QDVA.DE vs. SXRS.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.17%/yr vs 12.06%/yr for SXRS.DE. At a 0.24 correlation, their price movements are largely independent. QDVA.DE charges 0.20%/yr vs 0.19%/yr for SXRS.DE.
Performance
QDVA.DE vs. SXRS.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 SXRS.DE's 23.84% 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*
- —
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
QDVA.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 1.53% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between QDVA.DE and SXRS.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.24 |
The correlation between QDVA.DE and SXRS.DE shifts across timeframes, from -0.03 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVA.DE vs. SXRS.DE — Risk / Return Rank
QDVA.DE
SXRS.DE
QDVA.DE vs. SXRS.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 Diversified Commodity Swap UCITS ETF (SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 4.00 | -0.12 |
| Martin ratioReturn relative to average drawdown | 12.67 | 8.95 | +3.73 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.87 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.70 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.53 | +0.30 |
Drawdowns
QDVA.DE vs. SXRS.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and SXRS.DE.
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Drawdown Indicators
| QDVA.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -27.64% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -8.75% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -16.03% | -9.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -27.56% | +2.00% |
Current DrawdownCurrent decline from peak | -2.00% | -4.99% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -13.12% | +6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.92% | -1.01% |
Volatility
QDVA.DE vs. SXRS.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 5.76%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 5.76% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 16.67% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.76% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 17.13% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 15.85% | +3.34% |
QDVA.DE vs. SXRS.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is higher than SXRS.DE's 0.19% 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. SXRS.DE - Dividend Comparison
Neither QDVA.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and SXRS.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for QDVA.DE.
QDVA.DE is categorized as Momentum, while SXRS.DE is Commodities. QDVA.DE tracks MSCI USA Momentum Index, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.20% for QDVA.DE and 0.19% for SXRS.DE.
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