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QDV5.DE vs. ETLK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDV5.DE vs. ETLK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.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, QDV5.DE achieves a -11.72% return, which is significantly lower than ETLK.DE's 8.76% return.


QDV5.DE

1D
1.21%
1M
-4.24%
YTD
-11.72%
6M
-13.23%
1Y
-14.33%
3Y*
2.49%
5Y*
4.37%
10Y*

ETLK.DE

1D
-0.99%
1M
-2.56%
YTD
8.76%
6M
10.04%
1Y
13.52%
3Y*
10.15%
5Y*
5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDV5.DE vs. ETLK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-11.72%-7.96%15.56%14.91%-1.74%34.99%3.47%10.61%
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF
8.76%7.52%11.54%1.26%-0.49%11.62%-1.71%15.82%

Correlation

The correlation between QDV5.DE and ETLK.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.38

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2019

0.47

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Return for Risk

QDV5.DE vs. ETLK.DE — Risk / Return Rank

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

QDV5.DE
QDV5.DE Risk / Return Rank: 22
Overall Rank
QDV5.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
QDV5.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
QDV5.DE Omega Ratio Rank: 33
Omega Ratio Rank
QDV5.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
QDV5.DE Martin Ratio Rank: 11
Martin Ratio Rank

ETLK.DE
ETLK.DE Risk / Return Rank: 3838
Overall Rank
ETLK.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ETLK.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
ETLK.DE Omega Ratio Rank: 3232
Omega Ratio Rank
ETLK.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
ETLK.DE Martin Ratio Rank: 4141
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.

QDV5.DE vs. ETLK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.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.


QDV5.DEETLK.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

0.87

1.21

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.69

2.34

-3.03

Martin ratioReturn relative to average drawdown

-1.54

6.47

-8.02

QDV5.DE vs. ETLK.DE - Sharpe Ratio Comparison

The current QDV5.DE Sharpe Ratio is -0.85, which is lower than the ETLK.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of QDV5.DE and ETLK.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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Sharpe Ratios by Period


QDV5.DEETLK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

1.16

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.37

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Drawdowns

QDV5.DE vs. ETLK.DE - Drawdown Comparison

The maximum QDV5.DE drawdown since its inception was -41.06%, which is greater than ETLK.DE's maximum drawdown of -36.72%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and ETLK.DE.


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Drawdown Indicators


QDV5.DEETLK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-36.72%

-4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-5.98%

-13.85%

Max Drawdown (3Y)

Largest decline over 3 years

-27.44%

-19.89%

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-19.89%

-7.55%

Current Drawdown

Current decline from peak

-24.03%

-2.56%

-21.47%

Average Drawdown

Average peak-to-trough decline

-8.12%

-5.76%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

2.16%

+6.74%

Volatility

QDV5.DE vs. ETLK.DE - Volatility Comparison

iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a higher volatility of 6.04% compared to L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) at 3.38%. This indicates that QDV5.DE's price experiences larger fluctuations and is considered to be riskier than ETLK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDV5.DEETLK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

3.38%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

9.32%

+4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

12.02%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

14.78%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

18.21%

+3.39%

QDV5.DE vs. ETLK.DE - Expense Ratio Comparison

QDV5.DE has a 0.65% expense ratio, which is higher than ETLK.DE's 0.10% expense ratio.


Dividends

QDV5.DE vs. ETLK.DE - Dividend Comparison

Neither QDV5.DE nor ETLK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDV5.DE and ETLK.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETLK.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLK.DE is cheaper with a 0.10% expense ratio, compared with 0.65% for QDV5.DE.

QDV5.DE tracks MSCI India, while ETLK.DE tracks Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.65% for QDV5.DE and 0.10% for ETLK.DE.

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