QDV5.DE vs. EXW1.DE
QDV5.DE (iShares MSCI India UCITS ETF USD (Acc)) and EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) are both exchange-traded funds - QDV5.DE is a Asia Pacific Equities fund tracking the MSCI India, while EXW1.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 5 years, QDV5.DE returned 4.37%/yr vs 11.50%/yr for EXW1.DE. At a 0.46 correlation, their price movements are largely independent. QDV5.DE charges 0.65%/yr vs 0.10%/yr for EXW1.DE.
Performance
QDV5.DE vs. EXW1.DE - Performance Comparison
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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 EXW1.DE's 7.31% 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*
- —
EXW1.DE
- 1D
- 0.74%
- 1M
- 1.91%
- YTD
- 7.31%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
QDV5.DE vs. EXW1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | -11.72% | -7.96% | 15.56% | 14.91% | -1.74% | 34.99% | 3.47% | 10.62% | 1.31% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.43% |
Correlation
The correlation between QDV5.DE and EXW1.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 31, 2018 | 0.46 |
The correlation between QDV5.DE and EXW1.DE shifts across timeframes, from 0.36 (3 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDV5.DE vs. EXW1.DE — Risk / Return Rank
QDV5.DE
EXW1.DE
QDV5.DE vs. EXW1.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 iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.DE | EXW1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.46 | -2.15 |
| Martin ratioReturn relative to average drawdown | -1.54 | 4.97 | -6.51 |
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
| QDV5.DE | EXW1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 1.00 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.66 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.21 | +0.09 |
Drawdowns
QDV5.DE vs. EXW1.DE - Drawdown Comparison
The maximum QDV5.DE drawdown since its inception was -41.06%, smaller than the maximum EXW1.DE drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and EXW1.DE.
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Drawdown Indicators
| QDV5.DE | EXW1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.06% | -57.82% | +16.76% |
Max Drawdown (1Y)Largest decline over 1 year | -19.83% | -10.76% | -9.07% |
Max Drawdown (3Y)Largest decline over 3 years | -27.44% | -16.59% | -10.85% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -23.32% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.49% | — |
Current DrawdownCurrent decline from peak | -24.03% | -0.54% | -23.49% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -15.74% | +7.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.90% | 3.18% | +5.72% |
Volatility
QDV5.DE vs. EXW1.DE - Volatility Comparison
iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a higher volatility of 6.04% compared to iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) at 4.90%. This indicates that QDV5.DE's price experiences larger fluctuations and is considered to be riskier than EXW1.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.DE | EXW1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.90% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 12.72% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 15.68% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 17.35% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 18.20% | +3.40% |
QDV5.DE vs. EXW1.DE - Expense Ratio Comparison
QDV5.DE has a 0.65% expense ratio, which is higher than EXW1.DE's 0.10% expense ratio.
Dividends
QDV5.DE vs. EXW1.DE - Dividend Comparison
QDV5.DE has not paid dividends to shareholders, while EXW1.DE's dividend yield for the trailing twelve months is around 2.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | 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
QDV5.DE and EXW1.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXW1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXW1.DE is cheaper with a 0.10% expense ratio, compared with 0.65% for QDV5.DE.
QDV5.DE is categorized as Asia Pacific Equities, while EXW1.DE is Europe Equities. QDV5.DE tracks MSCI India, while EXW1.DE tracks EURO STOXX® 50. Their fees differ too: 0.65% for QDV5.DE and 0.10% for EXW1.DE.
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