2B7K.DE vs. QDVB.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds from iShares - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.25%/yr vs 12.30%/yr for QDVB.DE. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
2B7K.DE vs. QDVB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 2B7K.DE achieves a 12.95% return, which is significantly higher than QDVB.DE's 10.69% return.
2B7K.DE
- 1D
- -0.29%
- 1M
- 3.61%
- YTD
- 12.95%
- 6M
- 13.14%
- 1Y
- 22.60%
- 3Y*
- 13.84%
- 5Y*
- 10.25%
- 10Y*
- —
QDVB.DE
- 1D
- 0.19%
- 1M
- 1.80%
- YTD
- 10.69%
- 6M
- 11.00%
- 1Y
- 23.27%
- 3Y*
- 16.92%
- 5Y*
- 12.30%
- 10Y*
- —
2B7K.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 12.95% | 2.87% | 17.54% | 20.84% | -16.92% | 36.73% | 9.54% | 20.04% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.69% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 20.07% |
Correlation
The correlation between 2B7K.DE and QDVB.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.90 |
The correlation between 2B7K.DE and QDVB.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
2B7K.DE vs. QDVB.DE — Risk / Return Rank
2B7K.DE
QDVB.DE
2B7K.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 2B7K.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.39 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.42 | -0.49 |
| Martin ratioReturn relative to average drawdown | 10.97 | 12.60 | -1.62 |
Loading charts...
Drawdowns
2B7K.DE vs. QDVB.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.63%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and QDVB.DE.
Loading charts...
Drawdown Indicators
| 2B7K.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.63% | -33.25% | +1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.66% | -6.77% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.33% | -22.69% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.33% | -22.69% | +1.36% |
Current DrawdownCurrent decline from peak | -0.79% | -0.63% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -5.02% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.84% | +0.21% |
Volatility
2B7K.DE vs. QDVB.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.41% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.49%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 2B7K.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.49% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 7.46% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 11.15% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 15.55% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 17.96% | -1.79% |
2B7K.DE vs. QDVB.DE - Expense Ratio Comparison
Both 2B7K.DE and QDVB.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
2B7K.DE vs. QDVB.DE - Dividend Comparison
Neither 2B7K.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and QDVB.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE and QDVB.DE have the same expense ratio: 0.20% per year.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while QDVB.DE tracks MSCI USA Sector Neutral Quality.
Find the right allocation for 2B7K.DE and QDVB.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer