QDVA.DE vs. QDVI.DE
Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE).
QDVA.DE and QDVI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVA.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum. It was launched on Oct 13, 2016. QDVI.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value. It was launched on Oct 13, 2016. Both QDVA.DE and QDVI.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QDVA.DE vs. QDVI.DE - Performance Comparison
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QDVA.DE vs. QDVI.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 | -1.93% | 5.11% | 40.00% | 5.98% | -13.66% | 22.93% | 17.39% | 31.13% | 1.12% | 20.30% |
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 6.74% | 18.60% | 12.66% | 10.72% | -9.98% | 41.21% | -10.84% | 29.80% | -8.02% | 6.93% |
Returns By Period
In the year-to-date period, QDVA.DE achieves a -1.93% return, which is significantly lower than QDVI.DE's 6.74% return.
QDVA.DE
- 1D
- 4.34%
- 1M
- -2.01%
- YTD
- -1.93%
- 6M
- -2.00%
- 1Y
- 9.14%
- 3Y*
- 17.62%
- 5Y*
- 8.92%
- 10Y*
- —
QDVI.DE
- 1D
- 3.05%
- 1M
- -1.70%
- YTD
- 6.74%
- 6M
- 17.40%
- 1Y
- 29.28%
- 3Y*
- 16.25%
- 5Y*
- 9.84%
- 10Y*
- —
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QDVA.DE vs. QDVI.DE - Expense Ratio Comparison
Both QDVA.DE and QDVI.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%.
Return for Risk
QDVA.DE vs. QDVI.DE — Risk / Return Rank
QDVA.DE
QDVI.DE
QDVA.DE vs. QDVI.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 Value Factor UCITS ETF (QDVI.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 | QDVI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 1.55 | -1.13 |
Sortino ratioReturn per unit of downside risk | 0.73 | 2.05 | -1.32 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.30 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.95 | -2.08 |
Martin ratioReturn relative to average drawdown | 2.66 | 13.11 | -10.46 |
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 | QDVI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 1.55 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.59 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.56 | +0.11 |
Correlation
The correlation between QDVA.DE and QDVI.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QDVA.DE vs. QDVI.DE - Dividend Comparison
Neither QDVA.DE nor QDVI.DE has paid dividends to shareholders.
Drawdowns
QDVA.DE vs. QDVI.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum QDVI.DE drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and QDVI.DE.
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Drawdown Indicators
| QDVA.DE | QDVI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -38.98% | +5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.16% | -15.11% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -23.10% | -2.46% |
Current DrawdownCurrent decline from peak | -6.09% | -2.86% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -6.89% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.22% | +0.90% |
Volatility
QDVA.DE vs. QDVI.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 6.98% compared to iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) at 5.74%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than QDVI.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 | QDVI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 5.74% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 10.64% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 18.82% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 16.47% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 18.62% | +0.45% |