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iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) Sharpe Ratio: 1.96

ETF · Currency in EUR · Last updated Jun 5, 2026

QDVA.DE is a passive ETF by iShares tracking the investment results of the MSCI USA Momentum Index. QDVA.DE launched on Oct 13, 2016 and has a 0.20% expense ratio.

QDVA.DE's Sharpe Ratio of 1.96 indicates that for each unit of volatility, it generates 1.96 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

QDVA.DE Sharpe Ratio Rank

QDVA.DE Sharpe Ratio Rank: 58.959
Average

QDVA.DE ranks above 58.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

QDVA.DE Sharpe Ratio Market Positioning

The chart shows QDVA.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.35
  • Green zone (top 25%): 2.35 or higher
  • Top 1%: 7.60+
  • Median: 1.65 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Edge MSCI USA Momentum Factor UCITS ETF's Sharpe Ratio with other ETFs in the Momentum, Large Cap Growth Equities category across multiple time periods, showing how QDVA.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CBUH.DEiShares MSCI World Momentum Factor ESG UCITS ETF USD Acc1.99
QDVA.DEiShares Edge MSCI USA Momentum Factor UCITS ETF1.96
XDEM.DEXtrackers MSCI World Momentum Factor UCITS ETF 1C1.86
IS3R.DEiShares Edge MSCI World Momentum Factor UCITS ETF (Acc)1.84
MWOT.DEAmundi Russell 1000 Growth UCITS ETF Acc1.56
MWOW.DEAmundi Russell 1000 Growth UCITS ETF Accumulating1.48
XWEM.DEXtrackers MSCI World Momentum ESG UCITS ETF 1C1.17
MJMT.DEAmundi MSCI Europe Momentum Factor UCITS ETF EUR1.03
CEMR.DEiShares Edge MSCI Europe Momentum Factor UCITS ETF1.01
HDXM.DEHashdex Crypto Momentum Factor ETN-0.92

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QDVA.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QDVA.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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