QDVA.DE vs. UBUT.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE).

QDVA.DE and UBUT.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. UBUT.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Quality. It was launched on Aug 26, 2015. Both QDVA.DE and UBUT.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. UBUT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE). The values are adjusted to include any dividend payments, if applicable.

QDVA.DE vs. UBUT.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%
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis	-4.54%	4.89%	28.17%	31.45%	-19.44%	39.51%	10.45%	41.33%	0.89%	9.85%

Returns By Period

In the year-to-date period, QDVA.DE achieves a -1.93% return, which is significantly higher than UBUT.DE's -4.54% 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*: —

UBUT.DE

• 1D: 2.42%
• 1M: -3.90%
• YTD: -4.54%
• 6M: 0.40%
• 1Y: 11.12%
• 3Y*: 16.01%
• 5Y*: 11.55%
• 10Y*: 14.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVA.DE vs. UBUT.DE - Expense Ratio Comparison

QDVA.DE has a 0.20% expense ratio, which is lower than UBUT.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

UBUT.DE

UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis

QDVA.DE

iShares Edge MSCI USA Momentum Factor UCITS ETF

Return for Risk

QDVA.DE vs. UBUT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVA.DE

QDVA.DE Risk / Return Rank: 26
QDVA.DE Sharpe Ratio Rank: 23
QDVA.DE Sortino Ratio Rank: 23
QDVA.DE Omega Ratio Rank: 23
QDVA.DE Calmar Ratio Rank: 32
QDVA.DE Martin Ratio Rank: 30

UBUT.DE

UBUT.DE Risk / Return Rank: 33
UBUT.DE Sharpe Ratio Rank: 29
UBUT.DE Sortino Ratio Rank: 29
UBUT.DE Omega Ratio Rank: 30
UBUT.DE Calmar Ratio Rank: 40
UBUT.DE Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDVA.DE vs. UBUT.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 UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.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	UBUT.DE	Difference
Sharpe ratio Return per unit of total volatility	0.42	0.61	-0.19
Sortino ratio Return per unit of downside risk	0.73	0.94	-0.21
Omega ratio Gain probability vs. loss probability	1.10	1.13	-0.03
Calmar ratio Return relative to maximum drawdown	0.87	1.18	-0.30
Martin ratio Return relative to average drawdown	2.66	3.90	-1.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVA.DE vs. UBUT.DE - Sharpe Ratio Comparison

The current QDVA.DE Sharpe Ratio is 0.42, which is lower than the UBUT.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of QDVA.DE and UBUT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QDVA.DE	UBUT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	0.61	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.68	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.82	-0.14

Correlation

The correlation between QDVA.DE and UBUT.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.

Dividends

QDVA.DE vs. UBUT.DE - Dividend Comparison

QDVA.DE has not paid dividends to shareholders, while UBUT.DE's dividend yield for the trailing twelve months is around 0.40%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis	0.40%	0.42%	0.60%	0.78%	0.78%	0.62%	0.88%	0.66%	1.07%	0.85%	0.96%

Drawdowns

QDVA.DE vs. UBUT.DE - Drawdown Comparison

The maximum QDVA.DE drawdown since its inception was -33.34%, which is greater than UBUT.DE's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and UBUT.DE.

Drawdown Indicators

	QDVA.DE	UBUT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.34%	-30.47%	-2.87%
Max Drawdown (1Y) Largest decline over 1 year	-14.16%	-13.70%	-0.46%
Max Drawdown (5Y) Largest decline over 5 years	-25.56%	-24.78%	-0.78%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.47%	—
Current Drawdown Current decline from peak	-6.09%	-6.92%	+0.83%
Average Drawdown Average peak-to-trough decline	-6.95%	-5.10%	-1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	2.79%	+0.33%

Volatility

QDVA.DE vs. UBUT.DE - Volatility Comparison

iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 6.98% compared to UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) at 4.35%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than UBUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDVA.DE	UBUT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	4.35%	+2.63%
Volatility (6M) Calculated over the trailing 6-month period	14.18%	9.50%	+4.68%
Volatility (1Y) Calculated over the trailing 1-year period	21.68%	18.21%	+3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.90%	16.75%	+2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.07%	16.96%	+2.11%