QDVA.DE vs. IS0X.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and IS0X.DE (iShares Global Corporate Bond UCITS ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while IS0X.DE is a Global Corporate Bonds fund tracking the Bloomberg Global Aggregate Corporate. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.42%/yr vs 1.04%/yr for IS0X.DE. At a 0.25 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
QDVA.DE vs. IS0X.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVA.DE achieves a 35.88% return, which is significantly higher than IS0X.DE's 3.22% return.
QDVA.DE
- 1D
- -2.08%
- 1M
- 8.05%
- YTD
- 35.88%
- 6M
- 35.52%
- 1Y
- 45.44%
- 3Y*
- 30.53%
- 5Y*
- 15.42%
- 10Y*
- —
IS0X.DE
- 1D
- 0.03%
- 1M
- 2.18%
- YTD
- 3.22%
- 6M
- 3.65%
- 1Y
- 6.15%
- 3Y*
- 4.25%
- 5Y*
- 1.04%
- 10Y*
- 1.82%
QDVA.DE vs. IS0X.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 | 35.88% | 5.15% | 39.98% | 5.96% | -13.64% | 22.86% | 17.47% | 31.11% | 1.04% | 20.37% |
IS0X.DE iShares Global Corporate Bond UCITS ETF | 3.22% | -2.16% | 7.10% | 5.53% | -11.18% | 4.80% | 0.18% | 14.28% | 0.50% | -4.36% |
Correlation
The correlation between QDVA.DE and IS0X.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.25 |
The correlation between QDVA.DE and IS0X.DE shifts across timeframes, from 0.17 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVA.DE vs. IS0X.DE — Risk / Return Rank
QDVA.DE
IS0X.DE
QDVA.DE vs. IS0X.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 Global Corporate Bond UCITS ETF (IS0X.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.
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.DE | IS0X.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.76 | 2.94 | +1.82 |
| Martin ratioReturn relative to average drawdown | 15.18 | 6.67 | +8.51 |
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Drawdowns
QDVA.DE vs. IS0X.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.33%, which is greater than IS0X.DE's maximum drawdown of -27.33%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and IS0X.DE.
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Drawdown Indicators
| QDVA.DE | IS0X.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -27.33% | -6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -2.08% | -7.42% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -8.55% | -17.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -13.06% | -12.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.31% | — |
Current DrawdownCurrent decline from peak | -3.20% | -1.24% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -9.98% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 0.92% | +2.07% |
Volatility
QDVA.DE vs. IS0X.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 8.73% compared to iShares Global Corporate Bond UCITS ETF (IS0X.DE) at 1.11%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than IS0X.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 | IS0X.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.73% | 1.11% | +7.62% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 3.01% | +13.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 4.44% | +15.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 6.44% | +12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 8.31% | +11.07% |
QDVA.DE vs. IS0X.DE - Expense Ratio Comparison
Both QDVA.DE and IS0X.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QDVA.DE vs. IS0X.DE - Dividend Comparison
QDVA.DE has not paid dividends to shareholders, while IS0X.DE's dividend yield for the trailing twelve months is around 4.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0X.DE iShares Global Corporate Bond UCITS ETF | 4.16% | 4.22% | 3.80% | 3.35% | 2.65% | 2.03% | 2.45% | 2.68% | 2.59% | 2.64% | 2.57% | 2.61% |
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 IS0X.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVA.DE and IS0X.DE have the same expense ratio: 0.20% per year.
QDVA.DE is categorized as Momentum, while IS0X.DE is Global Corporate Bonds. QDVA.DE tracks MSCI USA Momentum Index, while IS0X.DE tracks Bloomberg Global Aggregate Corporate.
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