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3SUR.DE vs. QDVR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUR.DE vs. QDVR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3SUR.DE achieves a 13.80% return, which is significantly lower than QDVR.DE's 18.44% return.


3SUR.DE

1D
0.54%
1M
1.52%
6M
14.74%
YTD
13.80%
1Y
18.83%
3Y*
13.80%
5Y*
8.24%
10Y*

QDVR.DE

1D
0.66%
1M
3.18%
6M
19.21%
YTD
18.44%
1Y
25.12%
3Y*
14.41%
5Y*
11.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUR.DE vs. QDVR.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
3SUR.DE
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)
13.80%9.40%11.63%20.98%-22.39%31.13%22.49%28.86%-9.69%
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)
18.44%-0.78%20.30%20.30%-14.41%43.73%13.45%35.58%-5.68%

Correlation

The correlation between 3SUR.DE and QDVR.DE is 0.86, 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2018

0.88

The correlation between 3SUR.DE and QDVR.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

3SUR.DE vs. QDVR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

3SUR.DE
3SUR.DE Risk / Return Rank: 5050
Overall Rank
3SUR.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
3SUR.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
3SUR.DE Omega Ratio Rank: 4545
Omega Ratio Rank
3SUR.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
3SUR.DE Martin Ratio Rank: 5454
Martin Ratio Rank

QDVR.DE
QDVR.DE Risk / Return Rank: 7474
Overall Rank
QDVR.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 6969
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

3SUR.DE vs. QDVR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.


3SUR.DEQDVR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

2.12

3.50

-1.38

Martin ratioReturn relative to average drawdown

7.81

11.70

-3.89

3SUR.DE vs. QDVR.DE - Sharpe Ratio Comparison

The current 3SUR.DE Sharpe Ratio is 1.40, which is comparable to the QDVR.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of 3SUR.DE and QDVR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

3SUR.DE vs. QDVR.DE - Drawdown Comparison

The maximum 3SUR.DE drawdown since its inception was -33.43%, roughly equal to the maximum QDVR.DE drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for 3SUR.DE and QDVR.DE.


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Drawdown Indicators


3SUR.DEQDVR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-32.86%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-7.15%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-23.88%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-23.88%

-3.81%

Current Drawdown

Current decline from peak

-0.84%

-1.25%

+0.41%

Average Drawdown

Average peak-to-trough decline

-6.48%

-5.16%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.14%

+0.26%

Volatility

3SUR.DE vs. QDVR.DE - Volatility Comparison

iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) has a higher volatility of 4.81% compared to iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) at 4.36%. This indicates that 3SUR.DE's price experiences larger fluctuations and is considered to be riskier than QDVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SUR.DEQDVR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

4.36%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

9.64%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

13.21%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

15.62%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

17.50%

+0.28%

3SUR.DE vs. QDVR.DE - Expense Ratio Comparison

3SUR.DE has a 0.23% expense ratio, which is higher than QDVR.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

3SUR.DE vs. QDVR.DE - Dividend Comparison

3SUR.DE's dividend yield for the trailing twelve months is around 0.88%, while QDVR.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
3SUR.DE
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)
0.88%0.91%1.11%1.24%1.42%0.94%0.95%1.19%0.60%
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


3SUR.DE and QDVR.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVR.DE is cheaper with a 0.20% expense ratio, compared with 0.23% for 3SUR.DE.

3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. Their fees differ too: 0.23% for 3SUR.DE and 0.20% for QDVR.DE.

Portfolio Optimizer

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