ESGU.DE vs. QDVR.DE
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - ESGU.DE tracks the MSCI USA ESG Universal Select Business Screens while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, ESGU.DE returned 13.90%/yr vs 12.24%/yr for QDVR.DE. Their correlation of 0.94 suggests significant overlap in exposure. ESGU.DE charges 0.09%/yr vs 0.20%/yr for QDVR.DE.
Performance
ESGU.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESGU.DE achieves a 12.55% return, which is significantly lower than QDVR.DE's 14.85% return.
ESGU.DE
- 1D
- -0.51%
- 1M
- 5.84%
- YTD
- 12.55%
- 6M
- 12.15%
- 1Y
- 25.15%
- 3Y*
- 18.92%
- 5Y*
- 13.90%
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
ESGU.DE vs. QDVR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc | 12.55% | 3.01% | 31.66% | 23.96% | -17.68% | 39.98% | 12.25% | 13.25% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 12.57% |
Correlation
The correlation between ESGU.DE and QDVR.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.94 |
The correlation between ESGU.DE and QDVR.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
ESGU.DE vs. QDVR.DE — Risk / Return Rank
ESGU.DE
QDVR.DE
ESGU.DE vs. QDVR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| ESGU.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.09 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.84 | 10.29 | +0.55 |
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
| ESGU.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.76 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.78 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.89 | 0.00 |
Drawdowns
ESGU.DE vs. QDVR.DE - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, roughly equal to the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and QDVR.DE.
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Drawdown Indicators
| ESGU.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -32.87% | +0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -7.24% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -23.91% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -23.91% | +0.22% |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.41% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.18% | +0.13% |
Volatility
ESGU.DE vs. QDVR.DE - Volatility Comparison
The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that ESGU.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGU.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.67% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 9.02% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 12.69% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 15.53% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.34% | +1.13% |
ESGU.DE vs. QDVR.DE - Expense Ratio Comparison
ESGU.DE has a 0.09% expense ratio, which is lower than QDVR.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%.
Dividends
ESGU.DE vs. QDVR.DE - Dividend Comparison
Neither ESGU.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, ESGU.DE and QDVR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for QDVR.DE.
ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for ESGU.DE and 0.20% for QDVR.DE.
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