QDVA.DE vs. CBUH.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) are both Momentum funds from iShares - QDVA.DE tracks the MSCI USA Momentum Index while CBUH.DE tracks the MSCI World Momentum ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, QDVA.DE returned 28.68%/yr vs 22.30%/yr for CBUH.DE. Their correlation of 0.90 suggests significant overlap in exposure. QDVA.DE charges 0.20%/yr vs 0.30%/yr for CBUH.DE.
Performance
QDVA.DE vs. CBUH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVA.DE achieves a 30.20% return, which is significantly higher than CBUH.DE's 22.41% return.
QDVA.DE
- 1D
- -2.00%
- 1M
- 10.68%
- YTD
- 30.20%
- 6M
- 29.85%
- 1Y
- 37.18%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 10Y*
- —
CBUH.DE
- 1D
- -0.51%
- 1M
- 3.26%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.50%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
QDVA.DE vs. CBUH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 40.00% | 5.98% | -13.66% | -1.88% |
CBUH.DE iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc | 22.41% | 7.97% | 28.91% | 13.46% | -17.00% | 0.41% |
Correlation
The correlation between QDVA.DE and CBUH.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.90 |
The correlation between QDVA.DE and CBUH.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
QDVA.DE vs. CBUH.DE — Risk / Return Rank
QDVA.DE
CBUH.DE
QDVA.DE vs. CBUH.DE - 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 iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.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.
| QDVA.DE | CBUH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.38 | +0.51 |
| Martin ratioReturn relative to average drawdown | 12.67 | 13.99 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVA.DE | CBUH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.99 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.64 | +0.19 |
Drawdowns
QDVA.DE vs. CBUH.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, which is greater than CBUH.DE's maximum drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and CBUH.DE.
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Drawdown Indicators
| QDVA.DE | CBUH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -22.61% | -10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -9.39% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -22.61% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | — | — |
Current DrawdownCurrent decline from peak | -2.00% | -0.51% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -8.55% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.27% | +0.64% |
Volatility
QDVA.DE vs. CBUH.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) at 4.80%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than CBUH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVA.DE | CBUH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.80% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 13.32% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 15.96% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 16.91% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 16.91% | +2.28% |
QDVA.DE vs. CBUH.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is lower than CBUH.DE's 0.30% expense ratio.
Dividends
QDVA.DE vs. CBUH.DE - Dividend Comparison
Neither QDVA.DE nor CBUH.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and CBUH.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVA.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CBUH.DE.
QDVA.DE tracks MSCI USA Momentum Index, while CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select. Their fees differ too: 0.20% for QDVA.DE and 0.30% for CBUH.DE.
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