DELG.DE vs. QDVB.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - DELG.DE tracks the Foxberry Sustainability Consensus US while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, DELG.DE returned 13.38%/yr vs 12.04%/yr for QDVB.DE. Their correlation of 0.90 suggests significant overlap in exposure. DELG.DE charges 0.12%/yr vs 0.20%/yr for QDVB.DE.
Performance
DELG.DE vs. QDVB.DE - Performance Comparison
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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*
- —
DELG.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
DELG.DE
QDVB.DE
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.DE | QDVB.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.61% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -5.00% | -1.10% |
Ulcer IndexDepth 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.DE | QDVB.DE | Difference | |
|---|---|---|---|
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.
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.
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