PortfoliosLab logoPortfoliosLab logo
MXUS.L vs. QDVR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXUS.L vs. QDVR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI USA UCITS ETF (MXUS.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

MXUS.L is traded in USD, while QDVR.DE is traded in EUR. To make them comparable, the QDVR.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MXUS.L achieves a 10.31% return, which is significantly lower than QDVR.DE's 13.53% return.


MXUS.L

1D
0.02%
1M
4.59%
YTD
10.31%
6M
10.99%
1Y
27.75%
3Y*
22.47%
5Y*
13.58%
10Y*
15.33%

QDVR.DE

1D
0.18%
1M
5.64%
YTD
13.53%
6M
14.93%
1Y
24.53%
3Y*
17.71%
5Y*
11.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXUS.L vs. QDVR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXUS.L
Invesco MSCI USA UCITS ETF
10.31%17.34%25.57%27.84%-20.03%27.90%20.98%31.00%-5.44%21.42%
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)
13.53%12.03%13.42%24.06%-19.10%32.32%24.59%32.67%-2.97%23.90%

Correlation

The correlation between MXUS.L and QDVR.DE is 0.82, 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

0.82

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

0.83

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.85

The correlation between MXUS.L and QDVR.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MXUS.L vs. QDVR.DE — Risk / Return Rank

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

MXUS.L
MXUS.L Risk / Return Rank: 7474
Overall Rank
MXUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MXUS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MXUS.L Omega Ratio Rank: 7474
Omega Ratio Rank
MXUS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
MXUS.L Martin Ratio Rank: 7575
Martin Ratio Rank

QDVR.DE
QDVR.DE Risk / Return Rank: 5555
Overall Rank
QDVR.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 5959
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.

MXUS.L vs. QDVR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (MXUS.L) 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.


MXUS.LQDVR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.43

1.34

+0.10

Calmar ratioReturn relative to maximum drawdown

3.31

2.82

+0.48

Martin ratioReturn relative to average drawdown

14.01

10.72

+3.29

MXUS.L vs. QDVR.DE - Sharpe Ratio Comparison

The current MXUS.L Sharpe Ratio is 2.37, which is comparable to the QDVR.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of MXUS.L and QDVR.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.


Loading charts...

Sharpe Ratios by Period


MXUS.LQDVR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.93

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.68

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.91

+0.03

Drawdowns

MXUS.L vs. QDVR.DE - Drawdown Comparison

The maximum MXUS.L drawdown since its inception was -34.38%, roughly equal to the maximum QDVR.DE drawdown of -33.35%. Use the drawdown chart below to compare losses from any high point for MXUS.L and QDVR.DE.


Loading charts...

Drawdown Indicators


MXUS.LQDVR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-33.35%

-1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-8.65%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-18.78%

-20.90%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-25.53%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-0.45%

0.00%

-0.45%

Average Drawdown

Average peak-to-trough decline

-3.83%

-4.66%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.28%

-0.30%

Volatility

MXUS.L vs. QDVR.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF (MXUS.L) is 3.20%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.94%. This indicates that MXUS.L 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.


Loading charts...

Volatility by Period


MXUS.LQDVR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

3.94%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

9.56%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

12.68%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

16.33%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

16.60%

-0.18%

MXUS.L vs. QDVR.DE - Expense Ratio Comparison

MXUS.L has a 0.05% expense ratio, which is lower than QDVR.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MXUS.L vs. QDVR.DE - Dividend Comparison

Neither MXUS.L nor QDVR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MXUS.L and QDVR.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MXUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXUS.L is cheaper with a 0.05% expense ratio, compared with 0.20% for QDVR.DE.

MXUS.L tracks Russell 1000 TR USD, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for MXUS.L and 0.20% for QDVR.DE.

Portfolio Optimizer

Find the right allocation for MXUS.L and QDVR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer