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ACU2.DE vs. QDVR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACU2.DE vs. QDVR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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, ACU2.DE achieves a 13.23% return, which is significantly lower than QDVR.DE's 14.85% return.


ACU2.DE

1D
0.31%
1M
6.00%
YTD
13.23%
6M
13.20%
1Y
25.76%
3Y*
16.67%
5Y*
12.95%
10Y*
14.18%

QDVR.DE

1D
0.06%
1M
4.69%
YTD
14.85%
6M
14.33%
1Y
22.48%
3Y*
14.58%
5Y*
12.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACU2.DE vs. QDVR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
13.23%1.61%26.66%22.75%-15.77%38.66%9.40%34.49%-1.28%6.75%
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)
14.85%-0.76%20.30%20.26%-14.38%43.66%13.50%35.53%1.82%8.55%

Correlation

The correlation between ACU2.DE and QDVR.DE is 0.94, 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

0.94

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.95

The correlation between ACU2.DE and QDVR.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

ACU2.DE vs. QDVR.DE — Risk / Return Rank

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

ACU2.DE
ACU2.DE Risk / Return Rank: 5757
Overall Rank
ACU2.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACU2.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACU2.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ACU2.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ACU2.DE Martin Ratio Rank: 5252
Martin Ratio Rank

QDVR.DE
QDVR.DE Risk / Return Rank: 5555
Overall Rank
QDVR.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 5959
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.

ACU2.DE vs. QDVR.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 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.


ACU2.DEQDVR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.36

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

2.56

3.09

-0.52

Martin ratioReturn relative to average drawdown

8.85

10.29

-1.44

ACU2.DE vs. QDVR.DE - Sharpe Ratio Comparison

The current ACU2.DE Sharpe Ratio is 2.00, which is comparable to the QDVR.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ACU2.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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Sharpe Ratios by Period


ACU2.DEQDVR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.76

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.78

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.89

+0.01

Drawdowns

ACU2.DE vs. QDVR.DE - Drawdown Comparison

The maximum ACU2.DE drawdown since its inception was -34.31%, roughly equal to the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and QDVR.DE.


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Drawdown Indicators


ACU2.DEQDVR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-32.87%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-7.24%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-23.91%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-23.91%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.32%

-4.41%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.18%

+0.70%

Volatility

ACU2.DE vs. QDVR.DE - Volatility Comparison

The current volatility for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) is 3.21%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that ACU2.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


ACU2.DEQDVR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.67%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

9.02%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

12.69%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

15.53%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

16.34%

-0.10%

ACU2.DE vs. QDVR.DE - Expense Ratio Comparison

ACU2.DE has a 0.35% expense ratio, which is higher than QDVR.DE's 0.20% expense ratio.


Dividends

ACU2.DE vs. QDVR.DE - Dividend Comparison

Neither ACU2.DE nor QDVR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, ACU2.DE and QDVR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.35% for ACU2.DE.

ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.35% for ACU2.DE and 0.20% for QDVR.DE.

Portfolio Optimizer

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