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XRLV vs. QLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRLV and QLV is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XRLV vs. QLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) and FlexShares US Quality Low Volatility Index Fund (QLV). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
54.84%
74.80%
XRLV
QLV

Key characteristics

Sharpe Ratio

XRLV:

1.07

QLV:

0.77

Sortino Ratio

XRLV:

1.48

QLV:

1.14

Omega Ratio

XRLV:

1.21

QLV:

1.17

Calmar Ratio

XRLV:

1.53

QLV:

0.86

Martin Ratio

XRLV:

4.95

QLV:

4.01

Ulcer Index

XRLV:

2.79%

QLV:

2.59%

Daily Std Dev

XRLV:

12.92%

QLV:

13.58%

Max Drawdown

XRLV:

-38.31%

QLV:

-33.71%

Current Drawdown

XRLV:

-3.95%

QLV:

-5.39%

Returns By Period

In the year-to-date period, XRLV achieves a 3.25% return, which is significantly higher than QLV's -1.51% return.


XRLV

YTD

3.25%

1M

-2.51%

6M

1.67%

1Y

13.70%

5Y*

12.49%

10Y*

10.10%

QLV

YTD

-1.51%

1M

-2.96%

6M

-3.15%

1Y

10.76%

5Y*

13.30%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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XRLV vs. QLV - Expense Ratio Comparison

XRLV has a 0.25% expense ratio, which is higher than QLV's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XRLV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XRLV: 0.25%
Expense ratio chart for QLV: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QLV: 0.22%

Risk-Adjusted Performance

XRLV vs. QLV — Risk-Adjusted Performance Rank

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

XRLV
The Risk-Adjusted Performance Rank of XRLV is 8383
Overall Rank
The Sharpe Ratio Rank of XRLV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of XRLV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of XRLV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of XRLV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XRLV is 8484
Martin Ratio Rank

QLV
The Risk-Adjusted Performance Rank of QLV is 7676
Overall Rank
The Sharpe Ratio Rank of QLV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of QLV is 7272
Sortino Ratio Rank
The Omega Ratio Rank of QLV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of QLV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of QLV is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRLV vs. QLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) and FlexShares US Quality Low Volatility Index Fund (QLV). 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.


The chart of Sharpe ratio for XRLV, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.00
XRLV: 1.07
QLV: 0.77
The chart of Sortino ratio for XRLV, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
XRLV: 1.48
QLV: 1.14
The chart of Omega ratio for XRLV, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
XRLV: 1.21
QLV: 1.17
The chart of Calmar ratio for XRLV, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.00
XRLV: 1.53
QLV: 0.86
The chart of Martin ratio for XRLV, currently valued at 4.95, compared to the broader market0.0020.0040.0060.00
XRLV: 4.95
QLV: 4.01

The current XRLV Sharpe Ratio is 1.07, which is higher than the QLV Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of XRLV and QLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.07
0.77
XRLV
QLV

Dividends

XRLV vs. QLV - Dividend Comparison

XRLV's dividend yield for the trailing twelve months is around 1.93%, more than QLV's 1.78% yield.


TTM2024202320222021202020192018201720162015
XRLV
Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF
1.93%1.94%2.57%1.96%1.26%1.65%1.66%1.76%1.39%1.71%1.07%
QLV
FlexShares US Quality Low Volatility Index Fund
1.78%1.66%1.60%1.74%0.97%1.24%0.58%0.00%0.00%0.00%0.00%

Drawdowns

XRLV vs. QLV - Drawdown Comparison

The maximum XRLV drawdown since its inception was -38.31%, which is greater than QLV's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for XRLV and QLV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.95%
-5.39%
XRLV
QLV

Volatility

XRLV vs. QLV - Volatility Comparison

The current volatility for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) is 8.62%, while FlexShares US Quality Low Volatility Index Fund (QLV) has a volatility of 10.19%. This indicates that XRLV experiences smaller price fluctuations and is considered to be less risky than QLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.62%
10.19%
XRLV
QLV