GACA.DE vs. QDVB.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, GACA.DE returned 12.60%/yr vs 12.04%/yr for QDVB.DE. Their correlation of 0.95 suggests significant overlap in exposure. GACA.DE charges 0.14%/yr vs 0.20%/yr for QDVB.DE.
Performance
GACA.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GACA.DE having a 12.91% return and QDVB.DE slightly higher at 13.00%.
GACA.DE
- 1D
- -0.17%
- 1M
- 1.01%
- 6M
- 11.74%
- YTD
- 12.91%
- 1Y
- 20.60%
- 3Y*
- 18.22%
- 5Y*
- 12.60%
- 10Y*
- —
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
GACA.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 12.91% | 3.94% | 29.59% | 21.02% | -14.66% | 38.65% | 7.34% | -3.28% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 7.39% |
Correlation
The correlation between GACA.DE and QDVB.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2019 | 0.95 |
The correlation between GACA.DE and QDVB.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
GACA.DE vs. QDVB.DE — Risk / Return Rank
GACA.DE
QDVB.DE
GACA.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.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.
| GACA.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.30 | -0.95 |
| Martin ratioReturn relative to average drawdown | 8.25 | 12.09 | -3.84 |
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Drawdowns
GACA.DE vs. QDVB.DE - Drawdown Comparison
The maximum GACA.DE drawdown since its inception was -33.49%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for GACA.DE and QDVB.DE.
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Drawdown Indicators
| GACA.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -33.25% | -0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.77% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -22.69% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -22.69% | -0.99% |
Current DrawdownCurrent decline from peak | -1.24% | -0.61% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.00% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.85% | +0.64% |
Volatility
GACA.DE vs. QDVB.DE - Volatility Comparison
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) has a higher volatility of 3.53% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.79%. This indicates that GACA.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
| GACA.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 2.79% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 7.30% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 11.20% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 15.56% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 17.93% | -0.37% |
GACA.DE vs. QDVB.DE - Expense Ratio Comparison
GACA.DE has a 0.14% expense ratio, which is lower than QDVB.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
GACA.DE vs. QDVB.DE - Dividend Comparison
Neither GACA.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
GACA.DE and QDVB.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for QDVB.DE.
GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.14% for GACA.DE and 0.20% for QDVB.DE.
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