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DELG.DE vs. QDVB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELG.DE vs. QDVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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

In the year-to-date period, DELG.DE achieves a 12.14% return, which is significantly lower than QDVB.DE's 13.00% return.


DELG.DE

1D
0.46%
1M
1.44%
6M
11.46%
YTD
12.14%
1Y
23.48%
3Y*
19.85%
5Y*
13.38%
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)

DELG.DE vs. QDVB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
12.14%6.12%33.62%26.58%-19.12%38.55%2.02%2.82%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
13.00%0.35%29.28%26.64%-16.49%39.07%5.34%2.01%

Correlation

The correlation between DELG.DE and QDVB.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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2019

0.90

The correlation between DELG.DE and QDVB.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

DELG.DE vs. QDVB.DE — Risk / Return Rank

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

DELG.DE
DELG.DE Risk / Return Rank: 6464
Overall Rank
DELG.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DELG.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
DELG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
DELG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
DELG.DE Martin Ratio Rank: 6464
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.

DELG.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.


DELG.DEQDVB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

2.56

3.30

-0.74

Martin ratioReturn relative to average drawdown

9.20

12.09

-2.89

DELG.DE vs. QDVB.DE - Sharpe Ratio Comparison

The current DELG.DE Sharpe Ratio is 1.73, which is comparable to the QDVB.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of DELG.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

DELG.DE vs. QDVB.DE - Drawdown Comparison

The maximum DELG.DE drawdown since its inception was -34.86%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for DELG.DE and QDVB.DE.


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Drawdown Indicators


DELG.DEQDVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.86%

-33.25%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-6.77%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-22.69%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-22.69%

-1.68%

Current Drawdown

Current decline from peak

0.00%

-0.61%

+0.61%

Average Drawdown

Average peak-to-trough decline

-6.10%

-5.00%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.85%

+0.70%

Volatility

DELG.DE vs. QDVB.DE - Volatility Comparison

L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a higher volatility of 3.60% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.79%. This indicates that DELG.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


DELG.DEQDVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

2.79%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

7.30%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

11.20%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

15.56%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

17.93%

+2.13%

DELG.DE vs. QDVB.DE - Expense Ratio Comparison

DELG.DE has a 0.12% 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

DELG.DE vs. QDVB.DE - Dividend Comparison

Neither DELG.DE nor QDVB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DELG.DE and QDVB.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, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for QDVB.DE.

DELG.DE tracks Foxberry Sustainability Consensus US, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.12% for DELG.DE and 0.20% for QDVB.DE.

Portfolio Optimizer

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