SIZE vs. QIDX
SIZE (iShares MSCI USA Size Factor ETF) and QIDX (Indexperts Quality Earnings Focused ETF) are both Mid Cap Blend Equities funds. SIZE is passively managed, while QIDX is actively managed. Over the past year, SIZE returned 17.11% vs 12.09% for QIDX. Their correlation of 0.89 suggests significant overlap in exposure. SIZE charges 0.15%/yr vs 0.50%/yr for QIDX.
Performance
SIZE vs. QIDX - Performance Comparison
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Returns By Period
In the year-to-date period, SIZE achieves a 8.82% return, which is significantly higher than QIDX's 7.83% return.
SIZE
- 1D
- -0.38%
- 1M
- 0.73%
- YTD
- 8.82%
- 6M
- 7.67%
- 1Y
- 17.11%
- 3Y*
- 15.52%
- 5Y*
- 7.90%
- 10Y*
- 12.00%
QIDX
- 1D
- -0.33%
- 1M
- 1.28%
- YTD
- 7.83%
- 6M
- 6.85%
- 1Y
- 12.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIZE vs. QIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | 8.82% | 10.51% |
QIDX Indexperts Quality Earnings Focused ETF | 7.83% | 6.60% |
Correlation
The correlation between SIZE and QIDX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.89 |
The correlation between SIZE and QIDX has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
SIZE vs. QIDX — Risk / Return Rank
SIZE
QIDX
SIZE vs. QIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) 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.
| SIZE | QIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.75 | +0.40 |
| Martin ratioReturn relative to average drawdown | 8.33 | 5.80 | +2.53 |
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Drawdowns
SIZE vs. QIDX - Drawdown Comparison
The maximum SIZE drawdown since its inception was -39.15%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for SIZE and QIDX.
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Drawdown Indicators
| SIZE | QIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.15% | -14.99% | -24.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -6.92% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | — | — |
Current DrawdownCurrent decline from peak | -1.59% | -1.29% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -2.24% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.09% | -0.03% |
Volatility
SIZE vs. QIDX - Volatility Comparison
iShares MSCI USA Size Factor ETF (SIZE) has a higher volatility of 3.87% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 3.01%. This indicates that SIZE'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.
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Volatility by Period
| SIZE | QIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.01% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 8.53% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 11.15% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 14.54% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 14.54% | +4.16% |
SIZE vs. QIDX - Expense Ratio Comparison
SIZE has a 0.15% expense ratio, which is lower than QIDX's 0.50% expense ratio.
Dividends
SIZE vs. QIDX - Dividend Comparison
SIZE's dividend yield for the trailing twelve months is around 1.40%, more than 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% |
SIZE iShares MSCI USA Size Factor ETF | 1.40% | 1.50% | 1.53% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% |
Frequently Asked Questions
SIZE and QIDX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIZE has higher volatility (3.87%) compared to QIDX (3.01%). In terms of maximum drawdown, SIZE dropped -39.15% vs QIDX's -14.99%.
On 1-year performance, SIZE leads with 17.11% vs 12.09% for QIDX. On fees, SIZE is cheaper at 0.15% per year. On volatility, QIDX has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SIZE has performed better with a 17.11% return vs 12.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SIZE is cheaper with a 0.15% expense ratio, compared with 0.50% for QIDX.
SIZE has the higher dividend yield at 1.40%, compared with 0.85% for QIDX.
They also come from different issuers: iShares and Indexperts. Their fees differ too: 0.15% for SIZE and 0.50% for QIDX.
SIZE currently has the higher Sharpe Ratio (1.33 vs 1.10), 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.
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