EUDF.DE vs. QDVI.DE
EUDF.DE (WisdomTree Europe Defence UCITS ETF - EUR Acc) and QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) are both exchange-traded funds - EUDF.DE is a Aerospace & Defense fund tracking the WisdomTree Europe Defence UCITS Index (NTR), while QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value. Both are passively managed. Over the past year, EUDF.DE returned -5.67% vs 88.57% for QDVI.DE. At a 0.16 correlation, their price movements are largely independent. EUDF.DE charges 0.40%/yr vs 0.20%/yr for QDVI.DE.
Performance
EUDF.DE vs. QDVI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUDF.DE achieves a -1.50% return, which is significantly lower than QDVI.DE's 52.38% return.
EUDF.DE
- 1D
- 0.00%
- 1M
- -5.83%
- YTD
- -1.50%
- 6M
- -1.83%
- 1Y
- -5.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVI.DE
- 1D
- -0.70%
- 1M
- 6.92%
- YTD
- 52.38%
- 6M
- 53.62%
- 1Y
- 88.57%
- 3Y*
- 30.99%
- 5Y*
- 17.71%
- 10Y*
- —
EUDF.DE vs. QDVI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EUDF.DE WisdomTree Europe Defence UCITS ETF - EUR Acc | -1.50% | 22.36% |
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 52.38% | 21.59% |
Correlation
The correlation between EUDF.DE and QDVI.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2025 | 0.16 |
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
EUDF.DE vs. QDVI.DE — Risk / Return Rank
EUDF.DE
QDVI.DE
EUDF.DE vs. QDVI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) 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.
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.
| EUDF.DE | QDVI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.37 | ||
| Sortino ratioReturn per unit of downside risk | -6.74 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.87 | -0.88 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 15.42 | -15.71 |
| Martin ratioReturn relative to average drawdown | -0.63 | 57.11 | -57.74 |
Loading charts...
Drawdowns
EUDF.DE vs. QDVI.DE - Drawdown Comparison
The maximum EUDF.DE drawdown since its inception was -19.51%, smaller than the maximum QDVI.DE drawdown of -38.94%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and QDVI.DE.
Loading charts...
Drawdown Indicators
| EUDF.DE | QDVI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.51% | -38.94% | +19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -5.71% | -13.80% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.11% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.11% | — |
Current DrawdownCurrent decline from peak | -17.41% | -0.70% | -16.71% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -6.76% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.01% | 1.55% | +7.46% |
Volatility
EUDF.DE vs. QDVI.DE - Volatility Comparison
The current volatility for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) is 6.43%, while iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a volatility of 6.81%. This indicates that EUDF.DE 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.
Loading charts...
Volatility by Period
| EUDF.DE | QDVI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 6.81% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 22.17% | 13.76% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 17.03% | +11.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.41% | 17.07% | +13.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.41% | 18.86% | +11.55% |
EUDF.DE vs. QDVI.DE - Expense Ratio Comparison
EUDF.DE has a 0.40% expense ratio, which is higher than QDVI.DE's 0.20% expense ratio.
Dividends
EUDF.DE vs. QDVI.DE - Dividend Comparison
Neither EUDF.DE nor QDVI.DE has paid dividends to shareholders.
Frequently Asked Questions
EUDF.DE and QDVI.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVI.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for EUDF.DE.
EUDF.DE is categorized as Aerospace & Defense, while QDVI.DE is Large Cap Value Equities. EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR), while QDVI.DE tracks MSCI USA Enhanced Value. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for EUDF.DE and 0.20% for QDVI.DE.
Find the right allocation for EUDF.DE and QDVI.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