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EQDS.L vs. QDVX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQDS.L vs. QDVX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EQDS.L is traded in GBp, while QDVX.DE is traded in EUR. To make them comparable, the QDVX.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQDS.L achieves a 2.43% return, which is significantly lower than QDVX.DE's 3.95% return.


EQDS.L

1D
0.54%
1M
0.43%
YTD
2.43%
6M
3.65%
1Y
6.98%
3Y*
7.40%
5Y*
6.53%
10Y*

QDVX.DE

1D
0.63%
1M
1.44%
YTD
3.95%
6M
4.94%
1Y
10.65%
3Y*
10.94%
5Y*
10.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQDS.L vs. QDVX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
2.43%13.04%2.83%8.89%2.95%6.17%-8.39%13.33%-9.12%-0.46%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.95%17.14%5.88%13.00%6.27%10.61%-5.01%19.97%-4.98%1.27%

Correlation

The correlation between EQDS.L and QDVX.DE is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2017

0.89

The correlation between EQDS.L and QDVX.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

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Return for Risk

EQDS.L vs. QDVX.DE — Risk / Return Rank

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

EQDS.L
EQDS.L Risk / Return Rank: 1919
Overall Rank
EQDS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 1919
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 2020
Martin Ratio Rank

QDVX.DE
QDVX.DE Risk / Return Rank: 2121
Overall Rank
QDVX.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2121
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 2323
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.

EQDS.L vs. QDVX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.


EQDS.LQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratioReturn relative to maximum drawdown

0.72

1.12

-0.39

Martin ratioReturn relative to average drawdown

2.20

3.57

-1.38

EQDS.L vs. QDVX.DE - Sharpe Ratio Comparison

The current EQDS.L Sharpe Ratio is 0.64, which is lower than the QDVX.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EQDS.L and QDVX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EQDS.LQDVX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.96

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.80

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.49

-0.28

Drawdowns

EQDS.L vs. QDVX.DE - Drawdown Comparison

The maximum EQDS.L drawdown since its inception was -32.52%, roughly equal to the maximum QDVX.DE drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for EQDS.L and QDVX.DE.


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Drawdown Indicators


EQDS.LQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-31.71%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-9.50%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-10.33%

-11.26%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-12.74%

-11.81%

-0.93%

Current Drawdown

Current decline from peak

-4.20%

-2.92%

-1.28%

Average Drawdown

Average peak-to-trough decline

-5.28%

-3.94%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.97%

+0.20%

Volatility

EQDS.L vs. QDVX.DE - Volatility Comparison

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) have volatilities of 3.32% and 3.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQDS.LQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.33%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

8.72%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

11.03%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

12.69%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

14.87%

-0.08%

EQDS.L vs. QDVX.DE - Expense Ratio Comparison

Both EQDS.L and QDVX.DE have an expense ratio of 0.28%.


Dividends

EQDS.L vs. QDVX.DE - Dividend Comparison

EQDS.L's dividend yield for the trailing twelve months is around 0.03%, less than QDVX.DE's 3.21% yield.


PositionTTM202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
0.03%0.03%0.03%0.04%0.04%0.05%0.03%0.05%0.05%0.01%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.21%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.19%1.56%

Frequently Asked Questions


EQDS.L and QDVX.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.28% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EQDS.L and QDVX.DE have the same expense ratio: 0.28% per year.

EQDS.L tracks MSCI Europe High Div Yld NR EUR, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select.

Portfolio Optimizer

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