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

Performance

QDVA.DE vs. QDVB.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 Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVA.DE vs. QDVB.DE - 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%
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

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

QDVB.DE
QDVB.DE Risk / Return Rank: 6868
Overall Rank
QDVB.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 6767
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 6969
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. 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.DEQDVB.DEDifference
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

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

The current QDVA.DE Sharpe Ratio is 2.10, which is comparable to the QDVB.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of QDVA.DE and QDVB.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.


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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.DEQDVB.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.01%

0.00%

-1.01%

Average Drawdown

Average peak-to-trough decline

-6.95%

-5.04%

-1.91%

Ulcer Index

Depth 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.DEQDVB.DEDifference

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.


Tickers have no history of dividend payments

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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