DJAM.DE vs. QDVB.DE
DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - DJAM.DE tracks the Dow Jones Industrial Average while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, DJAM.DE returned 10.79%/yr vs 12.04%/yr for QDVB.DE. Their correlation of 0.87 suggests significant overlap in exposure. DJAM.DE charges 0.50%/yr vs 0.20%/yr for QDVB.DE.
Performance
DJAM.DE vs. QDVB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DJAM.DE achieves a 12.36% return, which is significantly lower than QDVB.DE's 13.00% return.
DJAM.DE
- 1D
- 0.48%
- 1M
- 3.02%
- 6M
- 10.10%
- YTD
- 12.36%
- 1Y
- 22.14%
- 3Y*
- 15.92%
- 5Y*
- 10.79%
- 10Y*
- 12.34%
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
DJAM.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 12.36% | 2.01% | 21.39% | 11.90% | -2.34% | 31.92% | -1.77% | 28.23% | -0.54% | 12.02% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
Correlation
The correlation between DJAM.DE and QDVB.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.87 |
The correlation between DJAM.DE and QDVB.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DJAM.DE vs. QDVB.DE — Risk / Return Rank
DJAM.DE
QDVB.DE
DJAM.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.
| DJAM.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.30 | -0.29 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.09 | -1.99 |
Loading charts...
Drawdowns
DJAM.DE vs. QDVB.DE - Drawdown Comparison
The maximum DJAM.DE drawdown since its inception was -47.32%, which is greater than QDVB.DE's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for DJAM.DE and QDVB.DE.
Loading charts...
Drawdown Indicators
| DJAM.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -33.25% | -14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -6.77% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -22.69% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -22.69% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.30% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.61% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -5.00% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 1.85% | +0.34% |
Volatility
DJAM.DE vs. QDVB.DE - Volatility Comparison
The current volatility for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) is 2.44%, while iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a volatility of 2.79%. This indicates that DJAM.DE experiences smaller price fluctuations and is considered to be less risky than QDVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DJAM.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 2.79% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 7.30% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 11.20% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 15.56% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 17.93% | -1.85% |
DJAM.DE vs. QDVB.DE - Expense Ratio Comparison
DJAM.DE has a 0.50% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio.
Dividends
DJAM.DE vs. QDVB.DE - Dividend Comparison
DJAM.DE's dividend yield for the trailing twelve months is around 0.70%, while QDVB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.70% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
QDVB.DE iShares Edge MSCI USA Quality 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% |
Frequently Asked Questions
DJAM.DE and QDVB.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for DJAM.DE.
DJAM.DE tracks Dow Jones Industrial Average, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.50% for DJAM.DE and 0.20% for QDVB.DE.
Find the right allocation for DJAM.DE and QDVB.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer