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QDV5.DE vs. V50A.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDV5.DE vs. V50A.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 Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

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QDV5.DE vs. V50A.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-14.00%-7.96%15.56%14.91%-1.74%34.99%3.47%10.62%1.31%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
-0.71%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.48%

Returns By Period

In the year-to-date period, QDV5.DE achieves a -14.00% return, which is significantly lower than V50A.DE's -0.71% return.


QDV5.DE

1D
1.48%
1M
-9.61%
YTD
-14.00%
6M
-11.75%
1Y
-15.30%
3Y*
4.79%
5Y*
4.69%
10Y*

V50A.DE

1D
3.00%
1M
-4.07%
YTD
-0.71%
6M
3.48%
1Y
11.09%
3Y*
13.20%
5Y*
10.89%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDV5.DE vs. V50A.DE - Expense Ratio Comparison

QDV5.DE has a 0.65% expense ratio, which is higher than V50A.DE's 0.15% expense ratio.


Return for Risk

QDV5.DE vs. V50A.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: 11
Overall Rank
QDV5.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
QDV5.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
QDV5.DE Omega Ratio Rank: 22
Omega Ratio Rank
QDV5.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
QDV5.DE Martin Ratio Rank: 00
Martin Ratio Rank

V50A.DE
V50A.DE Risk / Return Rank: 3434
Overall Rank
V50A.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3838
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. V50A.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 Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.DEV50A.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.87

0.64

-1.51

Sortino ratio

Return per unit of downside risk

-1.20

0.96

-2.16

Omega ratio

Gain probability vs. loss probability

0.86

1.13

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.76

1.05

-1.81

Martin ratio

Return relative to average drawdown

-2.19

3.67

-5.87

QDV5.DE vs. V50A.DE - Sharpe Ratio Comparison

The current QDV5.DE Sharpe Ratio is -0.87, which is lower than the V50A.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of QDV5.DE and V50A.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QDV5.DEV50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

0.64

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.62

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.41

-0.12

Correlation

The correlation between QDV5.DE and V50A.DE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QDV5.DE vs. V50A.DE - Dividend Comparison

Neither QDV5.DE nor V50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QDV5.DE vs. V50A.DE - Drawdown Comparison

The maximum QDV5.DE drawdown since its inception was -41.06%, which is greater than V50A.DE's maximum drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and V50A.DE.


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Drawdown Indicators


QDV5.DEV50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-38.57%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-20.52%

-12.72%

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-23.31%

-4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

Current Drawdown

Current decline from peak

-25.99%

-6.98%

-19.01%

Average Drawdown

Average peak-to-trough decline

-7.80%

-7.26%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

3.11%

+4.05%

Volatility

QDV5.DE vs. V50A.DE - Volatility Comparison

The current volatility for iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) is 5.93%, while Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a volatility of 6.60%. This indicates that QDV5.DE experiences smaller price fluctuations and is considered to be less risky than V50A.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.DEV50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

6.60%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

11.03%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

17.43%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

17.24%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

18.19%

+3.41%