IQDY vs FLEE overlap
IQDY and FLEE overlap 19.3% by weight, across 78 shared holdings.
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Top shared holdings
| Holding | IQDY | FLEE | Overlap |
|---|---|---|---|
| HSBC Holdings PLHSBA | 2.12% | 2.23% | 2.12% |
| NOVO Nordisk-BNOVOB | 2.06% | 1.05% | 1.05% |
| ASML Holding NVASML | 0.93% | 5.19% | 0.93% |
| Totalenergies SETTE | 0.84% | 1.03% | 0.84% |
| BNP ParibasBNP | 0.85% | 0.78% | 0.78% |
| Intesa SanpaoloISP | 1.41% | 0.72% | 0.72% |
| Rio Tinto PLCRIO | 0.71% | 0.67% | 0.67% |
| Novartis AG-REGNOVN | 0.63% | 2.01% | 0.63% |
| SanofiSAN | 0.63% | 0.63% | 0.63% |
| Barclays PLCBARC | 0.63% | 0.63% | 0.63% |
| BP PLCBP/ | 0.61% | 0.67% | 0.61% |
| ENEL SpaENEL | 1.19% | 0.59% | 0.59% |
| Natwest Group PLNWG | 1.00% | 0.48% | 0.48% |
| Industria de Diseno TextilITX | 0.89% | 0.48% | 0.48% |
| Nordea Bank ABPNDA | 0.43% | 0.42% | 0.42% |
Overlap by weight adds up the smaller weight of each holding the funds share, so 100% means identical portfolios. Long securities only: derivatives and cash vehicles are left out. Sources: IQDY, SEC Form N-PORT, July 31, 2026; FLEE, SEC Form N-PORT, June 30, 2026.
Largest institutions holding both
| Firm | IQDY | FLEE |
|---|---|---|
| Flow Traders U.S. LLC | $2.9M | $4.9M |
| LPL Financial LLC | $5.7M | $961K |
| Susquehanna International Group, LLP | $230K | $3.1M |
| Jane Street Group, LLC | $1.1M | $1.4M |
| Osaic Holdings, Inc. | $616K | $200K |
| Morgan Stanley | $195K | $15K |
This compares who owns the funds, not what the funds hold. From SEC Form 13F, for managers with $100M+ in US securities.
Who owns them: IQDY institutional holders, FLEE institutional holders.
Frequently asked questions
How much do IQDY and FLEE overlap?
19.3% by weight, with 78 holdings in common, using holdings for IQDY as of July 31, 2026 and FLEE as of June 30, 2026. The largest shared position is HSBA.
Do institutions hold both IQDY and FLEE?
6 Form 13F filers report positions in both, out of 62 that report either one.
How is overlap by weight worked out?
For each holding the two funds share, take the smaller of the two weights, then add those up. Identical portfolios score 100%.