PortfoliosLab logoPortfoliosLab logo
QDV5.DE vs. XCX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDV5.DE vs. XCX5.L - 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 Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

QDV5.DE is traded in EUR, while XCX5.L is traded in GBp. To make them comparable, the XCX5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with QDV5.DE having a -11.72% return and XCX5.L slightly lower at -11.92%.


QDV5.DE

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

XCX5.L

1D
1.17%
1M
-1.92%
YTD
-11.92%
6M
-11.88%
1Y
-14.37%
3Y*
2.31%
5Y*
4.00%
10Y*
6.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDV5.DE vs. XCX5.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
XCX5.L
Xtrackers MSCI India Swap UCITS ETF 1C
-11.91%-10.11%17.32%14.95%-2.95%34.40%3.54%9.10%0.01%

Correlation

The correlation between QDV5.DE and XCX5.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.93

The correlation between QDV5.DE and XCX5.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

QDV5.DE vs. XCX5.L — 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

XCX5.L
XCX5.L Risk / Return Rank: 33
Overall Rank
XCX5.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
XCX5.L Sortino Ratio Rank: 33
Sortino Ratio Rank
XCX5.L Omega Ratio Rank: 33
Omega Ratio Rank
XCX5.L Calmar Ratio Rank: 44
Calmar Ratio Rank
XCX5.L Martin Ratio Rank: 22
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. XCX5.L - 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 Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L). 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.DEXCX5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

0.87

0.86

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.70

+0.01

Martin ratioReturn relative to average drawdown

-1.54

-1.49

-0.05

QDV5.DE vs. XCX5.L - Sharpe Ratio Comparison

The current QDV5.DE Sharpe Ratio is -0.85, which is comparable to the XCX5.L Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of QDV5.DE and XCX5.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QDV5.DEXCX5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

-0.90

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.25

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.22

+0.08

Drawdowns

QDV5.DE vs. XCX5.L - Drawdown Comparison

The maximum QDV5.DE drawdown since its inception was -41.06%, roughly equal to the maximum XCX5.L drawdown of -42.13%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and XCX5.L.


Loading charts...

Drawdown Indicators


QDV5.DEXCX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-42.13%

+1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-20.53%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-27.44%

-29.34%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-29.34%

+1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-40.92%

Current Drawdown

Current decline from peak

-24.03%

-25.73%

+1.70%

Average Drawdown

Average peak-to-trough decline

-8.12%

-11.87%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

9.60%

-0.70%

Volatility

QDV5.DE vs. XCX5.L - Volatility Comparison

iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L) have volatilities of 6.04% and 6.19%, 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.


Loading charts...

Volatility by Period


QDV5.DEXCX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

6.19%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

13.16%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

15.93%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

16.24%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

20.13%

+1.47%

QDV5.DE vs. XCX5.L - Expense Ratio Comparison

QDV5.DE has a 0.65% expense ratio, which is lower than XCX5.L's 0.75% expense ratio.


Dividends

QDV5.DE vs. XCX5.L - Dividend Comparison

Neither QDV5.DE nor XCX5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, QDV5.DE and XCX5.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.75% for XCX5.L.

QDV5.DE tracks MSCI India, while XCX5.L tracks MSCI India NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.65% for QDV5.DE and 0.75% for XCX5.L.

Portfolio Optimizer

Find the right allocation for QDV5.DE and XCX5.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer