ETW vs FQAL

ETW vs FQAL
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Quick Verdict

FQAL has a lower expense ratio. ETW delivered stronger 1-year returns. ETW offers more diversification with 291 holdings.

Lower Fees: FQALHigher Returns: ETWMore Diversified: ETW

Side-by-Side Comparison

MetricETWFQALWinner
Expense Ratio1.10%0.15%
AUM$936M$1.4B
Dividend Yield7.47%1.15%
Holdings291130
YTD Return+13.73%+13.19%
1Y Return+20.92%+18.42%
3Y Return (annualized)+17.79%+20.31%
5Y Return (annualized)+6.81%+11.64%
Volatility (annualized)16.9%15.0%
Max Drawdown-72.8%-34.1%
Fund FamilyEaton VanceFidelity Investments (US)
CategoryAlternativeEquity
InceptionSep 30, 2005Sep 12, 2016

ETW vs FQAL Performance

Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is a ETF from Eaton Vance and Fidelity Quality Factor ETF (FQAL) is a ETF from Fidelity Investments (US). Over the past year ETW returned +20.92% while FQAL returned +18.42%. Year to date, ETW is up 13.73% versus a gain of 13.19% for FQAL.

Over three years, ETW compounded at +17.79% per year against +20.31% for FQAL; over five years the annualized figures are +6.81% and +11.64% respectively. Across the full 10-year window we track, FQAL has the edge at +13.80% annualized vs -1.01%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

ETW has been the more volatile fund, with annualized monthly volatility of 16.9% compared with 15.0% for FQAL. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -72.8% for ETW and -34.1% for FQAL. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.86. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

ETW charges 1.10% per year while FQAL charges 0.15%. On a $10,000 position that is $110 vs $15 annually, a gap of $95 per year that compounds over a long holding period. On income, ETW currently yields 7.47% against 1.15% for FQAL.

Holdings Overlap

29.8%overlap

ETW and FQAL share 36 holdings out of 348 unique holdings combined, representing a 29.8% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in ETWWeight in FQALDifference
NVDA4.84%7.75%2.91%
AAPL4.43%6.83%2.40%
MSFT3.30%4.56%1.26%
GOOGLProProPro
AVGOProProPro
METAProProPro
LRCXProProPro
JPMProProPro
LLYProProPro
CSCOProProPro
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Frequently Asked Questions

Which is cheaper, ETW or FQAL?

ETW has an expense ratio of 1.10% while FQAL charges 0.15%. FQAL is the cheaper option. On a $10,000 investment, that is $95 per year of difference.

Which performed better, ETW or FQAL?

Over the past year ETW returned +20.92% vs +18.42% for FQAL, so ETW leads on 1-year performance. Over the longest common window we track (10 years), ETW annualized -1.01% vs +13.80% for FQAL. Past performance does not guarantee future results.

Which is riskier, ETW or FQAL?

ETW has been the more volatile fund at 16.9% annualized versus 15.0% for FQAL. Worst drawdown: ETW -72.8% vs FQAL -34.1%.

Should I hold both ETW and FQAL?

ETW and FQAL have a monthly-return correlation of 0.86, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between ETW and FQAL?

ETW and FQAL share 36 common holdings with a 29.8% weight overlap. Combined, they hold 348 unique securities.

Which pays a higher dividend, ETW or FQAL?

ETW yields 7.47% while FQAL yields 1.15%, so ETW currently pays the higher dividend yield.

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