QDVB.DE vs. 36B6.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds from iShares - QDVB.DE tracks the MSCI USA Sector Neutral Quality while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVB.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVB.DE achieves a 9.84% return, which is significantly lower than 36B6.DE's 14.86% return.
QDVB.DE
- 1D
- 0.72%
- 1M
- 5.60%
- YTD
- 9.84%
- 6M
- 9.96%
- 1Y
- 19.74%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
36B6.DE
- 1D
- 0.12%
- 1M
- 6.46%
- YTD
- 14.86%
- 6M
- 15.23%
- 1Y
- 22.43%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
QDVB.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.84% | 0.36% | 29.35% | 26.56% | -16.50% | 39.05% | 5.36% | 20.47% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
Correlation
The correlation between QDVB.DE and 36B6.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 (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.92 |
The correlation between QDVB.DE and 36B6.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. 36B6.DE — Risk / Return Rank
QDVB.DE
36B6.DE
QDVB.DE vs. 36B6.DE - 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 iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| QDVB.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.10 | -0.18 |
| Martin ratioReturn relative to average drawdown | 10.33 | 10.29 | +0.04 |
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
| QDVB.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.76 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.78 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.86 | -0.03 |
Drawdowns
QDVB.DE vs. 36B6.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and 36B6.DE.
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Drawdown Indicators
| QDVB.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -34.21% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -7.21% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -23.75% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -23.75% | +1.09% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -4.98% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.17% | -0.26% |
Volatility
QDVB.DE vs. 36B6.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE 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 | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 3.79% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 9.08% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 12.71% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 15.45% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 17.54% | -1.10% |
QDVB.DE vs. 36B6.DE - Expense Ratio Comparison
Both QDVB.DE and 36B6.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QDVB.DE vs. 36B6.DE - Dividend Comparison
QDVB.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVB.DE and 36B6.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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE and 36B6.DE have the same expense ratio: 0.20% per year.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels.
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