PortfoliosLab logoPortfoliosLab logo
QDVB.DE vs. CHFUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

QDVB.DE vs. CHFUSD=X - 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 USD/CHF (CHFUSD=X). The values are adjusted to include any dividend payments, if applicable.

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 9.84% return, which is significantly higher than CHFUSD=X's 1.44% return.


QDVB.DE

1D
0.72%
1M
4.83%
YTD
9.84%
6M
9.30%
1Y
19.63%
3Y*
16.51%
5Y*
12.96%
10Y*

CHFUSD=X

1D
-0.12%
1M
-0.32%
YTD
1.44%
6M
2.06%
1Y
2.38%
3Y*
1.90%
5Y*
3.57%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVB.DE vs. CHFUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CHFUSD=X
USD/CHF
1.44%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 -0.06, 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

-0.06

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 25, 2016

0.03

The correlation between QDVB.DE and CHFUSD=X shifts across timeframes, from -0.06 (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

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

CHFUSD=X
CHFUSD=X Risk / Return Rank: 6666
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 6666
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 6565
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 6868
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 6868
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. 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.


QDVB.DECHFUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.33

1.09

+0.24

Calmar ratioReturn relative to maximum drawdown

2.92

0.69

+2.22

Martin ratioReturn relative to average drawdown

10.33

1.75

+8.57

QDVB.DE vs. CHFUSD=X - Sharpe Ratio Comparison

The current QDVB.DE Sharpe Ratio is 1.77, which is higher than the CHFUSD=X Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of QDVB.DE and CHFUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QDVB.DECHFUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.52

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.59

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.36

+0.47

Drawdowns

QDVB.DE vs. CHFUSD=X - Drawdown Comparison

The maximum QDVB.DE drawdown since its inception was -33.26%, 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.DECHFUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-18.49%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

-2.76%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-22.66%

-6.63%

-16.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

-6.63%

-16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-11.28%

Current Drawdown

Current decline from peak

0.00%

-1.93%

+1.93%

Average Drawdown

Average peak-to-trough decline

-4.97%

-7.84%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.15%

+0.76%

Volatility

QDVB.DE vs. CHFUSD=X - Volatility Comparison

iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a higher volatility of 2.46% compared to USD/CHF (CHFUSD=X) at 0.91%. 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.DECHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

0.91%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

2.83%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

3.69%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

5.42%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

5.02%

+11.42%

Frequently Asked Questions


QDVB.DE and CHFUSD=X have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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