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iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) Sharpe Ratio: 2.74

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

The fund aims to track the performance of the MSCI World High Dividend Yield Advanced Select Index USD, investing in high-quality dividend-paying companies across developed markets.

QDVW.DE's Sharpe Ratio of 2.74 indicates that for each unit of volatility, it generates 2.74 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.

QDVW.DE Sharpe Ratio Rank

QDVW.DE Sharpe Ratio Rank: 84.985
Exceptional

QDVW.DE ranks above 84.9% 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

QDVW.DE Sharpe Ratio Market Positioning

The chart shows QDVW.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%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.27
  • Green zone (top 25%): 2.27 or higher
  • Top 1%: 7.45+
  • Median: 1.60 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist's Sharpe Ratio with other ETFs in the Global Equity Income category across multiple time periods, showing how QDVW.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
QDVW.DEiShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist2.74
FLXX.DEFranklin Global Quality Dividend UCITS ETF1.79
ZPRG.DESPDR S&P Global Dividend Aristocrats UCITS1.61
LGQI.DEAmundi Global Equity Quality Income UCITS ETF Dist1.37
WTEM.DEWisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc1.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QDVW.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 QDVW.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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