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QDV5.DE vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDV5.DE and VWCE.DE is 0.61, 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.


-0.50.00.51.00.6

Performance

QDV5.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-12.06%
8.90%
QDV5.DE
VWCE.DE

Key characteristics

Sharpe Ratio

QDV5.DE:

0.22

VWCE.DE:

2.14

Sortino Ratio

QDV5.DE:

0.41

VWCE.DE:

2.91

Omega Ratio

QDV5.DE:

1.06

VWCE.DE:

1.42

Calmar Ratio

QDV5.DE:

0.28

VWCE.DE:

2.94

Martin Ratio

QDV5.DE:

0.87

VWCE.DE:

13.80

Ulcer Index

QDV5.DE:

4.28%

VWCE.DE:

1.72%

Daily Std Dev

QDV5.DE:

16.88%

VWCE.DE:

11.16%

Max Drawdown

QDV5.DE:

-41.06%

VWCE.DE:

-33.43%

Current Drawdown

QDV5.DE:

-11.42%

VWCE.DE:

-0.29%

Returns By Period

In the year-to-date period, QDV5.DE achieves a -5.25% return, which is significantly lower than VWCE.DE's 4.46% return.


QDV5.DE

YTD

-5.25%

1M

-2.13%

6M

-6.00%

1Y

3.73%

5Y*

10.79%

10Y*

N/A

VWCE.DE

YTD

4.46%

1M

4.21%

6M

16.41%

1Y

23.76%

5Y*

11.18%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

QDV5.DE has a 0.65% expense ratio, which is higher than VWCE.DE's 0.22% expense ratio.


QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
Expense ratio chart for QDV5.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

QDV5.DE vs. VWCE.DE — Risk-Adjusted Performance Rank

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

QDV5.DE
The Risk-Adjusted Performance Rank of QDV5.DE is 1212
Overall Rank
The Sharpe Ratio Rank of QDV5.DE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of QDV5.DE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of QDV5.DE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of QDV5.DE is 1616
Calmar Ratio Rank
The Martin Ratio Rank of QDV5.DE is 1313
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 8686
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QDV5.DE vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


Sharpe ratio
The chart of Sharpe ratio for QDV5.DE, currently valued at -0.01, compared to the broader market0.002.004.00-0.011.68
The chart of Sortino ratio for QDV5.DE, currently valued at 0.09, compared to the broader market0.005.0010.000.092.36
The chart of Omega ratio for QDV5.DE, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.30
The chart of Calmar ratio for QDV5.DE, currently valued at -0.01, compared to the broader market0.005.0010.0015.0020.00-0.012.49
The chart of Martin ratio for QDV5.DE, currently valued at -0.03, compared to the broader market0.0020.0040.0060.0080.00100.00-0.039.86
QDV5.DE
VWCE.DE

The current QDV5.DE Sharpe Ratio is 0.22, which is lower than the VWCE.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of QDV5.DE and VWCE.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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.01
1.68
QDV5.DE
VWCE.DE

Dividends

QDV5.DE vs. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

QDV5.DE vs. VWCE.DE - Drawdown Comparison

The maximum QDV5.DE drawdown since its inception was -41.06%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and VWCE.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.15%
-0.74%
QDV5.DE
VWCE.DE

Volatility

QDV5.DE vs. VWCE.DE - Volatility Comparison

iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 3.97% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.97%
3.94%
QDV5.DE
VWCE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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