Summary
QLVE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.93% Volatility 16.29% Sharpe 0.94
Official loaded data — not a live quote.

FLEXSHARES EMERGING MARKETS QUALITY LOW VOLATILITY INDEX FUND

Symbol: QLVE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 15/07/2019

Latest date: 20/07/2026

Current price: $32.60

Expense ratio: 0.18%

Assets under management
$16.7M
0.00% 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

-6.54%

Ann. -53.13% (Sharpe / Sortino numerator)

Volatility

29.32%

Sharpe ratio

-1.936

VaR 95%

-2.78%

CVaR 95%: -3.29%
Max drawdown: -6.81%
Sortino ratio: -3.207
Calmar ratio: -7.80

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

2.47%

Ann. -6.23% (Sharpe / Sortino numerator)

Volatility

23.68%

Sharpe ratio

-0.416

VaR 95%

-2.70%

CVaR 95%: -3.13%
Max drawdown: -11.60%
Sortino ratio: -0.619
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

8.03%

Ann. 5.50% (Sharpe / Sortino numerator)

Volatility

18.59%

Sharpe ratio

0.101

VaR 95%

-2.06%

CVaR 95%: -2.84%
Max drawdown: -11.60%
Sortino ratio: 0.138
Calmar ratio: 0.47

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

19.93%

Ann. 18.91% (Sharpe / Sortino numerator)

Volatility

16.29%

Sharpe ratio

0.938

VaR 95%

-1.30%

CVaR 95%: -2.52%
Max drawdown: -11.60%
Sortino ratio: 1.214
Calmar ratio: 1.63

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

37.59%

Ann. 14.24% (Sharpe / Sortino numerator)

Volatility

13.77%

Sharpe ratio

0.770

VaR 95%

-1.14%

CVaR 95%: -1.99%
Max drawdown: -13.29%
Sortino ratio: 1.045
Calmar ratio: 1.07

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

53.52%

Ann. 12.47% (Sharpe / Sortino numerator)

Volatility

12.60%

Sharpe ratio

0.701

VaR 95%

-1.08%

CVaR 95%: -1.78%
Max drawdown: -13.29%
Sortino ratio: 0.988
Calmar ratio: 0.94

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

0.08%

Best day

5.235%

28/01/2026
Worst day

-4.801%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.60 $32.60 $32.60 $32.60 100
17/07/2026 $32.49 $32.49 $32.49 $32.49 100
16/07/2026 $32.56 $32.56 $32.56 $32.56 100
15/07/2026 $33.01 $33.01 $33.01 $33.01 100
14/07/2026 $33.07 $33.19 $33.07 $33.19 100
13/07/2026 $32.90 $32.90 $32.68 $32.68 100
10/07/2026 $33.47 $33.48 $33.47 $33.48 300
09/07/2026 $33.41 $33.48 $33.41 $33.48 2,300
08/07/2026 $33.15 $33.44 $33.15 $33.44 400
07/07/2026 $33.18 $33.18 $33.18 $33.18 100