QDVA.DE vs. EXXT.DE

Last updated Jun 5, 2026

QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while EXXT.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.17%/yr vs 18.61%/yr for EXXT.DE. Their correlation of 0.83 suggests significant overlap in exposure. QDVA.DE charges 0.20%/yr vs 0.31%/yr for EXXT.DE.

Performance

QDVA.DE vs. EXXT.DE - 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 iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDVA.DE achieves a 30.20% return, which is significantly higher than EXXT.DE's 20.57% 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*: —

EXXT.DE

• 1D: -0.82%
• 1M: 8.03%
• YTD: 20.57%
• 6M: 18.71%
• 1Y: 37.01%
• 3Y*: 24.48%
• 5Y*: 18.61%
• 10Y*: 21.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVA.DE vs. EXXT.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF	30.20%	5.11%	40.00%	5.98%	-13.66%	22.93%	17.39%	31.13%	1.12%	20.30%
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE)	20.57%	6.87%	33.51%	51.27%	-30.11%	39.07%	34.53%	42.79%	2.90%	15.46%

Correlation

The correlation between QDVA.DE and EXXT.DE is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016	0.83

The correlation between QDVA.DE and EXXT.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

Return for Risk

QDVA.DE vs. EXXT.DE — 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: 65
QDVA.DE Sharpe Ratio Rank: 59
QDVA.DE Sortino Ratio Rank: 60
QDVA.DE Omega Ratio Rank: 57
QDVA.DE Calmar Ratio Rank: 77
QDVA.DE Martin Ratio Rank: 69

EXXT.DE

EXXT.DE Risk / Return Rank: 71
EXXT.DE Sharpe Ratio Rank: 74
EXXT.DE Sortino Ratio Rank: 71
EXXT.DE Omega Ratio Rank: 71
EXXT.DE Calmar Ratio Rank: 75
EXXT.DE Martin Ratio Rank: 62

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. EXXT.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 Nasdaq 100 UCITS ETF (DE) (EXXT.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	EXXT.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.38	-0.42
Sortino ratio: Return per unit of downside risk	2.81	3.16	-0.35
Omega ratio: Gain probability vs. loss probability	1.35	1.42	-0.07
Calmar ratio: Return relative to maximum drawdown	3.89	3.73	+0.16
Martin ratio: Return relative to average drawdown	12.67	11.05	+1.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVA.DE vs. EXXT.DE - Sharpe Ratio Comparison

The current QDVA.DE Sharpe Ratio is 1.96, which is comparable to the EXXT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of QDVA.DE and EXXT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QDVA.DE	EXXT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	2.38	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.92	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.79	+0.05

Drawdowns

QDVA.DE vs. EXXT.DE - Drawdown Comparison

The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum EXXT.DE drawdown of -46.75%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and EXXT.DE.

Drawdown Indicators

	QDVA.DE	EXXT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.34%	-46.75%	+13.41%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-10.08%	+0.60%
Max Drawdown (3Y) Largest decline over 3 years	-25.56%	-26.62%	+1.06%
Max Drawdown (5Y) Largest decline over 5 years	-25.56%	-31.39%	+5.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.39%	—
Current Drawdown Current decline from peak	-2.00%	-0.82%	-1.18%
Average Drawdown Average peak-to-trough decline	-6.84%	-7.74%	+0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	3.40%	-0.49%

Volatility

QDVA.DE vs. EXXT.DE - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) at 4.28%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than EXXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDVA.DE	EXXT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.65%	4.28%	+3.37%
Volatility (6M) Calculated over the trailing 6-month period	15.66%	10.97%	+4.69%
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	15.78%	+3.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.11%	19.90%	-0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.19%	19.70%	-0.51%

QDVA.DE vs. EXXT.DE - Expense Ratio Comparison

QDVA.DE has a 0.20% expense ratio, which is lower than EXXT.DE's 0.31% expense ratio.

Dividends

QDVA.DE vs. EXXT.DE - Dividend Comparison

QDVA.DE has not paid dividends to shareholders, while EXXT.DE's dividend yield for the trailing twelve months is around 0.15%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE)	0.15%	0.19%	0.26%	0.53%	0.41%	0.15%	0.32%	0.40%	0.28%	1.84%	0.84%	0.88%
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

Can I hold both QDVA.DE and EXXT.DE in my portfolio?

QDVA.DE and EXXT.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QDVA.DE or EXXT.DE?

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.

Which ETF is cheaper, QDVA.DE or EXXT.DE?

QDVA.DE is cheaper with a 0.20% expense ratio, compared with 0.31% for EXXT.DE.

What is the main difference between QDVA.DE and EXXT.DE?

QDVA.DE is categorized as Momentum, while EXXT.DE is Nasdaq-100. QDVA.DE tracks MSCI USA Momentum Index, while EXXT.DE tracks Nasdaq 100®. Their fees differ too: 0.20% for QDVA.DE and 0.31% for EXXT.DE.