XVLU.TO vs. XQLT.TO
Compare and contrast key facts about iShares MSCI USA Value Factor Index ETF (XVLU.TO) and iShares MSCI USA Quality Factor Index ETF (XQLT.TO).
XVLU.TO and XQLT.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both XVLU.TO and XQLT.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: XVLU.TO or XQLT.TO.
Correlation
The correlation between XVLU.TO and XQLT.TO is 0.58, 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
XVLU.TO vs. XQLT.TO - Performance Comparison
Key characteristics
XVLU.TO:
1.42
XQLT.TO:
2.01
XVLU.TO:
2.11
XQLT.TO:
2.97
XVLU.TO:
1.27
XQLT.TO:
1.36
XVLU.TO:
2.21
XQLT.TO:
3.56
XVLU.TO:
5.81
XQLT.TO:
14.10
XVLU.TO:
3.18%
XQLT.TO:
1.73%
XVLU.TO:
13.01%
XQLT.TO:
12.10%
XVLU.TO:
-34.40%
XQLT.TO:
-25.12%
XVLU.TO:
-1.62%
XQLT.TO:
-2.97%
Returns By Period
In the year-to-date period, XVLU.TO achieves a 4.78% return, which is significantly higher than XQLT.TO's 1.48% return.
XVLU.TO
4.78%
-0.40%
11.87%
17.35%
9.09%
N/A
XQLT.TO
1.48%
-1.85%
9.37%
20.93%
15.55%
N/A
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XVLU.TO vs. XQLT.TO - Expense Ratio Comparison
Both XVLU.TO and XQLT.TO have an expense ratio of 0.32%.
Risk-Adjusted Performance
XVLU.TO vs. XQLT.TO — Risk-Adjusted Performance Rank
XVLU.TO
XQLT.TO
XVLU.TO vs. XQLT.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor Index ETF (XVLU.TO) and iShares MSCI USA Quality Factor Index ETF (XQLT.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
XVLU.TO vs. XQLT.TO - Dividend Comparison
XVLU.TO's dividend yield for the trailing twelve months is around 2.07%, more than XQLT.TO's 0.71% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
XVLU.TO iShares MSCI USA Value Factor Index ETF | 2.07% | 2.17% | 2.26% | 2.51% | 2.03% | 2.72% | 0.68% |
XQLT.TO iShares MSCI USA Quality Factor Index ETF | 0.71% | 0.72% | 0.94% | 1.21% | 0.87% | 1.11% | 1.23% |
Drawdowns
XVLU.TO vs. XQLT.TO - Drawdown Comparison
The maximum XVLU.TO drawdown since its inception was -34.40%, which is greater than XQLT.TO's maximum drawdown of -25.12%. Use the drawdown chart below to compare losses from any high point for XVLU.TO and XQLT.TO. For additional features, visit the drawdowns tool.
Volatility
XVLU.TO vs. XQLT.TO - Volatility Comparison
iShares MSCI USA Value Factor Index ETF (XVLU.TO) has a higher volatility of 3.44% compared to iShares MSCI USA Quality Factor Index ETF (XQLT.TO) at 3.23%. This indicates that XVLU.TO's price experiences larger fluctuations and is considered to be riskier than XQLT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.