QDVB.DE vs. FLXU.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - QDVB.DE tracks the MSCI USA Sector Neutral Quality while FLXU.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 13.12%/yr for FLXU.DE. Their correlation of 0.91 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.25%/yr for FLXU.DE.
Performance
QDVB.DE vs. FLXU.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 FLXU.DE's 12.87% 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*
- —
FLXU.DE
- 1D
- -0.15%
- 1M
- 4.95%
- YTD
- 12.87%
- 6M
- 12.95%
- 1Y
- 27.17%
- 3Y*
- 15.56%
- 5Y*
- 13.12%
- 10Y*
- —
QDVB.DE vs. FLXU.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% | 11.88% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 12.87% | 8.49% | 16.79% | 11.05% | -3.81% | 38.42% | -0.68% | 31.79% | 1.30% | 11.68% |
Correlation
The correlation between QDVB.DE and FLXU.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2017 | 0.91 |
The correlation between QDVB.DE and FLXU.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. FLXU.DE — Risk / Return Rank
QDVB.DE
FLXU.DE
QDVB.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 4.70 | -1.78 |
| Martin ratioReturn relative to average drawdown | 10.33 | 17.09 | -6.76 |
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 | FLXU.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 | 0.94 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.90 | -0.07 |
Drawdowns
QDVB.DE vs. FLXU.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and FLXU.DE.
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Drawdown Indicators
| QDVB.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -32.92% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -5.76% | -0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -23.04% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -23.04% | +0.38% |
Current DrawdownCurrent decline from peak | 0.00% | -0.15% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -3.92% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.59% | +0.32% |
Volatility
QDVB.DE vs. FLXU.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 3.43%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 3.43% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 8.59% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 12.12% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 13.86% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 15.48% | +0.96% |
QDVB.DE vs. FLXU.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than FLXU.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. FLXU.DE - Dividend Comparison
Neither QDVB.DE nor FLXU.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and FLXU.DE have a correlation of 0.87, 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 FLXU.DE.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.20% for QDVB.DE and 0.25% for FLXU.DE.
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