ACU2.DE vs. QDVB.DE
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - ACU2.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, ACU2.DE returned 11.68%/yr vs 12.19%/yr for QDVB.DE. With a 0.95 correlation, they move nearly in lockstep. ACU2.DE charges 0.35%/yr vs 0.20%/yr for QDVB.DE.
Performance
ACU2.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ACU2.DE having a 13.97% return and QDVB.DE slightly lower at 13.77%.
ACU2.DE
- 1D
- 0.09%
- 1M
- -0.04%
- 6M
- 10.87%
- YTD
- 13.97%
- 1Y
- 27.37%
- 3Y*
- 16.66%
- 5Y*
- 11.68%
- 10Y*
- —
QDVB.DE
- 1D
- 0.68%
- 1M
- 2.58%
- 6M
- 10.15%
- YTD
- 13.77%
- 1Y
- 25.42%
- 3Y*
- 17.40%
- 5Y*
- 12.19%
- 10Y*
- —
ACU2.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 13.97% | 1.61% | 26.66% | 22.75% | -15.77% | 38.66% | 9.40% | 34.49% | -1.28% | 3.68% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.77% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 4.72% |
Correlation
The correlation between ACU2.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 | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.95 |
The correlation between ACU2.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
ACU2.DE vs. QDVB.DE — Risk / Return Rank
ACU2.DE
QDVB.DE
ACU2.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.
| ACU2.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 3.74 | -1.00 |
| Martin ratioReturn relative to average drawdown | 9.43 | 13.72 | -4.29 |
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Drawdowns
ACU2.DE vs. QDVB.DE - Drawdown Comparison
The maximum ACU2.DE drawdown since its inception was -34.31%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and QDVB.DE.
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Drawdown Indicators
| ACU2.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -33.25% | -1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -6.77% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -22.69% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.98% | -22.69% | -1.29% |
Current DrawdownCurrent decline from peak | -2.29% | 0.00% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -5.00% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.85% | +1.05% |
Volatility
ACU2.DE vs. QDVB.DE - Volatility Comparison
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) has a higher volatility of 3.74% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.83%. This indicates that ACU2.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.
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Volatility by Period
| ACU2.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 2.83% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 7.32% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 11.21% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 15.56% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 17.93% | -1.03% |
ACU2.DE vs. QDVB.DE - Expense Ratio Comparison
ACU2.DE has a 0.35% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio.
Dividends
ACU2.DE vs. QDVB.DE - Dividend Comparison
Neither ACU2.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
ACU2.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, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for ACU2.DE.
ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.35% for ACU2.DE and 0.20% for QDVB.DE.
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