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

Performance

QDV5.DE vs. NDIA - 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 Global X Funds - Global X India Active ETF (NDIA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDV5.DE is traded in EUR, while NDIA is traded in USD. To make them comparable, the NDIA values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with QDV5.DE having a -11.72% return and NDIA slightly higher at -11.52%.


QDV5.DE

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

NDIA

1D
-0.70%
1M
-4.59%
YTD
-11.52%
6M
-12.05%
1Y
-13.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDV5.DE vs. NDIA - Yearly Performance Comparison


2026 (YTD)202520242023
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-11.72%-7.96%15.56%12.57%
NDIA
Global X Funds - Global X India Active ETF
-11.52%-7.43%12.73%11.04%

Correlation

The correlation between QDV5.DE and NDIA is 0.78, 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

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2023

0.81

The correlation between QDV5.DE and NDIA has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

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Return for Risk

QDV5.DE vs. NDIA — 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

NDIA
NDIA Risk / Return Rank: 22
Overall Rank
NDIA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
NDIA Sortino Ratio Rank: 33
Sortino Ratio Rank
NDIA Omega Ratio Rank: 33
Omega Ratio Rank
NDIA Calmar Ratio Rank: 33
Calmar Ratio Rank
NDIA Martin Ratio Rank: 00
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. NDIA - 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 Global X Funds - Global X India Active ETF (NDIA). 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.DENDIADifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

0.87

0.87

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.77

+0.08

Martin ratioReturn relative to average drawdown

-1.54

-1.69

+0.14

QDV5.DE vs. NDIA - Sharpe Ratio Comparison

The current QDV5.DE Sharpe Ratio is -0.85, which is comparable to the NDIA Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of QDV5.DE and NDIA, 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.DENDIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

-0.85

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.06

+0.24

Drawdowns

QDV5.DE vs. NDIA - Drawdown Comparison

The maximum QDV5.DE drawdown since its inception was -41.06%, which is greater than NDIA's maximum drawdown of -24.43%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and NDIA.


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Drawdown Indicators


QDV5.DENDIADifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-24.43%

-16.63%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-17.18%

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-27.44%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

Current Drawdown

Current decline from peak

-24.03%

-22.38%

-1.65%

Average Drawdown

Average peak-to-trough decline

-8.12%

-8.03%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

7.86%

+1.04%

Volatility

QDV5.DE vs. NDIA - Volatility Comparison

iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a higher volatility of 6.04% compared to Global X Funds - Global X India Active ETF (NDIA) at 5.59%. This indicates that QDV5.DE's price experiences larger fluctuations and is considered to be riskier than NDIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDV5.DENDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.59%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

13.10%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

15.63%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

16.13%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

16.13%

+5.47%

QDV5.DE vs. NDIA - Expense Ratio Comparison

QDV5.DE has a 0.65% expense ratio, which is lower than NDIA's 0.76% expense ratio.


Dividends

QDV5.DE vs. NDIA - Dividend Comparison

QDV5.DE has not paid dividends to shareholders, while NDIA's dividend yield for the trailing twelve months is around 1.26%.


PositionTTM202520242023
NDIA
Global X Funds - Global X India Active ETF
1.26%1.10%3.66%0.28%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDV5.DE and NDIA have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDV5.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDV5.DE is cheaper with a 0.65% expense ratio, compared with 0.76% for NDIA.

They also come from different issuers: iShares and Global X. Their fees differ too: 0.65% for QDV5.DE and 0.76% for NDIA.

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