DFUV vs. QDVI.DE
Compare and contrast key facts about Dimensional US Marketwide Value ETF (DFUV) and iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE).
DFUV and QDVI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFUV is an actively managed fund by Dimensional. It was launched on Dec 16, 1998. QDVI.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value. It was launched on Oct 13, 2016.
Performance
DFUV vs. QDVI.DE - Performance Comparison
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DFUV vs. QDVI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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*
- —
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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
DFUV
QDVI.DE
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.
| DFUV | QDVI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 2.09 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.76 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.54 | -1.98 |
Martin ratioReturn relative to average drawdown | 6.94 | 16.86 | -9.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFUV | QDVI.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
| DFUV | QDVI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.85% | -2.86% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -6.89% | +3.11% |
Ulcer IndexDepth 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
| DFUV | QDVI.DE | Difference | |
|---|---|---|---|
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% |