QDVB.DE vs. AMEL.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and AMEL.DE (Amundi MSCI Emerging Markets Latin America UCITS ETF EUR) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while AMEL.DE is a Latin America Equities fund tracking the MSCI Emerging Markets Latin America. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 9.48%/yr for AMEL.DE. At a 0.41 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
QDVB.DE vs. AMEL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVB.DE achieves a 9.84% return, which is significantly lower than AMEL.DE's 10.83% 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*
- —
AMEL.DE
- 1D
- -0.86%
- 1M
- -7.22%
- YTD
- 10.83%
- 6M
- 8.65%
- 1Y
- 34.54%
- 3Y*
- 10.77%
- 5Y*
- 9.48%
- 10Y*
- 7.43%
QDVB.DE vs. AMEL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -2.65% | 7.18% |
AMEL.DE Amundi MSCI Emerging Markets Latin America UCITS ETF EUR | 10.83% | 38.06% | -22.22% | 28.09% | 16.34% | -3.21% | -21.29% | 20.69% | -3.27% | 8.15% |
Correlation
The correlation between QDVB.DE and AMEL.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.41 |
The correlation between QDVB.DE and AMEL.DE shifts across timeframes, from 0.30 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVB.DE vs. AMEL.DE — Risk / Return Rank
QDVB.DE
AMEL.DE
QDVB.DE vs. AMEL.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 Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.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 | AMEL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.16 | -0.25 |
| Martin ratioReturn relative to average drawdown | 10.33 | 9.66 | +0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVB.DE | AMEL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.90 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.45 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.12 | +0.70 |
Drawdowns
QDVB.DE vs. AMEL.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, smaller than the maximum AMEL.DE drawdown of -52.69%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and AMEL.DE.
Loading charts...
Drawdown Indicators
| QDVB.DE | AMEL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -52.69% | +19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -10.86% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -25.38% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -25.38% | +2.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.31% | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.86% | +10.86% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -17.89% | +12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.57% | -1.66% |
Volatility
QDVB.DE vs. AMEL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) has a volatility of 5.32%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than AMEL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVB.DE | AMEL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 5.32% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 15.30% | -8.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 18.10% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 20.90% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 25.27% | -8.83% |
QDVB.DE vs. AMEL.DE - Expense Ratio Comparison
Both QDVB.DE and AMEL.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. AMEL.DE - Dividend Comparison
Neither QDVB.DE nor AMEL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and AMEL.DE have a correlation of 0.34, 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 AMEL.DE have the same expense ratio: 0.20% per year.
QDVB.DE is categorized as Large Cap Blend Equities, while AMEL.DE is Latin America Equities. QDVB.DE tracks MSCI USA Sector Neutral Quality, while AMEL.DE tracks MSCI Emerging Markets Latin America. They also come from different issuers: iShares and Amundi.
Find the right allocation for QDVB.DE and AMEL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer