QDVB.DE vs. 5HEE.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - QDVB.DE tracks the MSCI USA Sector Neutral Quality while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.04%/yr vs 3.35%/yr for 5HEE.DE. Their correlation of 0.82 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.75%/yr for 5HEE.DE.
Performance
QDVB.DE vs. 5HEE.DE - Performance Comparison
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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*
- —
QDVB.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
QDVB.DE
5HEE.DE
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.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.61% | -7.28% | +6.67% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -6.27% | +1.27% |
Ulcer IndexDepth 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.DE | 5HEE.DE | Difference | |
|---|---|---|---|
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.
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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