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 12.96%/yr vs 3.57%/yr for CHFUSD=X. At a 0.03 correlation, their price movements are largely independent.
Performance
QDVB.DE vs. CHFUSD=X - Performance Comparison
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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%
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 | 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.
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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.
| QDVB.DE | CHFUSD=X | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVB.DE | CHFUSD=X | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| QDVB.DE | CHFUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -1.93% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -7.84% | +2.87% |
Ulcer IndexDepth 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.
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Volatility by Period
| QDVB.DE | CHFUSD=X | Difference | |
|---|---|---|---|
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.
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