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IAU vs. QDVX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. QDVX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IAU is traded in USD, while QDVX.DE is traded in EUR. To make them comparable, the QDVX.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IAU achieves a 0.11% return, which is significantly lower than QDVX.DE's 5.94% return.


IAU

1D
2.61%
1M
-4.97%
YTD
0.11%
6M
0.22%
1Y
25.52%
3Y*
29.91%
5Y*
18.47%
10Y*
12.49%

QDVX.DE

1D
0.37%
1M
3.95%
YTD
5.94%
6M
7.20%
1Y
11.99%
3Y*
13.88%
5Y*
9.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. QDVX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
0.11%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%2.54%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
5.94%25.64%4.46%18.85%-4.73%9.47%-1.22%24.03%-10.89%7.10%

Correlation

The correlation between IAU and QDVX.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.23

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Return for Risk

IAU vs. QDVX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAU
IAU Risk / Return Rank: 2727
Overall Rank
IAU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAU Omega Ratio Rank: 3131
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2525
Martin Ratio Rank

QDVX.DE
QDVX.DE Risk / Return Rank: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAU vs. QDVX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) 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.

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.


IAUQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

1.05

1.14

-0.09

Martin ratioReturn relative to average drawdown

3.00

3.72

-0.72

IAU vs. QDVX.DE - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.94, which is comparable to the QDVX.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IAU and QDVX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAU vs. QDVX.DE - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than QDVX.DE's maximum drawdown of -39.78%. Use the drawdown chart below to compare losses from any high point for IAU and QDVX.DE.


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Drawdown Indicators


IAUQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-39.78%

-5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-10.46%

-13.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-12.80%

-11.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-25.89%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

Current Drawdown

Current decline from peak

-20.00%

-1.14%

-18.86%

Average Drawdown

Average peak-to-trough decline

-15.97%

-5.86%

-10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

3.20%

+5.36%

Volatility

IAU vs. QDVX.DE - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 8.29% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 3.74%. This indicates that IAU'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.


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Volatility by Period


IAUQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

3.74%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

10.27%

+13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

13.18%

+14.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

16.04%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

17.31%

-1.27%

IAU vs. QDVX.DE - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than QDVX.DE's 0.28% expense ratio.


Dividends

IAU vs. QDVX.DE - Dividend Comparison

IAU has not paid dividends to shareholders, while QDVX.DE's dividend yield for the trailing twelve months is around 3.13%.


PositionTTM202520242023202220212020201920182017
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.13%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.20%0.74%

Frequently Asked Questions


IAU and QDVX.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAU is cheaper with a 0.25% expense ratio, compared with 0.28% for QDVX.DE.

IAU is categorized as Gold, while QDVX.DE is Europe Equities. IAU tracks LBMA Gold Price, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Their fees differ too: 0.25% for IAU and 0.28% for QDVX.DE.

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