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

DFUVX vs. QDVI.DE

Last updated Apr 2, 2026

Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE).

DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. 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

DFUVX vs. QDVI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Value III Portfolio (DFUVX) 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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DFUVX vs. QDVI.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DFUVX
DFA U.S. Large Cap Value III Portfolio		4.11%15.83%12.87%11.65%-5.73%22.75%-0.45%25.62%-11.58%18.60%
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF		5.36%33.89%6.22%14.22%-14.94%30.08%-2.13%27.06%-12.35%22.05%
Different Trading Currencies

DFUVX 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, DFUVX achieves a 4.11% return, which is significantly lower than QDVI.DE's 5.36% return.

DFUVX

1D
1.90%
1M
-3.71%
YTD
4.11%
6M
8.94%
1Y
18.72%
3Y*
14.79%
5Y*
8.71%
10Y*
10.52%

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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DFA U.S. Large Cap Value III Portfolio

iShares Edge MSCI USA Value Factor UCITS ETF

Often compared with DFUVX:
DFUVX vs. DFLVXDFUVX vs. DFUSDFUVX vs. DFATDFUVX vs. DURPXDFUVX vs. FXAIXDFUVX vs. VVIAXDFUVX vs. ZPRU.DE
Often compared with QDVI.DE:
QDVI.DE vs. VTVQDVI.DE vs. SCHDQDVI.DE vs. VLUEQDVI.DE vs. QDVA.DEQDVI.DE vs. SPYQDVI.DE vs. EFVQDVI.DE vs. AVLV

DFUVX vs. QDVI.DE - Expense Ratio Comparison

DFUVX has a 0.14% expense ratio, which is lower than QDVI.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%.

QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
DFUVX
DFA U.S. Large Cap Value III Portfolio

Return for Risk

DFUVX vs. QDVI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFUVX
DFUVX Risk / Return Rank: 5858
Overall Rank
DFUVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DFUVX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DFUVX Omega Ratio Rank: 6161
Omega Ratio Rank
DFUVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
DFUVX Martin Ratio Rank: 5656
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.

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

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) 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.

DFUVXQDVI.DEDifference

Sharpe ratio

Return per unit of total volatility

1.13

2.09

-0.95

Sortino ratio

Return per unit of downside risk

1.63

2.76

-1.13

Omega ratio

Gain probability vs. loss probability

1.24

1.40

-0.15

Calmar ratio

Return relative to maximum drawdown

1.31

3.54

-2.23

Martin ratio

Return relative to average drawdown

5.65

16.86

-11.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFUVX vs. QDVI.DE - Sharpe Ratio Comparison

The current DFUVX Sharpe Ratio is 1.13, which is lower than the QDVI.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DFUVX 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

DFUVXQDVI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.09

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.54

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.60

-0.16

Correlation

The correlation between DFUVX and QDVI.DE is 0.63, 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

DFUVX vs. QDVI.DE - Dividend Comparison

DFUVX's dividend yield for the trailing twelve months is around 1.68%, while QDVI.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
DFUVX
DFA U.S. Large Cap Value III Portfolio		1.68%1.31%1.94%5.68%5.84%1.77%2.09%5.04%9.79%7.99%4.90%8.03%
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFUVX vs. QDVI.DE - Drawdown Comparison

The maximum DFUVX drawdown since its inception was -65.60%, which is greater than QDVI.DE's maximum drawdown of -39.61%. Use the drawdown chart below to compare losses from any high point for DFUVX and QDVI.DE.

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Drawdown Indicators

DFUVXQDVI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.60%

-38.98%

-26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-15.11%

+2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-20.33%

-23.10%

+2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-41.76%

—

—

Current Drawdown

Current decline from peak

-4.06%

-2.86%

-1.20%

Average Drawdown

Average peak-to-trough decline

-9.90%

-6.89%

-3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.22%

+0.75%

Volatility

DFUVX vs. QDVI.DE - Volatility Comparison

The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 4.16%, while iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a volatility of 5.96%. This indicates that DFUVX 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

DFUVXQDVI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

5.96%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

10.68%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

18.53%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

17.31%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

18.88%

-0.46%