QDVA.DE vs. XWEM.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) are both Momentum funds - QDVA.DE tracks the MSCI USA Momentum Index while XWEM.DE tracks the MSCI World Momentum Low Carbon SRI Screened Select Index. Both are passively managed. Over the past year, QDVA.DE returned 37.18% vs 30.75% for XWEM.DE. Their correlation of 0.91 suggests significant overlap in exposure. QDVA.DE charges 0.20%/yr vs 0.25%/yr for XWEM.DE.
Performance
QDVA.DE vs. XWEM.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 XWEM.DE's 19.94% 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*
- —
XWEM.DE
- 1D
- -0.96%
- 1M
- 4.24%
- YTD
- 19.94%
- 6M
- 20.69%
- 1Y
- 30.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVA.DE vs. XWEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 40.00% | 8.61% |
XWEM.DE Xtrackers MSCI World Momentum ESG UCITS ETF 1C | 19.94% | 8.67% | 36.15% | -1.01% |
Correlation
The correlation between QDVA.DE and XWEM.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.91 |
The correlation between QDVA.DE and XWEM.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
QDVA.DE vs. XWEM.DE — Risk / Return Rank
QDVA.DE
XWEM.DE
QDVA.DE vs. XWEM.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 MSCI World Momentum ESG UCITS ETF 1C (XWEM.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 | XWEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 1.94 | +1.95 |
| Martin ratioReturn relative to average drawdown | 12.67 | 3.88 | +8.79 |
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 | XWEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.17 | +0.79 |
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 | 0.97 | -0.14 |
Drawdowns
QDVA.DE vs. XWEM.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, which is greater than XWEM.DE's maximum drawdown of -22.80%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and XWEM.DE.
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Drawdown Indicators
| QDVA.DE | XWEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -22.80% | -10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -15.98% | +6.50% |
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% | -0.96% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -5.51% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 8.00% | -5.09% |
Volatility
QDVA.DE vs. XWEM.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) at 4.83%. This indicates that QDVA.DE's price experiences larger fluctuations and is considered to be riskier than XWEM.DE 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 | XWEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.83% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 12.62% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 26.61% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 21.80% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 21.80% | -2.61% |
QDVA.DE vs. XWEM.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is lower than XWEM.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%.
Dividends
QDVA.DE vs. XWEM.DE - Dividend Comparison
Neither QDVA.DE nor XWEM.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and XWEM.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWEM.DE.
QDVA.DE tracks MSCI USA Momentum Index, while XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for QDVA.DE and 0.25% for XWEM.DE.
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