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6PSE.DE vs. QDVB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6PSE.DE vs. QDVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with 6PSE.DE having a 12.86% return and QDVB.DE slightly higher at 13.00%.


6PSE.DE

1D
0.00%
1M
1.38%
6M
11.83%
YTD
12.86%
1Y
23.11%
3Y*
19.47%
5Y*
10Y*

QDVB.DE

1D
0.25%
1M
1.44%
6M
11.06%
YTD
13.00%
1Y
22.41%
3Y*
17.14%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

6PSE.DE vs. QDVB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
12.86%4.78%32.52%23.62%-7.70%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
13.00%0.35%29.28%26.64%-5.94%

Correlation

The correlation between 6PSE.DE and QDVB.DE is 0.89, 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

0.89

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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.95

The correlation between 6PSE.DE and QDVB.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

6PSE.DE vs. QDVB.DE — Risk / Return Rank

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

6PSE.DE
6PSE.DE Risk / Return Rank: 7474
Overall Rank
6PSE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 7474
Martin Ratio Rank

QDVB.DE
QDVB.DE Risk / Return Rank: 7979
Overall Rank
QDVB.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 7979
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 8080
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.

6PSE.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.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.


6PSE.DEQDVB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.18

3.30

-0.12

Martin ratioReturn relative to average drawdown

10.97

12.09

-1.12

6PSE.DE vs. QDVB.DE - Sharpe Ratio Comparison

The current 6PSE.DE Sharpe Ratio is 1.92, which is comparable to the QDVB.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of 6PSE.DE and QDVB.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

6PSE.DE vs. QDVB.DE - Drawdown Comparison

The maximum 6PSE.DE drawdown since its inception was -23.70%, smaller than the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and QDVB.DE.


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Drawdown Indicators


6PSE.DEQDVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-33.25%

+9.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-6.77%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-22.69%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

Current Drawdown

Current decline from peak

-0.40%

-0.61%

+0.21%

Average Drawdown

Average peak-to-trough decline

-4.74%

-5.00%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.85%

+0.27%

Volatility

6PSE.DE vs. QDVB.DE - Volatility Comparison

Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.79% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSE.DEQDVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.79%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

7.30%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

11.20%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

15.56%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

17.93%

-2.57%

6PSE.DE vs. QDVB.DE - Expense Ratio Comparison

6PSE.DE has a 0.05% expense ratio, which is lower than QDVB.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

6PSE.DE vs. QDVB.DE - Dividend Comparison

6PSE.DE's dividend yield for the trailing twelve months is around 1.06%, while QDVB.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.06%1.16%1.26%1.51%1.69%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


6PSE.DE and QDVB.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for QDVB.DE.

6PSE.DE tracks MSCI USA, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for 6PSE.DE and 0.20% for QDVB.DE.

Portfolio Optimizer

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