VIDI vs. IQLT

Last updated Apr 2, 2026

Compare and contrast key facts about Vident International Equity Fund (VIDI) and iShares MSCI Intl Quality Factor ETF (IQLT).

VIDI and IQLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIDI is a passively managed fund by Vident that tracks the performance of the Vident International Equity Index. It was launched on Oct 29, 2013. IQLT is a passively managed fund by iShares that tracks the performance of the World ex USA Sector Neutral Quality. It was launched on Jan 13, 2015. Both VIDI and IQLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VIDI vs. IQLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and iShares MSCI Intl Quality Factor ETF (IQLT). The values are adjusted to include any dividend payments, if applicable.

VIDI vs. IQLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIDI Vident International Equity Fund	8.20%	41.83%	6.03%	18.92%	-13.83%	11.93%	1.18%	15.84%	-17.65%	33.56%
IQLT iShares MSCI Intl Quality Factor ETF	3.12%	25.42%	1.54%	18.73%	-15.22%	12.94%	12.48%	28.18%	-10.76%	24.04%

Returns By Period

In the year-to-date period, VIDI achieves a 8.20% return, which is significantly higher than IQLT's 3.12% return. Both investments have delivered pretty close results over the past 10 years, with VIDI having a 9.55% annualized return and IQLT not far behind at 9.25%.

VIDI

• 1D: 0.80%
• 1M: -4.59%
• YTD: 8.20%
• 6M: 15.18%
• 1Y: 45.72%
• 3Y*: 22.22%
• 5Y*: 10.90%
• 10Y*: 9.55%

IQLT

• 1D: 1.38%
• 1M: -4.11%
• YTD: 3.12%
• 6M: 6.06%
• 1Y: 20.63%
• 3Y*: 12.68%
• 5Y*: 7.54%
• 10Y*: 9.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIDI vs. IQLT - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than IQLT's 0.30% expense ratio.

VIDI

Vident International Equity Fund

IQLT

iShares MSCI Intl Quality Factor ETF

Return for Risk

VIDI vs. IQLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIDI

VIDI Risk / Return Rank: 95
VIDI Sharpe Ratio Rank: 96
VIDI Sortino Ratio Rank: 96
VIDI Omega Ratio Rank: 96
VIDI Calmar Ratio Rank: 93
VIDI Martin Ratio Rank: 95

IQLT

IQLT Risk / Return Rank: 69
IQLT Sharpe Ratio Rank: 67
IQLT Sortino Ratio Rank: 69
IQLT Omega Ratio Rank: 65
IQLT Calmar Ratio Rank: 74
IQLT Martin Ratio Rank: 71

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.

VIDI vs. IQLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and iShares MSCI Intl Quality Factor ETF (IQLT). 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.

	VIDI	IQLT	Difference
Sharpe ratio Return per unit of total volatility	2.67	1.22	+1.44
Sortino ratio Return per unit of downside risk	3.39	1.79	+1.60
Omega ratio Gain probability vs. loss probability	1.54	1.25	+0.29
Calmar ratio Return relative to maximum drawdown	3.73	2.02	+1.71
Martin ratio Return relative to average drawdown	16.32	7.57	+8.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIDI vs. IQLT - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 2.67, which is higher than the IQLT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VIDI and IQLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VIDI	IQLT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	1.22	+1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.46	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.55	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.48	-0.10

Correlation

The correlation between VIDI and IQLT is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VIDI vs. IQLT - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 4.10%, more than IQLT's 2.26% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIDI Vident International Equity Fund	4.10%	4.26%	4.93%	4.14%	5.85%	4.62%	2.51%	3.35%	2.80%	2.21%	1.92%	2.25%
IQLT iShares MSCI Intl Quality Factor ETF	2.26%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%

Drawdowns

VIDI vs. IQLT - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, which is greater than IQLT's maximum drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for VIDI and IQLT.

Drawdown Indicators

	VIDI	IQLT	Difference
Max Drawdown Largest peak-to-trough decline	-48.39%	-32.21%	-16.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-10.38%	-2.10%
Max Drawdown (5Y) Largest decline over 5 years	-30.00%	-30.24%	+0.24%
Max Drawdown (10Y) Largest decline over 10 years	-48.39%	-32.21%	-16.18%
Current Drawdown Current decline from peak	-6.20%	-5.73%	-0.47%
Average Drawdown Average peak-to-trough decline	-10.51%	-6.29%	-4.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.77%	+0.08%

Volatility

VIDI vs. IQLT - Volatility Comparison

Vident International Equity Fund (VIDI) and iShares MSCI Intl Quality Factor ETF (IQLT) have volatilities of 7.06% and 7.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIDI	IQLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.06%	7.07%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	11.16%	10.78%	+0.38%
Volatility (1Y) Calculated over the trailing 1-year period	17.24%	16.95%	+0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.83%	16.31%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.99%	16.92%	+1.07%