QDVB.DE vs. ^GSPC
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) is Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, QDVB.DE returned 12.04%/yr vs 12.47%/yr for ^GSPC. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
QDVB.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
QDVB.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with QDVB.DE having a 13.00% return and ^GSPC slightly higher at 13.20%.
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
^GSPC
- 1D
- 0.00%
- 1M
- 1.21%
- 6M
- 10.91%
- YTD
- 13.20%
- 1Y
- 22.56%
- 3Y*
- 18.02%
- 5Y*
- 12.47%
- 10Y*
- 12.91%
QDVB.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
^GSPC S&P 500 Index | 13.27% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between QDVB.DE and ^GSPC is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.59 |
The correlation between QDVB.DE and ^GSPC has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. ^GSPC — Risk / Return Rank
QDVB.DE
^GSPC
QDVB.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDVB.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.00 | +0.30 |
| Martin ratioReturn relative to average drawdown | 12.09 | 11.06 | +1.03 |
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Drawdowns
QDVB.DE vs. ^GSPC - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, smaller than the maximum ^GSPC drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and ^GSPC.
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Drawdown Indicators
| QDVB.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -51.28% | +18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -7.57% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -23.99% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -23.99% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.58% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -8.94% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.04% | -0.19% |
Volatility
QDVB.DE vs. ^GSPC - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.79%, while S&P 500 Index (^GSPC) has a volatility of 3.04%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVB.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.04% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 9.17% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 12.60% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 16.85% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 18.60% | -0.67% |
Frequently Asked Questions
QDVB.DE and ^GSPC have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for QDVB.DE and ^GSPC
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