IQQN.DE vs. QDVB.DE
IQQN.DE (iShares MSCI North America UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds from iShares - IQQN.DE tracks the MSCI North America while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, IQQN.DE returned 12.70%/yr vs 11.88%/yr for QDVB.DE. With a 0.96 correlation, they move nearly in lockstep. IQQN.DE charges 0.40%/yr vs 0.20%/yr for QDVB.DE.
Performance
IQQN.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQN.DE achieves a 11.55% return, which is significantly lower than QDVB.DE's 12.23% return.
IQQN.DE
- 1D
- -1.17%
- 1M
- 0.87%
- 6M
- 9.19%
- YTD
- 11.55%
- 1Y
- 21.24%
- 3Y*
- 18.38%
- 5Y*
- 12.70%
- 10Y*
- 13.79%
QDVB.DE
- 1D
- -1.35%
- 1M
- 1.39%
- 6M
- 8.88%
- YTD
- 12.23%
- 1Y
- 20.93%
- 3Y*
- 16.72%
- 5Y*
- 11.88%
- 10Y*
- —
IQQN.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 11.55% | 4.95% | 31.43% | 22.31% | -15.50% | 38.10% | 8.53% | 34.22% | -2.32% | 6.17% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 12.23% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
Correlation
The correlation between IQQN.DE and QDVB.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.96 |
The correlation between IQQN.DE and QDVB.DE has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
IQQN.DE vs. QDVB.DE — Risk / Return Rank
IQQN.DE
QDVB.DE
IQQN.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.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.
| IQQN.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 3.08 | -0.15 |
| Martin ratioReturn relative to average drawdown | 10.23 | 11.30 | -1.07 |
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Drawdowns
IQQN.DE vs. QDVB.DE - Drawdown Comparison
The maximum IQQN.DE drawdown since its inception was -52.40%, which is greater than QDVB.DE's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for IQQN.DE and QDVB.DE.
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Drawdown Indicators
| IQQN.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.40% | -33.25% | -19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -6.77% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -22.69% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -22.69% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.38% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -1.35% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -5.00% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.85% | +0.22% |
Volatility
IQQN.DE vs. QDVB.DE - Volatility Comparison
The current volatility for iShares MSCI North America UCITS ETF (IQQN.DE) is 2.99%, while iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a volatility of 3.20%. This indicates that IQQN.DE experiences smaller price fluctuations and is considered to be less risky 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
| IQQN.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.20% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 7.29% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 11.15% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 15.57% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 17.93% | -1.84% |
IQQN.DE vs. QDVB.DE - Expense Ratio Comparison
IQQN.DE has a 0.40% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio.
Dividends
IQQN.DE vs. QDVB.DE - Dividend Comparison
IQQN.DE's dividend yield for the trailing twelve months is around 0.60%, while QDVB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 0.60% | 0.68% | 0.75% | 0.99% | 1.15% | 0.73% | 1.09% | 1.22% | 1.42% | 1.34% | 1.37% | 1.53% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQQN.DE and QDVB.DE have a correlation of 0.90, 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 0.40% for IQQN.DE.
IQQN.DE tracks MSCI North America, while QDVB.DE tracks MSCI USA Sector Neutral Quality. Their fees differ too: 0.40% for IQQN.DE and 0.20% for QDVB.DE.
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