OM3Y.DE vs. QDVD.DE
OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) are both exchange-traded funds - OM3Y.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets IMI Screened Index, while QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, OM3Y.DE returned 6.83%/yr vs 12.60%/yr for QDVD.DE. A 0.51 correlation means they provide meaningful diversification when combined. OM3Y.DE charges 0.18%/yr vs 0.35%/yr for QDVD.DE.
Performance
OM3Y.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3Y.DE achieves a 18.31% return, which is significantly higher than QDVD.DE's 16.77% return.
OM3Y.DE
- 1D
- -2.11%
- 1M
- -8.59%
- 6M
- 11.27%
- YTD
- 18.31%
- 1Y
- 30.50%
- 3Y*
- 17.70%
- 5Y*
- 6.83%
- 10Y*
- —
QDVD.DE
- 1D
- -0.50%
- 1M
- 0.93%
- 6M
- 13.02%
- YTD
- 16.77%
- 1Y
- 25.86%
- 3Y*
- 16.90%
- 5Y*
- 12.60%
- 10Y*
- 10.64%
OM3Y.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 18.31% | 17.76% | 13.99% | 6.72% | -14.83% | 6.11% | 8.07% | 21.61% | -12.55% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.77% | 4.15% | 21.92% | 10.55% | -1.08% | 32.39% | -9.18% | 25.22% | -5.72% |
Correlation
The correlation between OM3Y.DE and QDVD.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.51 |
The correlation between OM3Y.DE and QDVD.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
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Return for Risk
OM3Y.DE vs. QDVD.DE — Risk / Return Rank
OM3Y.DE
QDVD.DE
OM3Y.DE vs. QDVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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.
| OM3Y.DE | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.44 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 5.33 | -2.63 |
| Martin ratioReturn relative to average drawdown | 8.33 | 18.72 | -10.39 |
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Drawdowns
OM3Y.DE vs. QDVD.DE - Drawdown Comparison
The maximum OM3Y.DE drawdown since its inception was -31.70%, roughly equal to the maximum QDVD.DE drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and QDVD.DE.
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Drawdown Indicators
| OM3Y.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -32.55% | +0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -4.83% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -21.55% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -21.55% | -1.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.55% | — |
Current DrawdownCurrent decline from peak | -11.24% | -1.59% | -9.65% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -4.63% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 1.38% | +2.27% |
Volatility
OM3Y.DE vs. QDVD.DE - Volatility Comparison
iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 8.46% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) at 2.63%. This indicates that OM3Y.DE's price experiences larger fluctuations and is considered to be riskier than QDVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3Y.DE | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 2.63% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 17.84% | 7.75% | +10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 11.02% | +9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 13.87% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 14.79% | +4.77% |
OM3Y.DE vs. QDVD.DE - Expense Ratio Comparison
OM3Y.DE has a 0.18% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
OM3Y.DE vs. QDVD.DE - Dividend Comparison
OM3Y.DE's dividend yield for the trailing twelve months is around 1.73%, more than QDVD.DE's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.73% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.48% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
Frequently Asked Questions
OM3Y.DE and QDVD.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for QDVD.DE.
OM3Y.DE is categorized as Emerging Markets Equities, while QDVD.DE is ESG. OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.18% for OM3Y.DE and 0.35% for QDVD.DE.
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