QDVA.DE vs. VFMO
Compare and contrast key facts about iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) and Vanguard U.S. Momentum Factor ETF (VFMO).
QDVA.DE and VFMO 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. VFMO is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
QDVA.DE vs. VFMO - Performance Comparison
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QDVA.DE vs. VFMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | -2.01% | 5.11% | 40.00% | 5.98% | -13.66% | 22.93% | 17.39% | 31.13% | 1.26% |
VFMO Vanguard U.S. Momentum Factor ETF | 6.96% | 3.46% | 34.47% | 12.76% | -7.44% | 28.08% | 20.53% | 31.12% | -3.36% |
Different Trading Currencies
QDVA.DE is traded in EUR, while VFMO is traded in USD. To make them comparable, the VFMO 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 -2.01% return, which is significantly lower than VFMO's 6.96% return.
QDVA.DE
- 1D
- -0.08%
- 1M
- -0.53%
- YTD
- -2.01%
- 6M
- -1.91%
- 1Y
- 8.19%
- 3Y*
- 16.89%
- 5Y*
- 8.91%
- 10Y*
- —
VFMO
- 1D
- 0.68%
- 1M
- -0.83%
- YTD
- 6.96%
- 6M
- 5.72%
- 1Y
- 22.71%
- 3Y*
- 19.70%
- 5Y*
- 11.40%
- 10Y*
- —
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QDVA.DE vs. VFMO - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is higher than VFMO's 0.13% 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%.
Return for Risk
QDVA.DE vs. VFMO — Risk / Return Rank
QDVA.DE
VFMO
QDVA.DE vs. VFMO - 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 Vanguard U.S. Momentum Factor ETF (VFMO). 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 | VFMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.86 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.28 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.66 | -0.06 |
Martin ratioReturn relative to average drawdown | 5.06 | 6.19 | -1.13 |
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 | VFMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.86 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.54 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.62 | +0.05 |
Correlation
The correlation between QDVA.DE and VFMO is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QDVA.DE vs. VFMO - Dividend Comparison
QDVA.DE has not paid dividends to shareholders, while VFMO's dividend yield for the trailing twelve months is around 0.74%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VFMO Vanguard U.S. Momentum Factor ETF | 0.74% | 0.82% | 0.72% | 0.89% | 1.72% | 0.81% | 0.45% | 1.22% | 0.70% |
Drawdowns
QDVA.DE vs. VFMO - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum VFMO drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and VFMO.
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Drawdown Indicators
| QDVA.DE | VFMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -36.77% | +3.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -10.98% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -25.80% | +0.24% |
Current DrawdownCurrent decline from peak | -6.17% | -4.65% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -7.91% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.48% | -0.48% |
Volatility
QDVA.DE vs. VFMO - Volatility Comparison
The current volatility for iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) is 6.88%, while Vanguard U.S. Momentum Factor ETF (VFMO) has a volatility of 8.11%. This indicates that QDVA.DE experiences smaller price fluctuations and is considered to be less risky than VFMO 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 | VFMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 8.11% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 17.36% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.63% | 26.49% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 21.31% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 23.68% | -4.61% |