QDVA.DE vs. NQSE.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.17%/yr vs 14.91%/yr for NQSE.DE. A 0.72 correlation means they provide meaningful diversification when combined. QDVA.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVA.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVA.DE achieves a 30.20% return, which is significantly higher than NQSE.DE's 17.82% 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*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVA.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -13.02% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between QDVA.DE and NQSE.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.72 |
The correlation between QDVA.DE and NQSE.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
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Return for Risk
QDVA.DE vs. NQSE.DE — Risk / Return Rank
QDVA.DE
NQSE.DE
QDVA.DE vs. NQSE.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 (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.08 | +0.81 |
| Martin ratioReturn relative to average drawdown | 12.67 | 10.77 | +1.91 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.28 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.71 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.82 | +0.02 |
Drawdowns
QDVA.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and NQSE.DE.
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Drawdown Indicators
| QDVA.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -37.67% | +4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -11.87% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -22.40% | -3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -37.67% | +12.11% |
Current DrawdownCurrent decline from peak | -2.00% | -0.84% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -8.56% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.40% | -0.49% |
Volatility
QDVA.DE vs. NQSE.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 (NQSE.DE) at 4.75%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.75% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 11.99% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 16.05% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 20.91% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 21.54% | -2.35% |
QDVA.DE vs. NQSE.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVA.DE vs. NQSE.DE - Dividend Comparison
Neither QDVA.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and NQSE.DE have a correlation of 0.76, 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 0.33% for NQSE.DE.
QDVA.DE is categorized as Momentum, while NQSE.DE is Nasdaq-100. QDVA.DE tracks MSCI USA Momentum Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for QDVA.DE and 0.33% for NQSE.DE.
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