QDVA.DE vs. QDVB.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.30%/yr vs 12.80%/yr for QDVB.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVA.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVA.DE achieves a 31.46% return, which is significantly higher than QDVB.DE's 10.27% return.
QDVA.DE
- 1D
- 3.87%
- 1M
- 8.17%
- YTD
- 31.46%
- 6M
- 34.06%
- 1Y
- 41.31%
- 3Y*
- 28.53%
- 5Y*
- 15.30%
- 10Y*
- —
QDVB.DE
- 1D
- 1.09%
- 1M
- 4.71%
- YTD
- 10.27%
- 6M
- 10.89%
- 1Y
- 21.11%
- 3Y*
- 16.38%
- 5Y*
- 12.80%
- 10Y*
- —
QDVA.DE vs. QDVB.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 | 31.46% | 5.15% | 39.98% | 5.96% | -13.64% | 22.86% | 17.47% | 31.11% | 1.04% | 20.37% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.27% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
Correlation
The correlation between QDVA.DE and QDVB.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.81 |
The correlation between QDVA.DE and QDVB.DE shifts across timeframes, from 0.70 (1 year) to 0.83 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QDVA.DE vs. QDVB.DE — Risk / Return Rank
QDVA.DE
QDVB.DE
QDVA.DE vs. QDVB.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 Edge MSCI USA Quality Factor UCITS ETF (QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.11 | +1.22 |
| Martin ratioReturn relative to average drawdown | 13.88 | 11.39 | +2.49 |
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Drawdowns
QDVA.DE vs. QDVB.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.33%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and QDVB.DE.
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Drawdown Indicators
| QDVA.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -33.25% | -0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -6.77% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -22.69% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -22.69% | -2.87% |
Current DrawdownCurrent decline from peak | -1.01% | 0.00% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -5.04% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.85% | +1.12% |
Volatility
QDVA.DE vs. QDVB.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 8.61% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.49%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 2.49% | +6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 16.57% | 7.40% | +9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 11.20% | +8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 15.55% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 17.99% | +1.35% |
QDVA.DE vs. QDVB.DE - Expense Ratio Comparison
Both QDVA.DE and QDVB.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. QDVB.DE - Dividend Comparison
Neither QDVA.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and QDVB.DE have a correlation of 0.70, 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 QDVB.DE have the same expense ratio: 0.20% per year.
QDVA.DE is categorized as Momentum, while QDVB.DE is Large Cap Blend Equities. QDVA.DE tracks MSCI USA Momentum Index, while QDVB.DE tracks MSCI USA Sector Neutral Quality.
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