PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) Sharpe Ratio: 2.61

ETF · Currency in EUR · Last updated Jun 26, 2026

The ETF invests in companies with higher dividend yields and quality characteristics within the MSCI USA Index, aiming to reduce CO2 emissions and improve ESG scores while excluding issuers involved in controversial activities. It seeks to achieve returns through capital growth and income that reflect the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index.

QDVD.DE's Sharpe Ratio of 2.61 indicates that for each unit of volatility, it generates 2.61 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 26, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

QDVD.DE Sharpe Ratio Rank

QDVD.DE Sharpe Ratio Rank: 89.389
Exceptional

QDVD.DE ranks above 89.3% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

QDVD.DE Sharpe Ratio Market Positioning

The chart shows QDVD.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.86+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI USA Quality Dividend Advanced UCITS ETF's Sharpe Ratio with other ETFs in the ESG category across multiple time periods, showing how QDVD.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 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IQSA.DEInvesco Global Active ESG Equity UCITS ETF USD Acc2.75
XU61.DEBNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR2.67
QDVD.DEiShares MSCI USA Quality Dividend Advanced UCITS ETF2.61
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF2.50
4UBQ.DEUBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc2.49
ZA30.DEiShares S&P 500 ESG UCITS ETF USD Acc2.48
F500.DEAmundi S&P 500 ESG UCITS ETF Acc2.42
CBUH.DEiShares MSCI World Momentum Factor ESG UCITS ETF USD Acc2.28
MWOP.DEAmundi MSCI World ESG Leaders UCITS ETF Acc2.27
ASRY.DEBNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc2.19

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QDVD.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 QDVD.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does QDVD.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio