QDVA.DE vs. SXRV.DE
Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE).
QDVA.DE and SXRV.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. SXRV.DE is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. Both QDVA.DE and SXRV.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVA.DE or SXRV.DE.
Key characteristics
| QDVA.DE | SXRV.DE | |
|---|---|---|
| YTD Return | 41.28% | 30.59% |
| 1Y Return | 46.20% | 37.32% |
| 3Y Return (Ann) | 8.01% | 12.29% |
| 5Y Return (Ann) | 13.60% | 21.70% |
| Sharpe Ratio | 2.54 | 2.27 |
| Sortino Ratio | 3.29 | 3.00 |
| Omega Ratio | 1.48 | 1.43 |
| Calmar Ratio | 2.96 | 2.80 |
| Martin Ratio | 12.82 | 9.25 |
| Ulcer Index | 3.63% | 4.06% |
| Daily Std Dev | 18.17% | 16.42% |
| Max Drawdown | -33.34% | -31.39% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between QDVA.DE and SXRV.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QDVA.DE vs. SXRV.DE - Performance Comparison
In the year-to-date period, QDVA.DE achieves a 41.28% return, which is significantly higher than SXRV.DE's 30.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVA.DE vs. SXRV.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Risk-Adjusted Performance
QDVA.DE vs. SXRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
Dividends
QDVA.DE vs. SXRV.DE - Dividend Comparison
Neither QDVA.DE nor SXRV.DE has paid dividends to shareholders.
Drawdowns
QDVA.DE vs. SXRV.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, which is greater than SXRV.DE's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and SXRV.DE. For additional features, visit the drawdowns tool.
Volatility
QDVA.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) is 3.33%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.51%. This indicates that QDVA.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.