QUIZ vs. SQLV
QUIZ (Zacks Quality International ETF) and SQLV (Royce Quant Small-Cap Quality Value ETF) are both Quality Factor funds. Both are actively managed. Their 0.47 correlation means their historical movements had little consistent relationship. QUIZ charges 0.55%/yr vs 0.60%/yr for SQLV.
Performance
QUIZ vs. SQLV - Performance Comparison
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Returns By Period
In the year-to-date period, QUIZ achieves a 6.62% return, which is significantly lower than SQLV's 25.05% return.
QUIZ
- 1D
- -0.74%
- 1M
- -2.62%
- 6M
- 0.68%
- YTD
- 6.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SQLV
- 1D
- -0.56%
- 1M
- 3.15%
- 6M
- 21.37%
- YTD
- 25.05%
- 1Y
- 32.97%
- 3Y*
- 12.86%
- 5Y*
- 8.44%
- 10Y*
- —
- ALL TIME*
- 10.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $637.02K | $642.52K | $582.86K | |
| $651.11K | $333.79K | $155.30K |
QUIZ vs. SQLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUIZ Zacks Quality International ETF | 6.62% | 6.02% |
SQLV Royce Quant Small-Cap Quality Value ETF | 25.05% | 3.46% |
Correlation
The correlation between QUIZ and SQLV is 0.47, 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 | 0.47 |
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Return for Risk
QUIZ vs. SQLV — Risk / Return Rank
QUIZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SQLV
QUIZ vs. SQLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Quality International ETF (QUIZ) and Royce Quant Small-Cap Quality Value ETF (SQLV). 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.
| QUIZ | SQLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.75 | — |
| Martin ratioReturn relative to average drawdown | — | 11.74 | — |
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Drawdowns
QUIZ vs. SQLV - Drawdown Comparison
The maximum QUIZ drawdown since its inception was -11.75%, smaller than the maximum SQLV drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for QUIZ and SQLV.
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Drawdown Indicators
| QUIZ | SQLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.75% | -48.34% | +36.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.84% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.86% | — |
Current DrawdownCurrent decline from peak | -4.56% | -0.56% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -8.81% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.84% | — |
Volatility
QUIZ vs. SQLV - Volatility Comparison
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Volatility by Period
| QUIZ | SQLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.31% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 17.38% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 20.87% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 23.25% | -4.45% |
QUIZ vs. SQLV - Expense Ratio Comparison
QUIZ has a 0.55% expense ratio, which is lower than SQLV's 0.60% expense ratio.
Dividends
QUIZ vs. SQLV - Dividend Comparison
QUIZ's dividend yield for the trailing twelve months is around 0.17%, less than SQLV's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SQLV Royce Quant Small-Cap Quality Value ETF | 0.94% | 1.15% | 1.11% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% |
Frequently Asked Questions
QUIZ and SQLV have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUIZ is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QUIZ is cheaper with a 0.55% expense ratio, compared with 0.60% for SQLV.
SQLV has the higher dividend yield at 0.94%, compared with 0.17% for QUIZ.
They also come from different issuers: Zacks and Franklin Templeton. Their fees differ too: 0.55% for QUIZ and 0.60% for SQLV.
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