PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

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 25.62% return, which is significantly higher than CHFUSD=X's 0.68% return.


QDVA.DE

1D
1.85%
1M
-9.43%
6M
23.55%
YTD
25.62%
1Y
32.46%
3Y*
26.33%
5Y*
13.35%
10Y*
ALL TIME*
14.48%

CHFUSD=X

1D
-0.12%
1M
0.12%
6M
0.42%
YTD
0.68%
1Y
0.72%
3Y*
1.37%
5Y*
3.20%
10Y*
1.60%
ALL TIME*
3.16%
*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
25.62%5.15%39.98%5.96%-13.64%22.86%17.47%31.11%1.04%20.37%
CHFUSD=X
USD/CHF
0.68%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 -0.04, 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

-0.04

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

-0.01

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

-0.01

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

0.01

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

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: 6161
Overall Rank
QDVA.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
QDVA.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
QDVA.DE Omega Ratio Rank: 5555
Omega Ratio Rank
QDVA.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
QDVA.DE Martin Ratio Rank: 6969
Martin Ratio Rank

CHFUSD=X
CHFUSD=X Risk / Return Rank: 3939
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 3939
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 4040
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 3939
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 3838
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

+1.28

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.26

1.03

+0.23

Calmar ratioReturn relative to maximum drawdown

2.55

0.20

+2.35

Martin ratioReturn relative to average drawdown

9.05

0.42

+8.64

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

The current QDVA.DE Sharpe Ratio is 1.44, which is higher than the CHFUSD=X Sharpe Ratio of 0.17. 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.


Loading charts...

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.


Loading charts...

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

-12.68%

-2.95%

-9.73%

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

-11.06%

-2.67%

-8.39%

Average Drawdown

Average peak-to-trough decline

-6.93%

-7.84%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

1.48%

+2.09%

Volatility

QDVA.DE vs. CHFUSD=X - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 11.00% compared to USD/CHF (CHFUSD=X) at 0.88%. 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.


Loading charts...

Volatility by Period


QDVA.DECHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

0.88%

+10.12%

Volatility (6M)

Calculated over the trailing 6-month period

19.20%

2.64%

+16.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

3.45%

+18.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.81%

5.40%

+14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

4.94%

+14.65%

Frequently Asked Questions


QDVA.DE and CHFUSD=X have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for QDVA.DE and CHFUSD=X

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