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DFUV vs. QDVI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFUV vs. QDVI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Marketwide Value ETF (DFUV) and iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE). The values are adjusted to include any dividend payments, if applicable.

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DFUV vs. QDVI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFUV
Dimensional US Marketwide Value ETF
4.70%15.77%11.79%13.25%1.22%
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
5.36%33.89%6.22%14.22%-6.01%
Different Trading Currencies

DFUV is traded in USD, while QDVI.DE is traded in EUR. To make them comparable, the QDVI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DFUV achieves a 4.70% return, which is significantly lower than QDVI.DE's 5.36% return.


DFUV

1D
0.29%
1M
-3.47%
YTD
4.70%
6M
9.43%
1Y
20.01%
3Y*
15.16%
5Y*
10Y*

QDVI.DE

1D
3.42%
1M
-2.50%
YTD
5.36%
6M
16.04%
1Y
38.90%
3Y*
18.88%
5Y*
9.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFUV vs. QDVI.DE - Expense Ratio Comparison

DFUV has a 0.21% expense ratio, which is higher than QDVI.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DFUV vs. QDVI.DE — Risk / Return Rank

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

DFUV
DFUV Risk / Return Rank: 6363
Overall Rank
DFUV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DFUV Sortino Ratio Rank: 6363
Sortino Ratio Rank
DFUV Omega Ratio Rank: 6565
Omega Ratio Rank
DFUV Calmar Ratio Rank: 5858
Calmar Ratio Rank
DFUV Martin Ratio Rank: 6666
Martin Ratio Rank

QDVI.DE
QDVI.DE Risk / Return Rank: 8282
Overall Rank
QDVI.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QDVI.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
QDVI.DE Omega Ratio Rank: 7575
Omega Ratio Rank
QDVI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
QDVI.DE Martin Ratio Rank: 9191
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.

DFUV vs. QDVI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.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.


DFUVQDVI.DEDifference

Sharpe ratio

Return per unit of total volatility

1.16

2.09

-0.93

Sortino ratio

Return per unit of downside risk

1.66

2.76

-1.10

Omega ratio

Gain probability vs. loss probability

1.25

1.40

-0.15

Calmar ratio

Return relative to maximum drawdown

1.57

3.54

-1.98

Martin ratio

Return relative to average drawdown

6.94

16.86

-9.92

DFUV vs. QDVI.DE - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 1.16, which is lower than the QDVI.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DFUV and QDVI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFUVQDVI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.09

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.60

+0.14

Correlation

The correlation between DFUV and QDVI.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFUV vs. QDVI.DE - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.51%, while QDVI.DE has not paid dividends to shareholders.


TTM2025202420232022
DFUV
Dimensional US Marketwide Value ETF
1.51%1.55%1.64%1.72%1.34%
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFUV vs. QDVI.DE - Drawdown Comparison

The maximum DFUV drawdown since its inception was -17.60%, smaller than the maximum QDVI.DE drawdown of -39.61%. Use the drawdown chart below to compare losses from any high point for DFUV and QDVI.DE.


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Drawdown Indicators


DFUVQDVI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-38.98%

+21.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-15.11%

+2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Current Drawdown

Current decline from peak

-3.85%

-2.86%

-0.99%

Average Drawdown

Average peak-to-trough decline

-3.78%

-6.89%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.22%

+0.64%

Volatility

DFUV vs. QDVI.DE - Volatility Comparison

The current volatility for Dimensional US Marketwide Value ETF (DFUV) is 4.17%, while iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a volatility of 5.96%. This indicates that DFUV experiences smaller price fluctuations and is considered to be less risky than QDVI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFUVQDVI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

5.96%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

10.68%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

18.53%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

17.31%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

18.88%

-2.44%