XQLT.TO vs. XVLU.TO
Compare and contrast key facts about iShares MSCI USA Quality Factor Index ETF (XQLT.TO) and iShares MSCI USA Value Factor Index ETF (XVLU.TO).
XQLT.TO and XVLU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XQLT.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Sep 4, 2019. XVLU.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value Index. It was launched on Sep 4, 2019. Both XQLT.TO and XVLU.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XQLT.TO or XVLU.TO.
Correlation
The correlation between XQLT.TO and XVLU.TO is 0.57, 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.
Performance
XQLT.TO vs. XVLU.TO - Performance Comparison
Key characteristics
XQLT.TO:
2.15
XVLU.TO:
1.56
XQLT.TO:
3.16
XVLU.TO:
2.31
XQLT.TO:
1.39
XVLU.TO:
1.30
XQLT.TO:
3.78
XVLU.TO:
2.42
XQLT.TO:
15.09
XVLU.TO:
6.37
XQLT.TO:
1.71%
XVLU.TO:
3.18%
XQLT.TO:
12.04%
XVLU.TO:
12.95%
XQLT.TO:
-25.12%
XVLU.TO:
-34.40%
XQLT.TO:
-1.23%
XVLU.TO:
0.00%
Returns By Period
In the year-to-date period, XQLT.TO achieves a 3.30% return, which is significantly lower than XVLU.TO's 6.50% return.
XQLT.TO
3.30%
2.49%
10.73%
26.71%
15.05%
N/A
XVLU.TO
6.50%
3.52%
14.00%
20.44%
8.89%
N/A
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XQLT.TO vs. XVLU.TO - Expense Ratio Comparison
Both XQLT.TO and XVLU.TO have an expense ratio of 0.32%.
Risk-Adjusted Performance
XQLT.TO vs. XVLU.TO — Risk-Adjusted Performance Rank
XQLT.TO
XVLU.TO
XQLT.TO vs. XVLU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor Index ETF (XQLT.TO) and iShares MSCI USA Value Factor Index ETF (XVLU.TO). 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.
Dividends
XQLT.TO vs. XVLU.TO - Dividend Comparison
XQLT.TO's dividend yield for the trailing twelve months is around 0.70%, less than XVLU.TO's 2.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
XQLT.TO iShares MSCI USA Quality Factor Index ETF | 0.70% | 0.72% | 0.94% | 1.21% | 0.87% | 1.11% | 1.23% |
XVLU.TO iShares MSCI USA Value Factor Index ETF | 2.04% | 2.17% | 2.26% | 2.51% | 2.03% | 2.72% | 0.68% |
Drawdowns
XQLT.TO vs. XVLU.TO - Drawdown Comparison
The maximum XQLT.TO drawdown since its inception was -25.12%, smaller than the maximum XVLU.TO drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for XQLT.TO and XVLU.TO. For additional features, visit the drawdowns tool.
Volatility
XQLT.TO vs. XVLU.TO - Volatility Comparison
The current volatility for iShares MSCI USA Quality Factor Index ETF (XQLT.TO) is 3.10%, while iShares MSCI USA Value Factor Index ETF (XVLU.TO) has a volatility of 3.64%. This indicates that XQLT.TO experiences smaller price fluctuations and is considered to be less risky than XVLU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.