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VSMV vs. QLVD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSMV vs. QLVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). The values are adjusted to include any dividend payments, if applicable.

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VSMV vs. QLVD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF
2.63%16.77%15.79%12.34%-7.56%25.66%5.05%5.60%
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
3.29%24.21%4.67%11.57%-12.09%9.04%3.00%6.35%

Returns By Period

In the year-to-date period, VSMV achieves a 2.63% return, which is significantly lower than QLVD's 3.29% return.


VSMV

1D
1.41%
1M
-3.84%
YTD
2.63%
6M
6.16%
1Y
18.57%
3Y*
15.25%
5Y*
11.14%
10Y*

QLVD

1D
2.09%
1M
-5.62%
YTD
3.29%
6M
6.74%
1Y
17.40%
3Y*
12.29%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSMV vs. QLVD - Expense Ratio Comparison

VSMV has a 0.35% expense ratio, which is higher than QLVD's 0.32% expense ratio.


Return for Risk

VSMV vs. QLVD — Risk / Return Rank

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

VSMV
VSMV Risk / Return Rank: 7979
Overall Rank
VSMV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VSMV Sortino Ratio Rank: 7979
Sortino Ratio Rank
VSMV Omega Ratio Rank: 7878
Omega Ratio Rank
VSMV Calmar Ratio Rank: 7575
Calmar Ratio Rank
VSMV Martin Ratio Rank: 8787
Martin Ratio Rank

QLVD
QLVD Risk / Return Rank: 7777
Overall Rank
QLVD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QLVD Sortino Ratio Rank: 7979
Sortino Ratio Rank
QLVD Omega Ratio Rank: 7575
Omega Ratio Rank
QLVD Calmar Ratio Rank: 7979
Calmar Ratio Rank
QLVD Martin Ratio Rank: 7777
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.

VSMV vs. QLVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD). 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.


VSMVQLVDDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.41

-0.01

Sortino ratio

Return per unit of downside risk

2.01

2.00

+0.01

Omega ratio

Gain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratio

Return relative to maximum drawdown

1.90

2.11

-0.20

Martin ratio

Return relative to average drawdown

10.28

8.00

+2.28

VSMV vs. QLVD - Sharpe Ratio Comparison

The current VSMV Sharpe Ratio is 1.39, which is comparable to the QLVD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VSMV and QLVD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSMVQLVDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.41

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.62

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.50

+0.28

Correlation

The correlation between VSMV and QLVD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSMV vs. QLVD - Dividend Comparison

VSMV's dividend yield for the trailing twelve months is around 1.40%, less than QLVD's 2.77% yield.


TTM202520242023202220212020201920182017
VSMV
VictoryShares US Multi-Factor Minimum Volatility ETF
1.40%1.35%1.36%1.77%1.99%1.36%2.01%2.00%2.42%1.11%
QLVD
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
2.77%2.87%3.01%3.33%2.47%3.06%1.78%1.06%0.00%0.00%

Drawdowns

VSMV vs. QLVD - Drawdown Comparison

The maximum VSMV drawdown since its inception was -31.33%, which is greater than QLVD's maximum drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for VSMV and QLVD.


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Drawdown Indicators


VSMVQLVDDifference

Max Drawdown

Largest peak-to-trough decline

-31.33%

-28.20%

-3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-8.15%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-23.99%

+6.03%

Current Drawdown

Current decline from peak

-3.84%

-5.62%

+1.78%

Average Drawdown

Average peak-to-trough decline

-3.46%

-5.27%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.14%

-0.21%

Volatility

VSMV vs. QLVD - Volatility Comparison

The current volatility for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) is 2.80%, while FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a volatility of 5.23%. This indicates that VSMV experiences smaller price fluctuations and is considered to be less risky than QLVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSMVQLVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

5.23%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

7.71%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.44%

12.43%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

11.68%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

14.02%

+1.12%