iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE)
The ETF aims to provide investors with a total return mirroring the performance of the MSCI USA Enhanced Value Index, considering both capital and income returns.
ETF Info
| ISIN | IE00BD1F4M44 |
|---|---|
| WKN | A2AP35 |
| Issuer | iShares |
| Inception Date | Oct 13, 2016 |
| Category | Large Cap Value Equities |
| Index Tracked | MSCI USA Enhanced Value |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
QDVI.DE has a high expense ratio of 0.20%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iShares Edge MSCI USA Value Factor UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI USA Value Factor UCITS ETF had a return of 2.96% year-to-date (YTD) and 20.30% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.96% | 7.50% |
| 1 month | -4.55% | -1.61% |
| 6 months | 11.45% | 17.65% |
| 1 year | 20.30% | 26.26% |
| 5 years (annualized) | 7.37% | 11.73% |
| 10 years (annualized) | N/A | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.45% | 1.63% | 6.44% | -5.22% | ||||||||
| 2023 | -4.46% | 5.00% | 6.82% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QDVI.DE is 70, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
iShares Edge MSCI USA Value Factor UCITS ETF(QDVI.DE)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI USA Value Factor UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI USA Value Factor UCITS ETF was 38.98%, occurring on Mar 23, 2020. Recovery took 242 trading sessions.
The current iShares Edge MSCI USA Value Factor UCITS ETF drawdown is 6.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.98% | Feb 14, 2020 | 27 | Mar 23, 2020 | 242 | Mar 8, 2021 | 269 |
| -18.73% | Oct 5, 2018 | 57 | Dec 27, 2018 | 145 | Jul 26, 2019 | 202 |
| -18.18% | Jan 6, 2022 | 340 | May 4, 2023 | 214 | Mar 4, 2024 | 554 |
| -12.86% | Mar 2, 2017 | 125 | Aug 29, 2017 | 66 | Dec 4, 2017 | 191 |
| -9.72% | Jan 24, 2018 | 44 | Mar 26, 2018 | 35 | May 17, 2018 | 79 |
Volatility
Volatility Chart
The current iShares Edge MSCI USA Value Factor UCITS ETF volatility is 3.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.