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QUIZ vs. SAPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUIZ vs. SAPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Quality International ETF (QUIZ) and ADRhedged SAP ETF (SAPH). 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 9.32% return, which is significantly higher than SAPH's -30.91% return.


QUIZ

1D
1.01%
1M
1.59%
6M
6.95%
YTD
9.32%
1Y
3Y*
5Y*
10Y*

SAPH

1D
0.63%
1M
-10.17%
6M
-31.03%
YTD
-30.91%
1Y
-45.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUIZ vs. SAPH - Yearly Performance Comparison


2026 (YTD)2025
QUIZ
Zacks Quality International ETF
9.32%6.02%
SAPH
ADRhedged SAP ETF
-30.91%-12.11%

Correlation

The correlation between QUIZ and SAPH is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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Zacks Quality International ETF

ADRhedged SAP ETF

Return for Risk

QUIZ vs. SAPH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


SAPH
SAPH Risk / Return Rank: 11
Overall Rank
SAPH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SAPH Sortino Ratio Rank: 11
Sortino Ratio Rank
SAPH Omega Ratio Rank: 00
Omega Ratio Rank
SAPH Calmar Ratio Rank: 11
Calmar Ratio Rank
SAPH Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUIZ vs. SAPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Quality International ETF (QUIZ) and ADRhedged SAP ETF (SAPH). 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.


QUIZSAPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.75

Calmar ratioReturn relative to maximum drawdown

-0.94

Martin ratioReturn relative to average drawdown

-1.54

QUIZ vs. SAPH - Sharpe Ratio Comparison


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Drawdowns

QUIZ vs. SAPH - Drawdown Comparison

The maximum QUIZ drawdown since its inception was -11.75%, smaller than the maximum SAPH drawdown of -51.14%. Use the drawdown chart below to compare losses from any high point for QUIZ and SAPH.


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Drawdown Indicators


QUIZSAPHDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-51.14%

+39.39%

Max Drawdown (1Y)

Largest decline over 1 year

-48.85%

Current Drawdown

Current decline from peak

-2.14%

-48.20%

+46.06%

Average Drawdown

Average peak-to-trough decline

-2.20%

-22.21%

+20.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.92%

Volatility

QUIZ vs. SAPH - Volatility Comparison


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Volatility by Period


QUIZSAPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

Volatility (6M)

Calculated over the trailing 6-month period

31.54%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

34.95%

-15.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

34.14%

-15.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

34.14%

-15.11%

QUIZ vs. SAPH - Expense Ratio Comparison

QUIZ has a 0.55% expense ratio, which is higher than SAPH's 0.19% expense ratio.


Dividends

QUIZ vs. SAPH - Dividend Comparison

QUIZ's dividend yield for the trailing twelve months is around 0.16%, less than SAPH's 4.04% yield.


PositionTTM2025
QUIZ
Zacks Quality International ETF
0.16%0.18%
SAPH
ADRhedged SAP ETF
4.04%0.00%

Frequently Asked Questions


QUIZ and SAPH have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SAPH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SAPH is cheaper with a 0.19% expense ratio, compared with 0.55% for QUIZ.

SAPH has the higher dividend yield at 4.04%, compared with 0.16% for QUIZ.

They also come from different issuers: Zacks and ADRhedged. Their fees differ too: 0.55% for QUIZ and 0.19% for SAPH.

Portfolio Optimizer

Find the right allocation for QUIZ and SAPH

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

Open Portfolio Optimizer