QDVB.DE vs. DBZB.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and DBZB.DE (Xtrackers II Global Government Bond UCITS ETF EUR Hedged) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while DBZB.DE is a Global Bonds fund tracking the FTSE World Government Bond - Developed Markets (EUR Hedged). Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs -2.54%/yr for DBZB.DE. At a correlation of -0.06, they often move in opposite directions. QDVB.DE charges 0.20%/yr vs 0.25%/yr for DBZB.DE.
Performance
QDVB.DE vs. DBZB.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 higher than DBZB.DE's -0.71% 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*
- —
DBZB.DE
- 1D
- 0.15%
- 1M
- 0.28%
- YTD
- -0.71%
- 6M
- -1.15%
- 1Y
- -0.05%
- 3Y*
- 0.76%
- 5Y*
- -2.54%
- 10Y*
- -0.99%
QDVB.DE vs. DBZB.DE - 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% |
DBZB.DE Xtrackers II Global Government Bond UCITS ETF EUR Hedged | -0.71% | 1.28% | -0.41% | 3.56% | -15.11% | -3.19% | 4.16% | 4.55% | -0.36% | -0.12% |
Correlation
The correlation between QDVB.DE and DBZB.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | -0.06 |
The correlation between QDVB.DE and DBZB.DE shifts across timeframes, from -0.06 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVB.DE vs. DBZB.DE — Risk / Return Rank
QDVB.DE
DBZB.DE
QDVB.DE vs. DBZB.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 Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.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 | DBZB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | -0.01 | +2.93 |
| Martin ratioReturn relative to average drawdown | 10.33 | -0.04 | +10.37 |
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 | DBZB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | -0.01 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | -0.47 | +1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.22 | +0.60 |
Drawdowns
QDVB.DE vs. DBZB.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than DBZB.DE's maximum drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and DBZB.DE.
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Drawdown Indicators
| QDVB.DE | DBZB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -21.88% | -11.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -3.52% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -5.14% | -17.52% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -19.51% | -3.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.88% | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.44% | +16.44% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -5.97% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.26% | +0.65% |
Volatility
QDVB.DE vs. DBZB.DE - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a higher volatility of 2.46% compared to Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) at 1.48%. This indicates that QDVB.DE's price experiences larger fluctuations and is considered to be riskier than DBZB.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 | DBZB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 1.48% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 3.06% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 3.86% | +7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 5.37% | +10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 4.74% | +11.70% |
QDVB.DE vs. DBZB.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than DBZB.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. DBZB.DE - Dividend Comparison
Neither QDVB.DE nor DBZB.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and DBZB.DE have a correlation of 0.17, 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 DBZB.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while DBZB.DE is Global Bonds. QDVB.DE tracks MSCI USA Sector Neutral Quality, while DBZB.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for QDVB.DE and 0.25% for DBZB.DE.
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