QLVD vs SPY

QLVD vs SPY

Which is better, QLVD or SPY?

SPY has been ahead.

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. QLVD is less concentrated, with 20.6% of the fund in its ten largest positions against 38.0%.

Lower Fees: SPYHigher Returns: SPYLess Concentrated: QLVD

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricQLVDSPY
Expense Ratio0.12%0.09%Best
AUM$57M$814.4B
Dividend Yield2.93%1.01%
Holdings209505
YTD Return+11.22%+13.34%Best
1Y Return+14.66%+19.97%Best
3Y Return (annualized)+15.19%+21.20%Best
5Y Return (annualized)+6.99%+12.81%Best
Volatility (annualized)12.9%Best16.5%
Max Drawdown-28.4%Best-34.1%
$10,000 over 5 years$14,019$18,270Best
Top 10 Weight20.6%Best38.0%
Fund FamilyNorthern Trust Asset ManagementState Street Investment Management
CategoryEquityEquity
StyleLarge Cap BlendLarge Cap Blend
InceptionJul 15, 2019Jan 22, 1993

Volatility and max drawdown are measured over the window both funds cover: Jul 16, 2019 to Sep 4, 2026 (7.1 years).

QLVD vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 7.1 years both funds cover.

QLVD vs SPY Performance

Northern Trust Developed Markets ex-US Quality Low Volatility ETF (QLVD) is an ETF from Northern Trust Asset Management and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year QLVD returned +14.66% while SPY returned +19.97%. Year to date, QLVD is up 11.22% versus a gain of 13.34% for SPY.

Over three years, QLVD compounded at +15.19% per year against +21.20% for SPY; over five years the annualized figures are +6.99% and +12.81% respectively. Across the full 7-year window we track, SPY has the edge at +15.33% annualized vs +7.26%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 16.5% compared with 12.9% for QLVD. 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 -28.4% for QLVD and -34.1% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.73. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

QLVD charges 0.12% per year while SPY charges 0.09%. On a $10,000 position that is $12 vs $9 annually, a gap of $3 per year that compounds over a long holding period. On income, QLVD currently yields 2.93% against 1.01% for SPY.

Holdings Overlap

QLVD already in SPY0.6%
SPY already in QLVD0.1%

0.6% of QLVD's money is in holdings SPY also owns. 0.1% of SPY's money is in holdings QLVD also owns.

We cannot see either book well enough to say how much of this pair is duplicated.

1 positions in common, counted across the 173 positions we hold weights for in QLVD and 504 in SPY, against full books of 209 and 505.

What only one of them owns

Our book lists 495 positions for SPY that do not appear in our book for QLVD (99.4% of the fund), and 3 for QLVD that do not appear in SPY (1.6%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in QLVDWeight in SPYDifference
ROPRoper Technologies Inc.0.61%0.06%0.55%

You are not choosing between two funds in isolation.

Whichever of QLVD and SPY you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

QLVDSPY

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Frequently Asked Questions

Which is cheaper, QLVD or SPY?

QLVD has an expense ratio of 0.12% while SPY charges 0.09%. SPY is the cheaper option, by $3 a year on a $10,000 investment.

Which performed better, QLVD or SPY?

Over the past year QLVD returned +14.66% vs +19.97% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (7 years), QLVD annualized +7.26% vs +15.33% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, QLVD or SPY?

SPY has been the more volatile fund at 16.5% annualized versus 12.9% for QLVD. Worst drawdown: QLVD -28.4% vs SPY -34.1%.

Should I hold both QLVD and SPY?

QLVD and SPY have a monthly-return correlation of 0.73, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

Which pays a higher dividend, QLVD or SPY?

QLVD yields 2.93% while SPY yields 1.01%, so QLVD currently pays the higher dividend yield.

Is SPY better than QLVD?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. QLVD is less concentrated, with 20.6% of the fund in its ten largest positions against 38.0%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.