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QDVA.DE vs. CHFUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

QDVA.DE vs. CHFUSD=X - 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 USD/CHF (CHFUSD=X). 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 CHFUSD=X is traded in USD. To make them comparable, the CHFUSD=X 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 CHFUSD=X's 0.95% return.


QDVA.DE

1D
3.87%
1M
8.17%
YTD
31.46%
6M
34.06%
1Y
41.31%
3Y*
28.53%
5Y*
15.30%
10Y*

CHFUSD=X

1D
-0.22%
1M
-0.68%
YTD
0.95%
6M
1.34%
1Y
1.85%
3Y*
1.96%
5Y*
3.35%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVA.DE vs. CHFUSD=X - 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%
CHFUSD=X
USD/CHF
0.95%0.97%-1.18%6.54%4.77%4.29%0.41%3.81%3.79%-8.29%

Correlation

The correlation between QDVA.DE and CHFUSD=X is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.01

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

-0.02

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

0.01

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Return for Risk

QDVA.DE vs. CHFUSD=X — 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

CHFUSD=X
CHFUSD=X Risk / Return Rank: 6464
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 6363
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 6363
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 6464
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 6464
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. CHFUSD=X - 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 USD/CHF (CHFUSD=X). 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.DECHFUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.37

1.07

+0.30

Calmar ratioReturn relative to maximum drawdown

4.33

0.54

+3.79

Martin ratioReturn relative to average drawdown

13.88

1.31

+12.57

QDVA.DE vs. CHFUSD=X - Sharpe Ratio Comparison

The current QDVA.DE Sharpe Ratio is 2.10, which is higher than the CHFUSD=X Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of QDVA.DE and CHFUSD=X, 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. CHFUSD=X - Drawdown Comparison

The maximum QDVA.DE drawdown since its inception was -33.33%, which is greater than CHFUSD=X's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and CHFUSD=X.


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Drawdown Indicators


QDVA.DECHFUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-18.49%

-14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-2.76%

-6.74%

Max Drawdown (3Y)

Largest decline over 3 years

-25.56%

-6.63%

-18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-6.63%

-18.93%

Max Drawdown (10Y)

Largest decline over 10 years

-11.28%

Current Drawdown

Current decline from peak

-1.01%

-2.41%

+1.40%

Average Drawdown

Average peak-to-trough decline

-6.95%

-7.84%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.20%

+1.77%

Volatility

QDVA.DE vs. CHFUSD=X - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 8.61% compared to USD/CHF (CHFUSD=X) at 0.95%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVA.DECHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

0.95%

+7.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

2.83%

+13.74%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

3.66%

+15.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

5.42%

+13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

5.02%

+14.32%

Frequently Asked Questions


QDVA.DE and CHFUSD=X have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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