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QDVA.DE vs. PEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVA.DE vs. PEX - 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 ProShares Global Listed Private Equity ETF (PEX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVA.DE is traded in EUR, while PEX is traded in USD. To make them comparable, the PEX 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 31.46% return, which is significantly higher than PEX's -9.29% return.


QDVA.DE

1D
3.87%
1M
8.65%
YTD
31.46%
6M
34.06%
1Y
41.72%
3Y*
28.53%
5Y*
15.30%
10Y*

PEX

1D
0.76%
1M
2.04%
YTD
-9.29%
6M
-8.85%
1Y
-11.81%
3Y*
1.13%
5Y*
0.10%
10Y*
4.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVA.DE vs. PEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
31.46%5.15%39.98%5.96%-13.64%22.86%17.47%31.11%1.04%20.37%
PEX
ProShares Global Listed Private Equity ETF
-9.29%-11.68%20.52%19.42%-21.39%37.94%-9.29%28.37%-9.24%0.28%

Correlation

The correlation between QDVA.DE and PEX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.32

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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2016

0.41

The correlation between QDVA.DE and PEX shifts across timeframes, from 0.23 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVA.DE vs. PEX — 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: 7878
Overall Rank
QDVA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
QDVA.DE Omega Ratio Rank: 7272
Omega Ratio Rank
QDVA.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
QDVA.DE Martin Ratio Rank: 8080
Martin Ratio Rank

PEX
PEX Risk / Return Rank: 44
Overall Rank
PEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PEX Sortino Ratio Rank: 33
Sortino Ratio Rank
PEX Omega Ratio Rank: 33
Omega Ratio Rank
PEX Calmar Ratio Rank: 55
Calmar Ratio Rank
PEX Martin Ratio Rank: 55
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. PEX - 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 ProShares Global Listed Private Equity ETF (PEX). 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.DEPEXDifference
Sharpe ratioReturn per unit of total volatility

+2.94

Sortino ratioReturn per unit of downside risk

+4.05

Omega ratioGain probability vs. loss probability

1.37

0.87

+0.50

Calmar ratioReturn relative to maximum drawdown

4.33

-0.55

+4.88

Martin ratioReturn relative to average drawdown

13.88

-1.05

+14.93

QDVA.DE vs. PEX - Sharpe Ratio Comparison

The current QDVA.DE Sharpe Ratio is 2.10, which is higher than the PEX Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of QDVA.DE and PEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QDVA.DE vs. PEX - Drawdown Comparison

The maximum QDVA.DE drawdown since its inception was -33.33%, smaller than the maximum PEX drawdown of -48.83%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and PEX.


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Drawdown Indicators


QDVA.DEPEXDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-48.83%

+15.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-23.13%

+13.63%

Max Drawdown (3Y)

Largest decline over 3 years

-25.56%

-28.84%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-28.84%

+3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-48.83%

Current Drawdown

Current decline from peak

-1.01%

-24.07%

+23.06%

Average Drawdown

Average peak-to-trough decline

-6.95%

-8.09%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

12.13%

-9.16%

Volatility

QDVA.DE vs. PEX - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 8.61% compared to ProShares Global Listed Private Equity ETF (PEX) at 4.53%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than PEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVA.DEPEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

4.53%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

12.79%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

15.33%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

16.65%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

18.77%

+0.57%

QDVA.DE vs. PEX - Expense Ratio Comparison

QDVA.DE has a 0.20% expense ratio, which is lower than PEX's 3.13% expense ratio.


Dividends

QDVA.DE vs. PEX - Dividend Comparison

QDVA.DE has not paid dividends to shareholders, while PEX's dividend yield for the trailing twelve months is around 12.55%.


PositionTTM20252024202320222021202020192018201720162015
PEX
ProShares Global Listed Private Equity ETF
12.55%12.80%14.11%13.02%1.77%13.64%5.52%7.94%4.72%24.26%3.24%12.50%
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 PEX have a correlation of 0.23, 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 3.13% for PEX.

QDVA.DE is categorized as Momentum, while PEX is Financials Equities. QDVA.DE tracks MSCI USA Momentum Index, while PEX tracks LPX Direct Listed Private Equity Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.20% for QDVA.DE and 3.13% for PEX.

Portfolio Optimizer

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