QDVA.DE vs. SXR1.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.17%/yr vs 5.82%/yr for SXR1.DE. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
QDVA.DE vs. SXR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVA.DE achieves a 30.20% return, which is significantly higher than SXR1.DE's 8.90% return.
QDVA.DE
- 1D
- -2.00%
- 1M
- 10.68%
- YTD
- 30.20%
- 6M
- 29.85%
- 1Y
- 37.18%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 10Y*
- —
SXR1.DE
- 1D
- -0.90%
- 1M
- -2.17%
- YTD
- 8.90%
- 6M
- 10.35%
- 1Y
- 13.62%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
QDVA.DE vs. SXR1.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 | 30.20% | 5.11% | 40.00% | 5.98% | -13.66% | 22.93% | 17.39% | 31.13% | 1.12% | 20.30% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Correlation
The correlation between QDVA.DE and SXR1.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.59 |
The correlation between QDVA.DE and SXR1.DE shifts across timeframes, from 0.47 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVA.DE vs. SXR1.DE — Risk / Return Rank
QDVA.DE
SXR1.DE
QDVA.DE vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 2.25 | +1.63 |
| Martin ratioReturn relative to average drawdown | 12.67 | 6.64 | +6.03 |
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 | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.19 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.39 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.27 | +0.56 |
Drawdowns
QDVA.DE vs. SXR1.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and SXR1.DE.
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Drawdown Indicators
| QDVA.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -38.62% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -6.21% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -20.28% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -20.28% | -5.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.91% | — |
Current DrawdownCurrent decline from peak | -2.00% | -2.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -9.79% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.11% | +0.80% |
Volatility
QDVA.DE vs. SXR1.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.06%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 3.06% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 9.04% | +6.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 11.73% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 14.73% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 16.60% | +2.59% |
QDVA.DE vs. SXR1.DE - Expense Ratio Comparison
Both QDVA.DE and SXR1.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. SXR1.DE - Dividend Comparison
Neither QDVA.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and SXR1.DE have a correlation of 0.50, 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 SXR1.DE have the same expense ratio: 0.20% per year.
QDVA.DE is categorized as Momentum, while SXR1.DE is Asia Pacific Equities. QDVA.DE tracks MSCI USA Momentum Index, while SXR1.DE tracks MSCI Pacific ex Japan.
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