QDVB.DE vs. DGRW
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW).
QDVB.DE and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVB.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality. It was launched on Oct 13, 2016. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both QDVB.DE and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVB.DE or DGRW.
Key characteristics
| QDVB.DE | DGRW | |
|---|---|---|
| YTD Return | 31.05% | 22.00% |
| 1Y Return | 35.94% | 29.39% |
| 3Y Return (Ann) | 12.01% | 12.13% |
| 5Y Return (Ann) | 15.72% | 14.57% |
| Sharpe Ratio | 2.99 | 2.98 |
| Sortino Ratio | 4.13 | 4.14 |
| Omega Ratio | 1.58 | 1.56 |
| Calmar Ratio | 4.86 | 5.06 |
| Martin Ratio | 19.68 | 19.22 |
| Ulcer Index | 1.87% | 1.65% |
| Daily Std Dev | 12.24% | 10.63% |
| Max Drawdown | -33.26% | -32.04% |
| Current Drawdown | 0.00% | -1.12% |
Correlation
The correlation between QDVB.DE and DGRW is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QDVB.DE vs. DGRW - Performance Comparison
In the year-to-date period, QDVB.DE achieves a 31.05% return, which is significantly higher than DGRW's 22.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVB.DE vs. DGRW - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
QDVB.DE vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
QDVB.DE vs. DGRW - Dividend Comparison
QDVB.DE has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.50%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
QDVB.DE vs. DGRW - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and DGRW. For additional features, visit the drawdowns tool.
Volatility
QDVB.DE vs. DGRW - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 3.11%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 3.41%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.