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QDVB.DE vs. 5HEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVB.DE vs. 5HEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVB.DE achieves a 13.00% return, which is significantly higher than 5HEE.DE's 4.85% return.


QDVB.DE

1D
0.25%
1M
1.44%
6M
11.06%
YTD
13.00%
1Y
22.41%
3Y*
17.14%
5Y*
12.04%
10Y*

5HEE.DE

1D
0.63%
1M
2.85%
6M
2.05%
YTD
4.85%
1Y
9.90%
3Y*
3.62%
5Y*
3.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVB.DE vs. 5HEE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%1.76%
5HEE.DE
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)
4.85%-7.39%10.30%11.99%-11.48%32.30%12.99%34.06%3.84%

Correlation

The correlation between QDVB.DE and 5HEE.DE is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.82

Over the past year, the correlation between QDVB.DE and 5HEE.DE has dropped to 0.55 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

QDVB.DE vs. 5HEE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVB.DE
QDVB.DE Risk / Return Rank: 7979
Overall Rank
QDVB.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 7979
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 8080
Martin Ratio Rank

5HEE.DE
5HEE.DE Risk / Return Rank: 2929
Overall Rank
5HEE.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
5HEE.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
5HEE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
5HEE.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
5HEE.DE Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDVB.DE vs. 5HEE.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 Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.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.

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.DE5HEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.37

1.16

+0.21

Calmar ratioReturn relative to maximum drawdown

3.30

1.42

+1.88

Martin ratioReturn relative to average drawdown

12.09

3.42

+8.67

QDVB.DE vs. 5HEE.DE - Sharpe Ratio Comparison

The current QDVB.DE Sharpe Ratio is 1.99, which is higher than the 5HEE.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of QDVB.DE and 5HEE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QDVB.DE vs. 5HEE.DE - Drawdown Comparison

The maximum QDVB.DE drawdown since its inception was -33.25%, roughly equal to the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and 5HEE.DE.


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Drawdown Indicators


QDVB.DE5HEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-32.56%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-6.95%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-22.69%

-22.48%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

-22.48%

-0.21%

Current Drawdown

Current decline from peak

-0.61%

-7.28%

+6.67%

Average Drawdown

Average peak-to-trough decline

-5.00%

-6.27%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.89%

-1.04%

Volatility

QDVB.DE vs. 5HEE.DE - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.79%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than 5HEE.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.DE5HEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

4.31%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

7.30%

8.40%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

11.13%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

14.99%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

16.92%

+1.01%

QDVB.DE vs. 5HEE.DE - Expense Ratio Comparison

QDVB.DE has a 0.20% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.


Dividends

QDVB.DE vs. 5HEE.DE - Dividend Comparison

Neither QDVB.DE nor 5HEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVB.DE and 5HEE.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HEE.DE.

QDVB.DE tracks MSCI USA Sector Neutral Quality, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for QDVB.DE and 0.75% for 5HEE.DE.

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