ETLS.DE vs. QDVR.DE
ETLS.DE (L&G US Equity UCITS ETF) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - ETLS.DE tracks the Solactive Core United States Large & Mid Cap while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, ETLS.DE returned 14.64%/yr vs 12.24%/yr for QDVR.DE. Their correlation of 0.91 suggests significant overlap in exposure. ETLS.DE charges 0.05%/yr vs 0.20%/yr for QDVR.DE.
Performance
ETLS.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETLS.DE achieves a 11.28% return, which is significantly lower than QDVR.DE's 14.85% return.
ETLS.DE
- 1D
- -0.11%
- 1M
- 5.49%
- YTD
- 11.28%
- 6M
- 11.23%
- 1Y
- 25.64%
- 3Y*
- 19.26%
- 5Y*
- 14.64%
- 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*
- —
ETLS.DE vs. QDVR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ETLS.DE L&G US Equity UCITS ETF | 11.28% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 10.12% | 27.92% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 29.31% |
Correlation
The correlation between ETLS.DE and QDVR.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2019 | 0.91 |
The correlation between ETLS.DE and QDVR.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
ETLS.DE vs. QDVR.DE — Risk / Return Rank
ETLS.DE
QDVR.DE
ETLS.DE vs. QDVR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (ETLS.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.
| ETLS.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 3.09 | +0.29 |
| Martin ratioReturn relative to average drawdown | 12.00 | 10.29 | +1.71 |
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
| ETLS.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.76 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.78 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.89 | +0.09 |
Drawdowns
ETLS.DE vs. QDVR.DE - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.98%, roughly equal to the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and QDVR.DE.
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Drawdown Indicators
| ETLS.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -32.87% | -1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -7.24% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -23.91% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -23.91% | +0.23% |
Current DrawdownCurrent decline from peak | -0.45% | 0.00% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.41% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.18% | -0.05% |
Volatility
ETLS.DE vs. QDVR.DE - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF (ETLS.DE) is 2.76%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that ETLS.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
| ETLS.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 3.67% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 9.02% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 12.69% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.53% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 16.34% | +0.83% |
ETLS.DE vs. QDVR.DE - Expense Ratio Comparison
ETLS.DE has a 0.05% 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
ETLS.DE vs. QDVR.DE - Dividend Comparison
Neither ETLS.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
ETLS.DE and QDVR.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for QDVR.DE.
ETLS.DE tracks Solactive Core United States Large & Mid Cap, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.05% for ETLS.DE and 0.20% for QDVR.DE.
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