QDVB.DE vs. FTGU.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - QDVB.DE tracks the MSCI USA Sector Neutral Quality while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.04%/yr vs 11.49%/yr for FTGU.DE. Their correlation of 0.86 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.65%/yr for FTGU.DE.
Performance
QDVB.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVB.DE achieves a 13.00% return, which is significantly lower than FTGU.DE's 16.48% return.
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
QDVB.DE vs. FTGU.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 | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 6.18% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 29.47% | -6.78% | 7.36% |
Correlation
The correlation between QDVB.DE and FTGU.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.86 |
The correlation between QDVB.DE and FTGU.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. FTGU.DE — Risk / Return Rank
QDVB.DE
FTGU.DE
QDVB.DE vs. FTGU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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.
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 | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 7.52 | -4.22 |
| Martin ratioReturn relative to average drawdown | 12.09 | 19.59 | -7.50 |
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Drawdowns
QDVB.DE vs. FTGU.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and FTGU.DE.
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Drawdown Indicators
| QDVB.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -99.98% | +66.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -3.70% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -24.38% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -24.38% | +1.69% |
Current DrawdownCurrent decline from peak | -0.61% | -3.21% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -5.12% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.42% | +0.43% |
Volatility
QDVB.DE vs. FTGU.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.79%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.76%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than FTGU.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 | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.76% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 8.22% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 12.21% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 15.48% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 132,531.53% | -132,513.60% |
QDVB.DE vs. FTGU.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
QDVB.DE vs. FTGU.DE - Dividend Comparison
Neither QDVB.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and FTGU.DE have a correlation of 0.78, 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 0.65% for FTGU.DE.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for QDVB.DE and 0.65% for FTGU.DE.
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