IUS5.DE vs. QDVA.DE
IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) are both exchange-traded funds - IUS5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond, while QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. Over the past 5 years, IUS5.DE returned -1.25%/yr vs 15.42%/yr for QDVA.DE. At a 0.14 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
IUS5.DE vs. QDVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS5.DE achieves a 3.34% return, which is significantly lower than QDVA.DE's 35.88% return.
IUS5.DE
- 1D
- -0.33%
- 1M
- 1.00%
- YTD
- 3.34%
- 6M
- 4.17%
- 1Y
- 3.91%
- 3Y*
- 1.24%
- 5Y*
- -1.25%
- 10Y*
- 0.65%
QDVA.DE
- 1D
- -2.08%
- 1M
- 8.05%
- YTD
- 35.88%
- 6M
- 35.52%
- 1Y
- 45.44%
- 3Y*
- 30.53%
- 5Y*
- 15.42%
- 10Y*
- —
IUS5.DE vs. QDVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUS5.DE iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 3.34% | -3.37% | 2.59% | 1.53% | -17.30% | 12.12% | 2.24% | 10.07% | 0.53% | -4.84% |
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 35.88% | 5.15% | 39.98% | 5.96% | -13.64% | 22.86% | 17.47% | 31.11% | 1.04% | 20.37% |
Correlation
The correlation between IUS5.DE and QDVA.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.14 |
The correlation between IUS5.DE and QDVA.DE shifts across timeframes, from 0.13 (5 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUS5.DE vs. QDVA.DE — Risk / Return Rank
IUS5.DE
QDVA.DE
IUS5.DE vs. QDVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) and iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.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.
| IUS5.DE | QDVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 4.76 | -3.08 |
| Martin ratioReturn relative to average drawdown | 3.49 | 15.18 | -11.68 |
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Drawdowns
IUS5.DE vs. QDVA.DE - Drawdown Comparison
The maximum IUS5.DE drawdown since its inception was -35.18%, which is greater than QDVA.DE's maximum drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for IUS5.DE and QDVA.DE.
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Drawdown Indicators
| IUS5.DE | QDVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -33.33% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -9.50% | +7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -8.42% | -25.56% | +17.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -25.56% | +3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -22.31% | — | — |
Current DrawdownCurrent decline from peak | -16.47% | -3.20% | -13.27% |
Average DrawdownAverage peak-to-trough decline | -14.94% | -6.93% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 2.99% | -1.88% |
Volatility
IUS5.DE vs. QDVA.DE - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) is 0.82%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a volatility of 8.73%. This indicates that IUS5.DE experiences smaller price fluctuations and is considered to be less risky than QDVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS5.DE | QDVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 8.73% | -7.91% |
Volatility (6M)Calculated over the trailing 6-month period | 3.78% | 16.88% | -13.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.12% | 20.20% | -15.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.57% | 19.39% | -10.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.48% | 19.38% | -9.90% |
IUS5.DE vs. QDVA.DE - Expense Ratio Comparison
Both IUS5.DE and QDVA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IUS5.DE vs. QDVA.DE - Dividend Comparison
Neither IUS5.DE nor QDVA.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS5.DE and QDVA.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUS5.DE and QDVA.DE have the same expense ratio: 0.20% per year.
IUS5.DE is categorized as Inflation-Protected Bonds, while QDVA.DE is Momentum. IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while QDVA.DE tracks MSCI USA Momentum Index.
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