Summary
QLV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.21% Volatility 12.72% Sharpe 0.59
Official loaded data — not a live quote.

FLEXSHARES US QUALITY LOW VOLATILITY INDEX FUND

Symbol: QLV

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 15/07/2019

Latest date: 20/07/2026

Current price: $77.04

Expense ratio: 0.08%

Assets under management
$158.5M
-0.38% 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

3.89%

Ann. -33.95% (Sharpe / Sortino numerator)

Volatility

10.76%

Sharpe ratio

-3.493

VaR 95%

-1.18%

CVaR 95%: -1.39%
Max drawdown: -5.83%
Sortino ratio: -5.739
Calmar ratio: -5.82

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

4.43%

Ann. 3.32% (Sharpe / Sortino numerator)

Volatility

8.60%

Sharpe ratio

-0.037

VaR 95%

-1.08%

CVaR 95%: -1.24%
Max drawdown: -6.19%
Sortino ratio: -0.048
Calmar ratio: 0.54

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

7.75%

Ann. 2.17% (Sharpe / Sortino numerator)

Volatility

8.17%

Sharpe ratio

-0.179

VaR 95%

-0.84%

CVaR 95%: -1.16%
Max drawdown: -6.19%
Sortino ratio: -0.257
Calmar ratio: 0.35

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

14.21%

Ann. 11.14% (Sharpe / Sortino numerator)

Volatility

12.72%

Sharpe ratio

0.591

VaR 95%

-1.03%

CVaR 95%: -1.80%
Max drawdown: -7.72%
Sortino ratio: 0.753
Calmar ratio: 1.44

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

25.24%

Ann. 11.16% (Sharpe / Sortino numerator)

Volatility

11.22%

Sharpe ratio

0.671

VaR 95%

-0.99%

CVaR 95%: -1.59%
Max drawdown: -12.05%
Sortino ratio: 0.862
Calmar ratio: 0.93

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

49.47%

Ann. 13.92% (Sharpe / Sortino numerator)

Volatility

10.53%

Sharpe ratio

0.977

VaR 95%

-0.93%

CVaR 95%: -1.42%
Max drawdown: -12.05%
Sortino ratio: 1.330
Calmar ratio: 1.16

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

0.054%

Best day

1.535%

31/03/2026
Worst day

-1.566%

18/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $77.33 $77.33 $77.02 $77.04 5,300
17/07/2026 $77.61 $77.61 $77.03 $77.18 11,400
16/07/2026 $77.37 $77.49 $77.30 $77.49 4,200
15/07/2026 $76.99 $76.99 $76.72 $76.72 5,900
14/07/2026 $76.82 $76.93 $76.73 $76.81 2,900
13/07/2026 $77.38 $77.52 $77.22 $77.25 10,300
10/07/2026 $76.80 $77.09 $76.80 $77.09 800
09/07/2026 $76.58 $76.84 $76.58 $76.83 3,600
08/07/2026 $77.04 $77.19 $77.04 $77.08 7,700
07/07/2026 $77.67 $77.67 $77.39 $77.39 3,300