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 12.04%/yr vs 3.30%/yr for CHFUSD=X. At a 0.02 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 13.00% return, which is significantly higher than CHFUSD=X's 0.84% return.
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
CHFUSD=X
- 1D
- 0.07%
- 1M
- -0.26%
- 6M
- 0.91%
- YTD
- 0.84%
- 1Y
- 0.85%
- 3Y*
- 1.59%
- 5Y*
- 3.30%
- 10Y*
- 1.63%
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 | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
CHFUSD=X USD/CHF | 0.84% | 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 -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.02 |
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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.
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 | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.04 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 0.23 | +3.07 |
| Martin ratioReturn relative to average drawdown | 12.09 | 0.51 | +11.58 |
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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.
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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% | -2.95% | -3.82% |
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 | -0.61% | -2.52% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -7.84% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.45% | +0.40% |
Volatility
QDVB.DE vs. CHFUSD=X - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a higher volatility of 2.79% 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.
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Volatility by Period
| QDVB.DE | CHFUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 0.88% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 2.64% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 3.45% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 5.40% | +10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 4.94% | +12.99% |
Frequently Asked Questions
QDVB.DE and CHFUSD=X have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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