QDVA.DE vs. XNDX.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and XNDX.DE (Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while XNDX.DE is a Nasdaq-100 fund tracking the Nasdaq 100 Index. Both are passively managed. A 0.76 correlation means they provide meaningful diversification when combined. QDVA.DE charges 0.20%/yr vs 0.18%/yr for XNDX.DE.
Performance
QDVA.DE vs. XNDX.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 XNDX.DE's 20.67% 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*
- —
XNDX.DE
- 1D
- -0.82%
- 1M
- 8.01%
- YTD
- 20.67%
- 6M
- 18.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVA.DE vs. XNDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 6.08% |
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 20.67% | -4.86% |
Correlation
The correlation between QDVA.DE and XNDX.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | 0.76 |
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Return for Risk
QDVA.DE vs. XNDX.DE — Risk / Return Rank
QDVA.DE
XNDX.DE
QDVA.DE vs. XNDX.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 Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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 | XNDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | — | — |
| Martin ratioReturn relative to average drawdown | 12.67 | — | — |
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 | XNDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.53 | +0.31 |
Drawdowns
QDVA.DE vs. XNDX.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, which is greater than XNDX.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and XNDX.DE.
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Drawdown Indicators
| QDVA.DE | XNDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -20.11% | -13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | — | — |
Current DrawdownCurrent decline from peak | -2.00% | -0.82% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -10.66% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | — | — |
Volatility
QDVA.DE vs. XNDX.DE - Volatility Comparison
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Volatility by Period
| QDVA.DE | XNDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 31.84% | -13.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 31.84% | -12.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 31.84% | -12.65% |
QDVA.DE vs. XNDX.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is higher than XNDX.DE's 0.18% 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. XNDX.DE - Dividend Comparison
QDVA.DE has not paid dividends to shareholders, while XNDX.DE's dividend yield for the trailing twelve months is around 0.09%.
| Position | TTM |
|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 0.00% |
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 0.09% |
Frequently Asked Questions
QDVA.DE and XNDX.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNDX.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNDX.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for QDVA.DE.
QDVA.DE is categorized as Momentum, while XNDX.DE is Nasdaq-100. QDVA.DE tracks MSCI USA Momentum Index, while XNDX.DE tracks Nasdaq 100 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for QDVA.DE and 0.18% for XNDX.DE.
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