QDVB.DE vs. D6RQ.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - QDVB.DE tracks the MSCI USA Sector Neutral Quality while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 17.54%/yr for D6RQ.DE. Their correlation of 0.91 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.25%/yr for D6RQ.DE.
Performance
QDVB.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVB.DE achieves a 9.84% return, which is significantly lower than D6RQ.DE's 14.41% 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*
- —
D6RQ.DE
- 1D
- -0.56%
- 1M
- 8.70%
- YTD
- 14.41%
- 6M
- 14.10%
- 1Y
- 33.24%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
QDVB.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.84% | 0.36% | 29.35% | 26.56% | -16.50% | 39.05% | 10.39% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
Correlation
The correlation between QDVB.DE and D6RQ.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.91 |
The correlation between QDVB.DE and D6RQ.DE shifts across timeframes, from 0.81 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVB.DE vs. D6RQ.DE — Risk / Return Rank
QDVB.DE
D6RQ.DE
QDVB.DE vs. D6RQ.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 Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.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 | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.69 | +0.22 |
| Martin ratioReturn relative to average drawdown | 10.33 | 7.85 | +2.48 |
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 | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.23 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.97 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.09 | -0.26 |
Drawdowns
QDVB.DE vs. D6RQ.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than D6RQ.DE's maximum drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and D6RQ.DE.
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Drawdown Indicators
| QDVB.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -27.29% | -5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -12.28% | +5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -27.29% | +4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -27.29% | +4.63% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -5.82% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 4.22% | -2.31% |
Volatility
QDVB.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than D6RQ.DE 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 | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 4.06% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 10.35% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 14.84% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 17.79% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 17.56% | -1.12% |
QDVB.DE vs. D6RQ.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than D6RQ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVB.DE vs. D6RQ.DE - Dividend Comparison
QDVB.DE has not paid dividends to shareholders, while D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVB.DE and D6RQ.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for D6RQ.DE.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: iShares and Deka. Their fees differ too: 0.20% for QDVB.DE and 0.25% for D6RQ.DE.
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