6PSE.DE vs. QDVR.DE
6PSE.DE (Invesco MSCI USA UCITS ETF Dist) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - 6PSE.DE tracks the MSCI USA while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 3 years, 6PSE.DE returned 19.18%/yr vs 14.58%/yr for QDVR.DE. Their correlation of 0.92 suggests significant overlap in exposure. 6PSE.DE charges 0.05%/yr vs 0.20%/yr for QDVR.DE.
Performance
6PSE.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSE.DE achieves a 11.33% return, which is significantly lower than QDVR.DE's 14.85% return.
6PSE.DE
- 1D
- -0.18%
- 1M
- 4.51%
- YTD
- 11.33%
- 6M
- 10.72%
- 1Y
- 25.24%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 4.69%
- YTD
- 14.85%
- 6M
- 14.33%
- 1Y
- 22.48%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
6PSE.DE vs. QDVR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -6.58% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -5.23% |
Correlation
The correlation between 6PSE.DE and QDVR.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.92 |
The correlation between 6PSE.DE and QDVR.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
6PSE.DE vs. QDVR.DE — Risk / Return Rank
6PSE.DE
QDVR.DE
6PSE.DE vs. QDVR.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 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.
| 6PSE.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.09 | +0.35 |
| Martin ratioReturn relative to average drawdown | 11.99 | 10.29 | +1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSE.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.76 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.89 | +0.04 |
Drawdowns
6PSE.DE vs. QDVR.DE - Drawdown Comparison
The maximum 6PSE.DE drawdown since its inception was -23.70%, smaller than the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and QDVR.DE.
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Drawdown Indicators
| 6PSE.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -32.87% | +9.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -7.24% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -23.91% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.91% | — |
Current DrawdownCurrent decline from peak | -0.41% | 0.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.41% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.18% | -0.08% |
Volatility
6PSE.DE vs. QDVR.DE - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) is 2.73%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that 6PSE.DE experiences smaller price fluctuations and is considered to be less risky 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
| 6PSE.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.67% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 9.02% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 12.69% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 15.53% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 16.34% | -0.93% |
6PSE.DE vs. QDVR.DE - Expense Ratio Comparison
6PSE.DE has a 0.05% expense ratio, which is lower than QDVR.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. QDVR.DE - Dividend Comparison
6PSE.DE's dividend yield for the trailing twelve months is around 1.05%, while QDVR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
6PSE.DE and QDVR.DE have a correlation of 0.88, 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 QDVR.DE.
6PSE.DE tracks MSCI USA, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for 6PSE.DE and 0.20% for QDVR.DE.
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