QDVB.DE vs. DGRW
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.25%/yr vs 12.79%/yr for DGRW. A 0.57 correlation means they provide meaningful diversification when combined. QDVB.DE charges 0.20%/yr vs 0.28%/yr for DGRW.
Performance
QDVB.DE vs. DGRW - Performance Comparison
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Different Trading Currencies
QDVB.DE is traded in EUR, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with QDVB.DE having a 10.48% return and DGRW slightly lower at 9.99%.
QDVB.DE
- 1D
- -0.69%
- 1M
- 1.28%
- YTD
- 10.48%
- 6M
- 10.79%
- 1Y
- 22.56%
- 3Y*
- 16.85%
- 5Y*
- 12.25%
- 10Y*
- —
DGRW
- 1D
- 0.05%
- 1M
- 0.68%
- YTD
- 9.99%
- 6M
- 9.15%
- 1Y
- 19.33%
- 3Y*
- 13.54%
- 5Y*
- 12.79%
- 10Y*
- 14.01%
QDVB.DE vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.48% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 9.99% | -1.14% | 24.71% | 15.10% | -0.53% | 33.77% | 4.48% | 32.47% | -0.94% | 11.30% |
Correlation
The correlation between QDVB.DE and DGRW is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.57 |
The correlation between QDVB.DE and DGRW has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. DGRW — Risk / Return Rank
QDVB.DE
DGRW
QDVB.DE vs. DGRW - 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 WisdomTree U.S. Quality 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.
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 | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.15 | +0.17 |
| Martin ratioReturn relative to average drawdown | 12.21 | 12.51 | -0.30 |
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Drawdowns
QDVB.DE vs. DGRW - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, which is greater than DGRW's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and DGRW.
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Drawdown Indicators
| QDVB.DE | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -31.38% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -6.16% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -20.78% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -20.78% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.38% | — |
Current DrawdownCurrent decline from peak | -0.82% | -1.03% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -3.71% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.55% | +0.29% |
Volatility
QDVB.DE vs. DGRW - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.49%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 2.81%. 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.
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Volatility by Period
| QDVB.DE | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.81% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 7.88% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 10.46% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 14.24% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 16.98% | +0.98% |
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.
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 1.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.29% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
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% |
Frequently Asked Questions
QDVB.DE and DGRW have a correlation of 0.58, 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 0.28% for DGRW.
QDVB.DE is categorized as Large Cap Blend Equities, while DGRW is Dividend. QDVB.DE tracks MSCI USA Sector Neutral Quality, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for QDVB.DE and 0.28% for DGRW.
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