QDVA.DE vs. SIZE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and SIZE (iShares MSCI USA Size Factor ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while SIZE is a Mid Cap Blend Equities fund tracking the MSCI USA Low Size Index. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.17%/yr vs 9.24%/yr for SIZE. At a 0.47 correlation, their price movements are largely independent. QDVA.DE charges 0.20%/yr vs 0.15%/yr for SIZE.
Performance
QDVA.DE vs. SIZE - Performance Comparison
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Different Trading Currencies
QDVA.DE is traded in EUR, while SIZE is traded in USD. To make them comparable, the SIZE 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 30.20% return, which is significantly higher than SIZE's 11.18% return.
QDVA.DE
- 1D
- -2.00%
- 1M
- 12.85%
- YTD
- 30.20%
- 6M
- 30.17%
- 1Y
- 37.02%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 10Y*
- —
SIZE
- 1D
- 0.65%
- 1M
- 4.15%
- YTD
- 11.18%
- 6M
- 10.08%
- 1Y
- 17.27%
- 3Y*
- 13.30%
- 5Y*
- 9.24%
- 10Y*
- 11.58%
QDVA.DE vs. SIZE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.12% | 20.30% |
SIZE iShares MSCI USA Size Factor ETF | 11.18% | -2.61% | 21.92% | 14.25% | -10.64% | 34.41% | 6.68% | 31.88% | -2.20% | 4.17% |
Correlation
The correlation between QDVA.DE and SIZE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.47 |
The correlation between QDVA.DE and SIZE shifts across timeframes, from 0.33 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVA.DE vs. SIZE — Risk / Return Rank
QDVA.DE
SIZE
QDVA.DE vs. SIZE - 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 MSCI USA Size Factor ETF (SIZE). 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 | SIZE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 2.84 | +1.05 |
| Martin ratioReturn relative to average drawdown | 12.67 | 8.84 | +3.83 |
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 | SIZE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.37 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.55 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.71 | +0.13 |
Drawdowns
QDVA.DE vs. SIZE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum SIZE drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and SIZE.
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Drawdown Indicators
| QDVA.DE | SIZE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -38.83% | +5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -6.11% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -22.53% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -22.53% | -3.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.83% | — |
Current DrawdownCurrent decline from peak | -2.00% | 0.00% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -4.91% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.96% | +0.95% |
Volatility
QDVA.DE vs. SIZE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to iShares MSCI USA Size Factor ETF (SIZE) at 2.59%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than SIZE 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 | SIZE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 2.59% | +5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 9.38% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 12.71% | +6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 17.00% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 19.09% | +0.10% |
QDVA.DE vs. SIZE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is higher than SIZE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVA.DE vs. SIZE - Dividend Comparison
QDVA.DE has not paid dividends to shareholders, while SIZE's dividend yield for the trailing twelve months is around 1.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIZE iShares MSCI USA Size Factor ETF | 1.41% | 1.50% | 1.53% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% |
Frequently Asked Questions
QDVA.DE and SIZE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SIZE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SIZE is cheaper with a 0.15% expense ratio, compared with 0.20% for QDVA.DE.
QDVA.DE is categorized as Momentum, while SIZE is Mid Cap Blend Equities. QDVA.DE tracks MSCI USA Momentum Index, while SIZE tracks MSCI USA Low Size Index. Their fees differ too: 0.20% for QDVA.DE and 0.15% for SIZE.
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