QDVB.DE vs. CHFUSD=X
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) is Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while CHFUSD=X (USD/CHF) is a currency. Over the past 5 years, QDVB.DE returned 12.25%/yr vs 3.53%/yr for CHFUSD=X. At a 0.02 correlation, their price movements are largely independent.
Performance
QDVB.DE vs. CHFUSD=X - Performance Comparison
Loading charts...
Different Trading Currencies
QDVB.DE is traded in EUR, while CHFUSD=X is traded in USD. To make them comparable, the CHFUSD=X values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVB.DE achieves a 10.48% return, which is significantly higher than CHFUSD=X's 1.14% return.
QDVB.DE
- 1D
- -0.69%
- 1M
- 1.28%
- YTD
- 10.48%
- 6M
- 10.79%
- 1Y
- 22.56%
- 3Y*
- 16.85%
- 5Y*
- 12.25%
- 10Y*
- —
CHFUSD=X
- 1D
- 0.23%
- 1M
- -0.71%
- YTD
- 1.14%
- 6M
- 1.00%
- 1Y
- 2.13%
- 3Y*
- 2.04%
- 5Y*
- 3.53%
- 10Y*
- 1.59%
QDVB.DE vs. CHFUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.48% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
CHFUSD=X USD/CHF | 1.14% | 0.97% | -1.18% | 6.54% | 4.77% | 4.29% | 0.41% | 3.81% | 3.79% | -8.29% |
Correlation
The correlation between QDVB.DE and CHFUSD=X is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.02 |
The correlation between QDVB.DE and CHFUSD=X shifts across timeframes, from -0.07 (1 year) to 0.04 (3 years), 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. CHFUSD=X — Risk / Return Rank
QDVB.DE
CHFUSD=X
QDVB.DE vs. CHFUSD=X - 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 USD/CHF (CHFUSD=X). 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 | CHFUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.09 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 0.61 | +2.71 |
| Martin ratioReturn relative to average drawdown | 12.21 | 1.40 | +10.81 |
Loading charts...
Drawdowns
QDVB.DE vs. CHFUSD=X - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, which is greater than CHFUSD=X's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and CHFUSD=X.
Loading charts...
Drawdown Indicators
| QDVB.DE | CHFUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -18.49% | -14.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -2.79% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -6.63% | -16.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -6.63% | -16.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.28% | — |
Current DrawdownCurrent decline from peak | -0.82% | -2.23% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -7.84% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.30% | +0.54% |
Volatility
QDVB.DE vs. CHFUSD=X - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a higher volatility of 2.49% compared to USD/CHF (CHFUSD=X) at 0.88%. This indicates that QDVB.DE's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVB.DE | CHFUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 0.88% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 2.67% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 3.47% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 5.42% | +10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 4.96% | +13.00% |
Frequently Asked Questions
QDVB.DE and CHFUSD=X have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for QDVB.DE and CHFUSD=X
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