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QDVA.DE vs. BX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QDVA.DE vs. BX

Last updated Jun 13, 2026

QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) is Momentum fund tracking the MSCI USA Momentum Index, while BX (Blackstone Inc.) is a stock. Over the past 5 years, QDVA.DE returned 15.30%/yr vs 9.82%/yr for BX. At a 0.35 correlation, their price movements are largely independent.

Performance

QDVA.DE vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and Blackstone Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QDVA.DE achieves a 31.46% return, which is significantly higher than BX's -17.41% return.

QDVA.DE

1D
3.87%
1M
8.65%
YTD
31.46%
6M
34.06%
1Y
41.72%
3Y*
28.53%
5Y*
15.30%
10Y*
—

BX

1D
1.66%
1M
4.69%
YTD
-17.41%
6M
-15.85%
1Y
-6.86%
3Y*
11.49%
5Y*
9.82%
10Y*
22.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVA.DE vs. BX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		31.46%5.15%39.98%5.96%-13.64%22.86%17.47%31.11%1.04%20.37%
BX
Blackstone Inc.		-17.41%-18.78%43.99%77.27%-36.29%122.60%9.90%100.76%4.80%11.69%

Correlation

The correlation between QDVA.DE and BX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.28

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

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2016

0.35

The correlation between QDVA.DE and BX shifts across timeframes, from 0.18 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares Edge MSCI USA Momentum Factor UCITS ETF

Blackstone Inc.

Often compared with QDVA.DE:
QDVA.DE vs. MTUMQDVA.DE vs. SIZEQDVA.DE vs. QUALQDVA.DE vs. QUSQDVA.DE vs. VFMOQDVA.DE vs. UBUT.DEQDVA.DE vs. VUSA.AS
Often compared with BX:
BX vs. KKRBX vs. BLKBX vs. APOBX vs. VOOBX vs. BAMBX vs. ARESBX vs. CG

Return for Risk

QDVA.DE vs. BX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QDVA.DE
QDVA.DE Risk / Return Rank: 7878
Overall Rank
QDVA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
QDVA.DE Omega Ratio Rank: 7272
Omega Ratio Rank
QDVA.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
QDVA.DE Martin Ratio Rank: 8080
Martin Ratio Rank
BX
BX Risk / Return Rank: 3232
Overall Rank
BX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BX Omega Ratio Rank: 2828
Omega Ratio Rank
BX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BX Martin Ratio Rank: 3636
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.

QDVA.DE vs. BX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and Blackstone Inc. (BX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

QDVA.DEBXDifference
Sharpe ratioReturn per unit of total volatility
2.10
-0.27

+2.38

Sortino ratioReturn per unit of downside risk
2.97
-0.16

+3.12

Omega ratioGain probability vs. loss probability

1.37

0.98

+0.39

Calmar ratioReturn relative to maximum drawdown

4.33

-0.22

+4.55

Martin ratioReturn relative to average drawdown

13.88

-0.40

+14.28

QDVA.DE vs. BX - Sharpe Ratio Comparison

The current QDVA.DE Sharpe Ratio is 2.10, which is higher than the BX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of QDVA.DE and BX, 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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Drawdowns

QDVA.DE vs. BX - Drawdown Comparison

The maximum QDVA.DE drawdown since its inception was -33.33%, smaller than the maximum BX drawdown of -83.44%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and BX.

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Drawdown Indicators

QDVA.DEBXDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-83.44%

+50.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-43.45%

+33.95%

Max Drawdown (3Y)

Largest decline over 3 years

-25.56%

-51.58%

+26.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-51.58%

+26.02%

Max Drawdown (10Y)

Largest decline over 10 years

—

-51.58%

—

Current Drawdown

Current decline from peak

-1.01%

-41.52%

+40.51%

Average Drawdown

Average peak-to-trough decline

-6.95%

-22.36%

+15.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

23.65%

-20.68%

Volatility

QDVA.DE vs. BX - Volatility Comparison

The current volatility for iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) is 8.61%, while Blackstone Inc. (BX) has a volatility of 12.19%. This indicates that QDVA.DE experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QDVA.DEBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

12.19%

-3.58%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

28.46%

-11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

34.75%

-15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

38.64%

-19.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

35.60%

-16.26%

Dividends

QDVA.DE vs. BX - Dividend Comparison

QDVA.DE has not paid dividends to shareholders, while BX's dividend yield for the trailing twelve months is around 4.05%.

PositionTTM20252024202320222021202020192018201720162015
BX
Blackstone Inc.		4.05%3.04%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%6.14%11.76%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		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

QDVA.DE and BX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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