PortfoliosLab logoPortfoliosLab logo
QDVA.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVA.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QDVA.DE achieves a 30.20% return, which is significantly higher than ISPA.DE's 13.48% 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*

ISPA.DE

1D
0.49%
1M
1.28%
YTD
13.48%
6M
15.35%
1Y
29.45%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
13.48%19.72%12.97%4.80%0.43%22.39%-9.12%24.24%-7.51%2.97%

Correlation

The correlation between QDVA.DE and ISPA.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.41

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

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2016

0.54

The correlation between QDVA.DE and ISPA.DE shifts across timeframes, from 0.41 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.

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. ISPA.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: 6565
Overall Rank
QDVA.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QDVA.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
QDVA.DE Omega Ratio Rank: 5757
Omega Ratio Rank
QDVA.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
QDVA.DE Martin Ratio Rank: 6969
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.35

1.62

-0.27

Calmar ratioReturn relative to maximum drawdown

3.89

8.10

-4.21

Martin ratioReturn relative to average drawdown

12.67

28.73

-16.06

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

The current QDVA.DE Sharpe Ratio is 1.96, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of QDVA.DE and ISPA.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.


Loading charts...

Sharpe Ratios by Period


QDVA.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

3.35

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.91

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.68

+0.16

Drawdowns

QDVA.DE vs. ISPA.DE - Drawdown Comparison

The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and ISPA.DE.


Loading charts...

Drawdown Indicators


QDVA.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.34%

-38.91%

+5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-3.63%

-5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-25.56%

-15.10%

-10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-15.10%

-10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-2.00%

-1.09%

-0.91%

Average Drawdown

Average peak-to-trough decline

-6.84%

-4.46%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.03%

+1.88%

Volatility

QDVA.DE vs. ISPA.DE - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDVA.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

2.62%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.66%

6.51%

+9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

8.77%

+10.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

12.00%

+7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

14.79%

+4.40%

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

QDVA.DE has a 0.20% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

QDVA.DE vs. ISPA.DE - Dividend Comparison

QDVA.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%
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 ISPA.DE have a correlation of 0.41, 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 0.46% for ISPA.DE.

QDVA.DE is categorized as Momentum, while ISPA.DE is Global Equities. QDVA.DE tracks MSCI USA Momentum Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.20% for QDVA.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

Find the right allocation for QDVA.DE and ISPA.DE

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