Summary
QDEF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.83% Volatility 14.67% Sharpe 0.85
Official loaded data — not a live quote.

FLEXSHARES QUALITY DIVIDEND DEFENSIVE INDEX FUND

Symbol: QDEF

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 14/12/2012

Latest date: 20/07/2026

Current price: $87.99

Expense ratio: 0.39%

Assets under management
$534.9M
-0.41% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.97%

Ann. -37.83% (Sharpe / Sortino numerator)

Volatility

13.28%

Sharpe ratio

-3.122

VaR 95%

-1.27%

CVaR 95%: -1.44%
Max drawdown: -6.16%
Sortino ratio: -5.336
Calmar ratio: -6.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.62%

Ann. -4.48% (Sharpe / Sortino numerator)

Volatility

11.39%

Sharpe ratio

-0.712

VaR 95%

-1.27%

CVaR 95%: -1.65%
Max drawdown: -7.19%
Sortino ratio: -0.913
Calmar ratio: -0.62

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.78%

Ann. 1.31% (Sharpe / Sortino numerator)

Volatility

10.69%

Sharpe ratio

-0.217

VaR 95%

-1.14%

CVaR 95%: -1.59%
Max drawdown: -7.19%
Sortino ratio: -0.293
Calmar ratio: 0.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.83%

Ann. 16.12% (Sharpe / Sortino numerator)

Volatility

14.67%

Sharpe ratio

0.852

VaR 95%

-1.21%

CVaR 95%: -2.19%
Max drawdown: -7.91%
Sortino ratio: 1.054
Calmar ratio: 2.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

35.28%

Ann. 14.54% (Sharpe / Sortino numerator)

Volatility

12.74%

Sharpe ratio

0.857

VaR 95%

-1.14%

CVaR 95%: -1.86%
Max drawdown: -14.43%
Sortino ratio: 1.103
Calmar ratio: 1.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

61.70%

Ann. 17.16% (Sharpe / Sortino numerator)

Volatility

11.94%

Sharpe ratio

1.134

VaR 95%

-1.03%

CVaR 95%: -1.65%
Max drawdown: -14.43%
Sortino ratio: 1.553
Calmar ratio: 1.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.059%

31/03/2026
Worst day

-2.118%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $88.35 $88.41 $87.99 $87.99 13,600
17/07/2026 $88.05 $88.49 $88.05 $88.30 5,500
16/07/2026 $88.63 $88.74 $88.45 $88.65 8,300
15/07/2026 $88.09 $88.23 $88.02 $88.23 5,700
14/07/2026 $87.75 $87.87 $87.75 $87.79 2,300
13/07/2026 $88.29 $88.30 $87.86 $87.86 3,700
10/07/2026 $87.54 $88.12 $87.54 $88.12 1,900
09/07/2026 $87.55 $87.82 $87.51 $87.78 7,000
08/07/2026 $87.32 $87.50 $87.08 $87.40 7,700
07/07/2026 $87.84 $87.87 $87.60 $87.60 6,100