FLXU.DE vs. QDVB.DE
FLXU.DE (Franklin U.S. Equity UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - FLXU.DE tracks the Russell 1000 TR USD while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, FLXU.DE returned 12.73%/yr vs 12.25%/yr for QDVB.DE. Their correlation of 0.91 suggests significant overlap in exposure. FLXU.DE charges 0.25%/yr vs 0.20%/yr for QDVB.DE.
Performance
FLXU.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FLXU.DE achieves a 13.80% return, which is significantly higher than QDVB.DE's 10.48% return.
FLXU.DE
- 1D
- -0.81%
- 1M
- 1.33%
- YTD
- 13.80%
- 6M
- 13.80%
- 1Y
- 27.92%
- 3Y*
- 16.01%
- 5Y*
- 12.73%
- 10Y*
- —
QDVB.DE
- 1D
- -0.69%
- 1M
- 1.28%
- YTD
- 10.48%
- 6M
- 10.79%
- 1Y
- 22.56%
- 3Y*
- 16.85%
- 5Y*
- 12.25%
- 10Y*
- —
FLXU.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLXU.DE Franklin U.S. Equity UCITS ETF | 13.80% | 8.49% | 16.79% | 11.05% | -3.82% | 38.45% | -0.70% | 31.77% | 1.32% | -6.89% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.48% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 11.04% |
Correlation
The correlation between FLXU.DE and QDVB.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.91 |
The correlation between FLXU.DE and QDVB.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
FLXU.DE vs. QDVB.DE — Risk / Return Rank
FLXU.DE
QDVB.DE
FLXU.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Equity UCITS ETF (FLXU.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.
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.
| FLXU.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.82 | 3.32 | +1.50 |
| Martin ratioReturn relative to average drawdown | 17.45 | 12.21 | +5.23 |
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Drawdowns
FLXU.DE vs. QDVB.DE - Drawdown Comparison
The maximum FLXU.DE drawdown since its inception was -32.90%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for FLXU.DE and QDVB.DE.
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Drawdown Indicators
| FLXU.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.90% | -33.25% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.76% | -6.77% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.03% | -22.69% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -22.69% | -0.34% |
Current DrawdownCurrent decline from peak | -0.81% | -0.82% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -5.02% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.84% | -0.24% |
Volatility
FLXU.DE vs. QDVB.DE - Volatility Comparison
Franklin U.S. Equity UCITS ETF (FLXU.DE) has a higher volatility of 3.49% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.49%. This indicates that FLXU.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
| FLXU.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.49% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 7.46% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 11.15% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 15.55% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 17.96% | -1.48% |
FLXU.DE vs. QDVB.DE - Expense Ratio Comparison
FLXU.DE has a 0.25% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FLXU.DE vs. QDVB.DE - Dividend Comparison
Neither FLXU.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
FLXU.DE and QDVB.DE have a correlation of 0.88, 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 0.25% for FLXU.DE.
FLXU.DE tracks Russell 1000 TR USD, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.25% for FLXU.DE and 0.20% for QDVB.DE.
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