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QDVB.DE vs. 6PSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVB.DE vs. 6PSE.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 Invesco MSCI USA UCITS ETF Dist (6PSE.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 9.84% return, which is significantly lower than 6PSE.DE's 11.33% 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*

6PSE.DE

1D
-0.18%
1M
5.37%
YTD
11.33%
6M
11.30%
1Y
25.21%
3Y*
19.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVB.DE vs. 6PSE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
9.84%0.36%29.35%26.56%-4.75%
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
11.33%4.78%32.52%23.62%-6.58%

Correlation

The correlation between QDVB.DE and 6PSE.DE is 0.91, 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

0.91

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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.96

The correlation between QDVB.DE and 6PSE.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

QDVB.DE vs. 6PSE.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: 5656
Overall Rank
QDVB.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 5454
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 5959
Martin Ratio Rank

6PSE.DE
6PSE.DE Risk / Return Rank: 6767
Overall Rank
6PSE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 6666
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. 6PSE.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 Invesco MSCI USA UCITS ETF Dist (6PSE.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.DE6PSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

2.92

3.44

-0.52

Martin ratioReturn relative to average drawdown

10.33

11.99

-1.66

QDVB.DE vs. 6PSE.DE - Sharpe Ratio Comparison

The current QDVB.DE Sharpe Ratio is 1.77, which is comparable to the 6PSE.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of QDVB.DE and 6PSE.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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Sharpe Ratios by Period


QDVB.DE6PSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.15

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.93

-0.10

Drawdowns

QDVB.DE vs. 6PSE.DE - Drawdown Comparison

The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than 6PSE.DE's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and 6PSE.DE.


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Drawdown Indicators


QDVB.DE6PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-23.70%

-9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

-7.31%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

-23.70%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

Current Drawdown

Current decline from peak

0.00%

-0.41%

+0.41%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.83%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.10%

-0.19%

Volatility

QDVB.DE vs. 6PSE.DE - Volatility Comparison

The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while Invesco MSCI USA UCITS ETF Dist (6PSE.DE) has a volatility of 2.73%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than 6PSE.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.DE6PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

2.73%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

7.68%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

11.65%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

15.41%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

15.41%

+1.03%

QDVB.DE vs. 6PSE.DE - Expense Ratio Comparison

QDVB.DE has a 0.20% expense ratio, which is higher than 6PSE.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QDVB.DE vs. 6PSE.DE - Dividend Comparison

QDVB.DE has not paid dividends to shareholders, while 6PSE.DE's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.05%1.16%1.26%1.51%1.69%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, QDVB.DE and 6PSE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for QDVB.DE.

QDVB.DE tracks MSCI USA Sector Neutral Quality, while 6PSE.DE tracks MSCI USA. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for QDVB.DE and 0.05% for 6PSE.DE.

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