FlexShares International Quality Dividend Dynamic Index Fund (IQDY)

Description

The investment seeks to track the performance of the Northern Trust International Quality Dividend Dynamic Index. The IQDY ETF contains 196 constituents. It is focused on blend holdings in the Europe region.

Price $20.85 as of 2022-10-20

Cost/Risk/Yield

Dividend yield7.29%
Expense ratio0.47%
Average spread0.24%
1Y roundtrip cost0.71%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-1.0%-3.6%-0.6%-7.4%3.4%-11.7%5.3%-6.9%-11.2%3.3%-30.3%
20210.7%3.8%3.5%2.0%3.8%-2.1%-1.0%1.2%-3.1%2.5%-4.3%4.9%11.9%
2020-4.8%-7.5%-17.3%8.4%4.7%4.1%1.8%5.0%-2.7%-2.8%17.5%7.2%13.6%
201910.0%2.2%1.2%2.4%-6.9%6.4%-2.2%-3.0%4.1%4.5%0.3%6.4%25.5%
20184.9%-3.5%-2.2%0.2%-2.8%-3.1%2.7%-4.6%1.1%-8.0%0.4%-6.5%-21.4%
20173.5%1.0%3.8%1.7%1.9%0.4%3.2%1.2%1.1%0.7%-0.3%3.6%21.9%
2016-6.2%-2.4%9.5%2.5%-1.3%-1.5%5.3%1.2%1.9%-0.8%-0.4%3.0%10.8%
20150.5%5.4%-1.5%4.6%-1.3%-2.0%-1.1%-9.2%-4.9%8.3%-1.5%-2.5%-5.2%
2014-4.7%3.5%0.8%2.3%3.2%2.1%-1.0%-0.2%-6.2%-1.0%1.1%-6.8%-6.8%
20130.9%-9.3%8.9%1.5%4.8%4.0%-0.4%1.3%11.8%
2.9%-1.2%-2.7%16.8%5.5%-16.7%21.9%-13.7%-14.9%10.9%12.4%10.6%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.140.660.351.16
20210.120.330.370.361.18
20200.140.260.250.090.74
20190.100.430.330.161.02
20180.120.530.360.281.30
20170.110.410.230.281.02
20160.430.270.100.80
20150.060.410.200.240.92
20140.160.410.120.391.08
20130.270.240.140.65
0.000.000.950.000.004.120.000.002.740.000.002.04

Sectors and Top Holdings

Security % Assets
ASML Holding NV2.37%
L\'Oreal SA2.16%
Allianz SE1.75%
Recruit Holdings Co., Ltd.1.70%
Daimler AG1.55%
Royal Bank of Canada1.37%
Siemens AG1.21%
Taiwan Semiconductor Manufacturing Co., Ltd.1.21%
Canadian Natural Resources Limited1.13%
TotalEnergies SE1.12%
Aker BP ASA1.11%
GlaxoSmithKline plc1.04%
Novartis AG1.04%
Ashtead Group plc0.98%
Industria de Diseno Textil, S.A.0.97%
Top 15 Weights20.71%

Compare with similar ETFs

IQDY GSID ISDX KEMX PQIN WWJD
Product nameFlexShares International Quality Dividend Dynamic Index FundGoldman Sachs MarketBeta International Equity ETFInvesco Strategic Developed ex-US ETFKraneShares MSCI Emerging Markets ex China Index ETFPGIM QMA Strategic Alpha International Equity ETFInspire International ESG ETF
IssuerFlexSharesGoldman SachsInvescoKraneSharesPGIMInspire
Price$20.85$41.1799$23.6863$22.93$42.222$22.546
Expense Ratio0.47%better0.2%better0.23%better0.25%better0.29%worse0.8%
Average Spread0.240%0.267%0.296%0.174%0.403%0.532%
AUM$51,989,100$254,882,000$235,946,000$18,255,200$29,188,500$69,735,200
Shares2,493,4816,189,4819,961,303796,129691,3113,093,017
Average Daily Volume14,0986,27347,3943,7377030,253
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2013-04-122020-05-122018-09-122019-04-122018-12-042019-09-30
Index TrackedNorthern Trust International Quality Dividend Dynamic IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexInvesco Strategic Developed ex-U.S. IndexMSCI Emerging Markets ex China IndexNo Underlying IndexInspire Global Hope Ex-US Index
CategoryForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionEuropeEuropeEuropeAsia-PacificEuropeEurope
CountriesBroadBroadBroadBroadBroadBroad
Annual Dividend Rate$1.519$1.188$1.385$1.491$4.851$4.573
Annual Dividend Yield0.073%0.029%0.058%0.065%0.115%0.203%
Number of Holdings196979834289439184
YTD Return-27.82%-25.76%-19.46%-26.36%-25.18%-26.21%
Beta0.420.750.840.860.560.81
Upside Beta0.200.300.700.570.320.45
Downside Beta-0.08-0.490.30-0.04-0.20-0.46
Volatility 1Y22.27%20.09%19.82%19.76%18.40%21.08%
Sharpe Ratio 3Y-0.210.000.01-0.13-0.37-0.04
Treynor Ratio 3Y-0.010.000.000.00-0.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew