EXW1.DE vs. QDVX.DE
Compare and contrast key facts about iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE).
EXW1.DE and QDVX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXW1.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX® 50. It was launched on Dec 27, 2000. QDVX.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. It was launched on Jun 12, 2017. Both EXW1.DE and QDVX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXW1.DE or QDVX.DE.
Key characteristics
| EXW1.DE | QDVX.DE | |
|---|---|---|
| YTD Return | 10.24% | 10.93% |
| 1Y Return | 19.79% | 19.57% |
| 3Y Return (Ann) | 6.65% | 10.25% |
| 5Y Return (Ann) | 8.46% | 7.37% |
| Sharpe Ratio | 1.52 | 1.88 |
| Sortino Ratio | 2.15 | 2.56 |
| Omega Ratio | 1.26 | 1.33 |
| Calmar Ratio | 2.01 | 3.25 |
| Martin Ratio | 7.19 | 12.76 |
| Ulcer Index | 2.72% | 1.52% |
| Daily Std Dev | 12.85% | 10.26% |
| Max Drawdown | -57.82% | -38.46% |
| Current Drawdown | -3.99% | -4.51% |
Correlation
The correlation between EXW1.DE and QDVX.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EXW1.DE vs. QDVX.DE - Performance Comparison
In the year-to-date period, EXW1.DE achieves a 10.24% return, which is significantly lower than QDVX.DE's 10.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EXW1.DE vs. QDVX.DE - Expense Ratio Comparison
EXW1.DE has a 0.10% expense ratio, which is lower than QDVX.DE's 0.28% expense ratio.
Risk-Adjusted Performance
EXW1.DE vs. QDVX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) 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.
Dividends
EXW1.DE vs. QDVX.DE - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.81%, less than QDVX.DE's 3.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.81% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% | 3.66% | 3.93% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.25% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.19% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXW1.DE vs. QDVX.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, which is greater than QDVX.DE's maximum drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for EXW1.DE and QDVX.DE. For additional features, visit the drawdowns tool.
Volatility
EXW1.DE vs. QDVX.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) has a higher volatility of 3.64% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 2.96%. This indicates that EXW1.DE's price experiences larger fluctuations and is considered to be riskier than QDVX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.