QDVB.DE vs. 5MVL.DE

Last updated Jun 5, 2026

QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 17.27%/yr for 5MVL.DE. A 0.55 correlation means they provide meaningful diversification when combined. QDVB.DE charges 0.20%/yr vs 0.40%/yr for 5MVL.DE.

Performance

QDVB.DE vs. 5MVL.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 iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDVB.DE achieves a 9.84% return, which is significantly lower than 5MVL.DE's 45.83% 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*: —

5MVL.DE

• 1D: -2.48%
• 1M: 11.27%
• YTD: 45.83%
• 6M: 48.36%
• 1Y: 82.90%
• 3Y*: 33.99%
• 5Y*: 17.27%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF	9.84%	0.36%	29.35%	26.56%	-16.50%	39.05%	5.36%	37.25%	-5.41%
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)	45.83%	27.25%	21.00%	14.58%	-10.54%	13.07%	-2.40%	20.39%	-2.61%

Correlation

The correlation between QDVB.DE and 5MVL.DE is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018	0.55

The correlation between QDVB.DE and 5MVL.DE has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

Return for Risk

QDVB.DE vs. 5MVL.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: 56
QDVB.DE Sharpe Ratio Rank: 53
QDVB.DE Sortino Ratio Rank: 54
QDVB.DE Omega Ratio Rank: 54
QDVB.DE Calmar Ratio Rank: 60
QDVB.DE Martin Ratio Rank: 59

5MVL.DE

5MVL.DE Risk / Return Rank: 95
5MVL.DE Sharpe Ratio Rank: 96
5MVL.DE Sortino Ratio Rank: 95
5MVL.DE Omega Ratio Rank: 95
5MVL.DE Calmar Ratio Rank: 96
5MVL.DE Martin Ratio Rank: 95

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. 5MVL.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 Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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	5MVL.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.77	4.31	-2.54
Sortino ratio: Return per unit of downside risk	2.54	5.17	-2.64
Omega ratio: Gain probability vs. loss probability	1.33	1.73	-0.40
Calmar ratio: Return relative to maximum drawdown	2.92	8.86	-5.95
Martin ratio: Return relative to average drawdown	10.33	28.83	-18.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current QDVB.DE Sharpe Ratio is 1.77, which is lower than the 5MVL.DE Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of QDVB.DE and 5MVL.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.

Sharpe Ratios by Period

	QDVB.DE	5MVL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	4.31	-2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	1.02	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.83	0.00

Drawdowns

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

The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and 5MVL.DE.

Drawdown Indicators

	QDVB.DE	5MVL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.26%	-32.25%	-1.01%
Max Drawdown (1Y) Largest decline over 1 year	-6.74%	-9.30%	+2.56%
Max Drawdown (3Y) Largest decline over 3 years	-22.66%	-19.15%	-3.51%
Max Drawdown (5Y) Largest decline over 5 years	-22.66%	-20.60%	-2.06%
Current Drawdown Current decline from peak	0.00%	-3.88%	+3.88%
Average Drawdown Average peak-to-trough decline	-4.97%	-6.27%	+1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.87%	-0.96%

Volatility

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

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDVB.DE	5MVL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.46%	8.71%	-6.25%
Volatility (6M) Calculated over the trailing 6-month period	7.27%	15.83%	-8.56%
Volatility (1Y) Calculated over the trailing 1-year period	11.09%	19.13%	-8.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.53%	16.78%	-1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.44%	18.84%	-2.40%

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

QDVB.DE has a 0.20% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.

Dividends

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

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QDVB.DE and 5MVL.DE in my portfolio?

QDVB.DE and 5MVL.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QDVB.DE or 5MVL.DE?

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.

Which ETF is cheaper, QDVB.DE or 5MVL.DE?

QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for 5MVL.DE.

What is the main difference between QDVB.DE and 5MVL.DE?

QDVB.DE is categorized as Large Cap Blend Equities, while 5MVL.DE is Emerging Markets Equities. QDVB.DE tracks MSCI USA Sector Neutral Quality, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.20% for QDVB.DE and 0.40% for 5MVL.DE.