QDVA.DE vs. VOO
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.17%/yr vs 15.04%/yr for VOO. A 0.51 correlation means they provide meaningful diversification when combined. QDVA.DE charges 0.20%/yr vs 0.03%/yr for VOO.
Performance
QDVA.DE vs. VOO - Performance Comparison
Loading charts...
Different Trading Currencies
QDVA.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO 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 30.20% return, which is significantly higher than VOO's 12.61% 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*
- —
VOO
- 1D
- 0.00%
- 1M
- 4.36%
- YTD
- 12.61%
- 6M
- 11.32%
- 1Y
- 27.33%
- 3Y*
- 19.27%
- 5Y*
- 15.04%
- 10Y*
- 15.28%
QDVA.DE vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 10.58% | 3.84% | 33.23% | 22.54% | -13.10% | 38.43% | 8.57% | 34.33% | -0.02% | 6.81% |
Correlation
The correlation between QDVA.DE and VOO is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.51 |
The correlation between QDVA.DE and VOO has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVA.DE vs. VOO — Risk / Return Rank
QDVA.DE
VOO
QDVA.DE vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.73 | +0.16 |
| Martin ratioReturn relative to average drawdown | 12.67 | 14.10 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVA.DE | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.26 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.90 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.90 | -0.06 |
Drawdowns
QDVA.DE vs. VOO - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, roughly equal to the maximum VOO drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and VOO.
Loading charts...
Drawdown Indicators
| QDVA.DE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -33.49% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -7.37% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -23.87% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -23.87% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.49% | — |
Current DrawdownCurrent decline from peak | -2.00% | -0.18% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -4.03% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.94% | +0.97% |
Volatility
QDVA.DE vs. VOO - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to Vanguard S&P 500 ETF (VOO) at 2.06%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVA.DE | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 2.06% | +5.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 8.55% | +7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 12.20% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 16.69% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 18.53% | +0.66% |
QDVA.DE vs. VOO - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is higher than VOO's 0.03% 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. VOO - Dividend Comparison
QDVA.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
QDVA.DE and VOO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOO is cheaper with a 0.03% expense ratio, compared with 0.20% for QDVA.DE.
QDVA.DE is categorized as Momentum, while VOO is S&P 500. QDVA.DE tracks MSCI USA Momentum Index, while VOO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVA.DE and 0.03% for VOO.
Find the right allocation for QDVA.DE and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer