QDVA.DE vs. MWOT.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and MWOT.DE (Amundi Russell 1000 Growth UCITS ETF Acc) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while MWOT.DE is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Both are passively managed. Over the past year, QDVA.DE returned 37.18% vs 22.79% for MWOT.DE. A 0.75 correlation means they provide meaningful diversification when combined. QDVA.DE charges 0.20%/yr vs 0.19%/yr for MWOT.DE.
Performance
QDVA.DE vs. MWOT.DE - Performance Comparison
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Different Trading Currencies
QDVA.DE is traded in EUR, while MWOT.DE is traded in USD. To make them comparable, the MWOT.DE 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 30.20% return, which is significantly higher than MWOT.DE's 7.28% 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*
- —
MWOT.DE
- 1D
- -0.31%
- 1M
- 5.81%
- YTD
- 7.28%
- 6M
- 6.77%
- 1Y
- 22.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVA.DE vs. MWOT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 6.86% |
MWOT.DE Amundi Russell 1000 Growth UCITS ETF Acc | 7.30% | 4.57% | 11.79% |
Correlation
The correlation between QDVA.DE and MWOT.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2024 | 0.75 |
The correlation between QDVA.DE and MWOT.DE has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.
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Return for Risk
QDVA.DE vs. MWOT.DE — Risk / Return Rank
QDVA.DE
MWOT.DE
QDVA.DE vs. MWOT.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 Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.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 | MWOT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 1.56 | +2.33 |
| Martin ratioReturn relative to average drawdown | 12.67 | 4.36 | +8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVA.DE | MWOT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.39 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.61 | +0.23 |
Drawdowns
QDVA.DE vs. MWOT.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, which is greater than MWOT.DE's maximum drawdown of -27.04%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and MWOT.DE.
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Drawdown Indicators
| QDVA.DE | MWOT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -27.04% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -14.59% | +5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | — | — |
Current DrawdownCurrent decline from peak | -2.00% | -1.46% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -6.52% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 5.22% | -2.31% |
Volatility
QDVA.DE vs. MWOT.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) at 4.15%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than MWOT.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 | MWOT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.15% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 11.32% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 16.38% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 20.73% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 20.73% | -1.54% |
QDVA.DE vs. MWOT.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is higher than MWOT.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVA.DE vs. MWOT.DE - Dividend Comparison
Neither QDVA.DE nor MWOT.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and MWOT.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOT.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for QDVA.DE.
QDVA.DE is categorized as Momentum, while MWOT.DE is Large Cap Growth Equities. QDVA.DE tracks MSCI USA Momentum Index, while MWOT.DE tracks Russell 1000 Growth Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for QDVA.DE and 0.19% for MWOT.DE.
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