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MVEA.DE vs. QDVB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEA.DE vs. QDVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVEA.DE achieves a 3.45% return, which is significantly lower than QDVB.DE's 10.48% return.


MVEA.DE

1D
-0.40%
1M
0.94%
YTD
3.45%
6M
4.02%
1Y
4.60%
3Y*
7.31%
5Y*
6.48%
10Y*

QDVB.DE

1D
-0.69%
1M
1.28%
YTD
10.48%
6M
10.79%
1Y
22.56%
3Y*
16.85%
5Y*
12.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.DE vs. QDVB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MVEA.DE
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
3.45%-7.05%19.63%8.85%-6.84%34.80%5.76%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
10.48%0.35%29.28%26.64%-16.49%39.07%18.30%

Correlation

The correlation between MVEA.DE and QDVB.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.71

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

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2020

0.82

The correlation between MVEA.DE and QDVB.DE shifts across timeframes, from 0.63 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MVEA.DE vs. QDVB.DE — Risk / Return Rank

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

MVEA.DE
MVEA.DE Risk / Return Rank: 1818
Overall Rank
MVEA.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MVEA.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.DE Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
MVEA.DE Martin Ratio Rank: 2020
Martin Ratio Rank

QDVB.DE
QDVB.DE Risk / Return Rank: 7373
Overall Rank
QDVB.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 7373
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 7474
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.

MVEA.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.


MVEA.DEQDVB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.09

1.38

-0.28

Calmar ratioReturn relative to maximum drawdown

0.92

3.32

-2.40

Martin ratioReturn relative to average drawdown

2.17

12.21

-10.04

MVEA.DE vs. QDVB.DE - Sharpe Ratio Comparison

The current MVEA.DE Sharpe Ratio is 0.50, which is lower than the QDVB.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MVEA.DE and QDVB.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

MVEA.DE vs. QDVB.DE - Drawdown Comparison

The maximum MVEA.DE drawdown since its inception was -17.51%, smaller than the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and QDVB.DE.


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Drawdown Indicators


MVEA.DEQDVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.51%

-33.25%

+15.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-6.77%

+1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.51%

-22.69%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-22.69%

+5.18%

Current Drawdown

Current decline from peak

-9.42%

-0.82%

-8.60%

Average Drawdown

Average peak-to-trough decline

-5.45%

-5.02%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.84%

+0.28%

Volatility

MVEA.DE vs. QDVB.DE - Volatility Comparison

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.46% and 2.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVEA.DEQDVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

2.49%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

7.46%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

9.12%

11.15%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.30%

15.55%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

17.96%

-5.21%

MVEA.DE vs. QDVB.DE - Expense Ratio Comparison

Both MVEA.DE and QDVB.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

MVEA.DE vs. QDVB.DE - Dividend Comparison

Neither MVEA.DE nor QDVB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MVEA.DE and QDVB.DE have a correlation of 0.63, 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.

MVEA.DE and QDVB.DE have the same expense ratio: 0.20% per year.

MVEA.DE tracks Russell 1000 TR USD, while QDVB.DE tracks MSCI USA Sector Neutral Quality.

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