EXI2.DE vs. QDVB.DE
EXI2.DE (iShares Dow Jones Global Titans 50 UCITS ETF (DE)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both exchange-traded funds - EXI2.DE is a Global Equities fund tracking the Dow Jones Global Titans 50, while QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, EXI2.DE returned 17.19%/yr vs 12.96%/yr for QDVB.DE. Their correlation of 0.90 suggests significant overlap in exposure. EXI2.DE charges 0.51%/yr vs 0.20%/yr for QDVB.DE.
Performance
EXI2.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXI2.DE achieves a 12.23% return, which is significantly higher than QDVB.DE's 9.84% return.
EXI2.DE
- 1D
- -0.27%
- 1M
- 3.62%
- YTD
- 12.23%
- 6M
- 11.90%
- 1Y
- 32.81%
- 3Y*
- 22.85%
- 5Y*
- 17.19%
- 10Y*
- 16.14%
QDVB.DE
- 1D
- 0.72%
- 1M
- 4.51%
- YTD
- 9.84%
- 6M
- 9.30%
- 1Y
- 19.27%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
EXI2.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 12.23% | 10.38% | 38.84% | 33.44% | -21.53% | 35.62% | 10.63% | 35.14% | -0.86% | 6.38% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.84% | 0.36% | 29.35% | 26.56% | -16.50% | 39.05% | 5.36% | 37.25% | -2.65% | 7.18% |
Correlation
The correlation between EXI2.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 | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.90 |
The correlation between EXI2.DE and QDVB.DE has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.
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Return for Risk
EXI2.DE vs. QDVB.DE — Risk / Return Rank
EXI2.DE
QDVB.DE
EXI2.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.
| EXI2.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.33 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 2.92 | +1.29 |
| Martin ratioReturn relative to average drawdown | 15.84 | 10.33 | +5.51 |
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
| EXI2.DE | QDVB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 1.77 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.83 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.42 |
Drawdowns
EXI2.DE vs. QDVB.DE - Drawdown Comparison
The maximum EXI2.DE drawdown since its inception was -59.21%, which is greater than QDVB.DE's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for EXI2.DE and QDVB.DE.
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Drawdown Indicators
| EXI2.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.21% | -33.26% | -25.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -6.74% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -22.66% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.75% | -22.66% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | — | — |
Current DrawdownCurrent decline from peak | -1.11% | 0.00% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -17.44% | -4.97% | -12.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.91% | +0.24% |
Volatility
EXI2.DE vs. QDVB.DE - Volatility Comparison
iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a higher volatility of 3.46% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.46%. This indicates that EXI2.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXI2.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.46% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 7.27% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 11.09% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 15.53% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 16.44% | +0.13% |
EXI2.DE vs. QDVB.DE - Expense Ratio Comparison
EXI2.DE has a 0.51% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio.
Dividends
EXI2.DE vs. QDVB.DE - Dividend Comparison
EXI2.DE's dividend yield for the trailing twelve months is around 0.33%, while QDVB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 0.33% | 0.41% | 0.42% | 0.61% | 0.84% | 0.55% | 0.99% | 1.28% | 1.29% | 2.56% | 1.77% | 2.56% |
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
EXI2.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 0.51% for EXI2.DE.
EXI2.DE is categorized as Global Equities, while QDVB.DE is Large Cap Blend Equities. EXI2.DE tracks Dow Jones Global Titans 50, while QDVB.DE tracks MSCI USA Sector Neutral Quality. Their fees differ too: 0.51% for EXI2.DE and 0.20% for QDVB.DE.
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