OEF vs. QDVB.DE
OEF (iShares S&P 100 ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds from iShares - OEF tracks the S&P 100 Index while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, OEF returned 15.21%/yr vs 11.91%/yr for QDVB.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
OEF vs. QDVB.DE - Performance Comparison
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Different Trading Currencies
OEF is traded in USD, while QDVB.DE is traded in EUR. To make them comparable, the QDVB.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, OEF achieves a 7.18% return, which is significantly lower than QDVB.DE's 8.56% return.
OEF
- 1D
- 0.46%
- 1M
- -0.22%
- YTD
- 7.18%
- 6M
- 7.03%
- 1Y
- 26.17%
- 3Y*
- 23.53%
- 5Y*
- 15.21%
- 10Y*
- 16.47%
QDVB.DE
- 1D
- 0.83%
- 1M
- 2.96%
- YTD
- 8.56%
- 6M
- 9.65%
- 1Y
- 21.55%
- 3Y*
- 19.68%
- 5Y*
- 11.91%
- 10Y*
- —
OEF vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 7.18% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 8.56% | 13.30% | 21.95% | 30.56% | -21.10% | 28.08% | 15.66% | 34.35% | -7.22% | 22.34% |
Correlation
The correlation between OEF 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 | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.57 |
The correlation between OEF and QDVB.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
OEF vs. QDVB.DE — Risk / Return Rank
OEF
QDVB.DE
OEF vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.
| OEF | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.63 | -0.25 |
| Martin ratioReturn relative to average drawdown | 9.94 | 11.10 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OEF | QDVB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.91 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.72 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.86 | -0.42 |
Drawdowns
OEF vs. QDVB.DE - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than QDVB.DE's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for OEF and QDVB.DE.
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Drawdown Indicators
| OEF | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -33.77% | -20.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -8.25% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -19.00% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -27.87% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | — | — |
Current DrawdownCurrent decline from peak | -3.05% | 0.00% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -4.95% | -6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.96% | +0.68% |
Volatility
OEF vs. QDVB.DE - Volatility Comparison
iShares S&P 100 ETF (OEF) has a higher volatility of 4.09% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.46%. This indicates that OEF's price experiences larger fluctuations and is considered to be riskier 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
| OEF | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 2.46% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 7.98% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 11.36% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 16.32% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 16.72% | +1.75% |
OEF vs. QDVB.DE - Expense Ratio Comparison
Both OEF 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
OEF vs. QDVB.DE - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.85%, while QDVB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.85% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
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
OEF 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.
OEF and QDVB.DE have the same expense ratio: 0.20% per year.
OEF tracks S&P 100 Index, while QDVB.DE tracks MSCI USA Sector Neutral Quality.
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