MVEA.DE vs. QDVB.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds from iShares - MVEA.DE tracks the Russell 1000 TR USD while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.48%/yr vs 12.25%/yr for QDVB.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
MVEA.DE vs. QDVB.DE - Performance Comparison
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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*
- —
MVEA.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
MVEA.DE
QDVB.DE
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.DE | QDVB.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.42% | -0.82% | -8.60% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -5.02% | -0.43% |
Ulcer IndexDepth 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.DE | QDVB.DE | Difference | |
|---|---|---|---|
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.
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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