLV has the higher dividend yield at 1.52%, compared with 0.17% for QUIZ.

They also come from different issuers: Zacks and Northern Trust. Their fees differ too: 0.55% for QUIZ and 0.22% for QLV.

Portfolio Optimizer

Find the right allocation for QUIZ and QLV

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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