IBCY.DE vs. QDVR.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds from iShares - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, IBCY.DE returned 10.27%/yr vs 12.24%/yr for QDVR.DE. Their correlation of 0.89 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.20%/yr for QDVR.DE.
Performance
IBCY.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.35%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
IBCY.DE vs. QDVR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | 0.17% | 28.63% | -6.73% | 6.21% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 35.53% | 1.82% | 8.55% |
Correlation
The correlation between IBCY.DE and QDVR.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.89 |
Over the past year, the correlation between IBCY.DE and QDVR.DE has dropped to 0.44 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
IBCY.DE vs. QDVR.DE — Risk / Return Rank
IBCY.DE
QDVR.DE
IBCY.DE vs. QDVR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| IBCY.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.31 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.09 | +1.00 |
| Martin ratioReturn relative to average drawdown | 19.99 | 10.29 | +9.70 |
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
| IBCY.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.76 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.78 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.89 | -0.26 |
Drawdowns
IBCY.DE vs. QDVR.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than QDVR.DE's maximum drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and QDVR.DE.
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Drawdown Indicators
| IBCY.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -32.87% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -7.24% | +3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | -23.91% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -23.91% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.41% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.18% | -1.51% |
Volatility
IBCY.DE vs. QDVR.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCY.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.67% | -3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.02% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 12.69% | -4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 15.53% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 16.34% | -0.22% |
IBCY.DE vs. QDVR.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than QDVR.DE's 0.20% expense ratio.
Dividends
IBCY.DE vs. QDVR.DE - Dividend Comparison
Neither IBCY.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCY.DE and QDVR.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVR.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for IBCY.DE.
IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. Their fees differ too: 0.35% for IBCY.DE and 0.20% for QDVR.DE.
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