QDVB.DE vs. IS3Q.DE
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE).
QDVB.DE and IS3Q.DE 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. IS3Q.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Sector Neutral Quality. It was launched on Oct 3, 2014. Both QDVB.DE and IS3Q.DE 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 IS3Q.DE.
Key characteristics
| QDVB.DE | IS3Q.DE | |
|---|---|---|
| YTD Return | 31.05% | 25.22% |
| 1Y Return | 35.94% | 30.59% |
| 3Y Return (Ann) | 12.01% | 9.48% |
| 5Y Return (Ann) | 15.72% | 13.32% |
| Sharpe Ratio | 2.99 | 2.73 |
| Sortino Ratio | 4.13 | 3.72 |
| Omega Ratio | 1.58 | 1.54 |
| Calmar Ratio | 4.86 | 3.89 |
| Martin Ratio | 19.68 | 16.91 |
| Ulcer Index | 1.87% | 1.83% |
| Daily Std Dev | 12.24% | 11.28% |
| Max Drawdown | -33.26% | -32.31% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between QDVB.DE and IS3Q.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QDVB.DE vs. IS3Q.DE - Performance Comparison
In the year-to-date period, QDVB.DE achieves a 31.05% return, which is significantly higher than IS3Q.DE's 25.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QDVB.DE vs. IS3Q.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Risk-Adjusted Performance
QDVB.DE vs. IS3Q.DE - 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 iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
Dividends
QDVB.DE vs. IS3Q.DE - Dividend Comparison
Neither QDVB.DE nor IS3Q.DE has paid dividends to shareholders.
Drawdowns
QDVB.DE vs. IS3Q.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and IS3Q.DE. For additional features, visit the drawdowns tool.
Volatility
QDVB.DE vs. IS3Q.DE - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a higher volatility of 3.11% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.72%. This indicates that QDVB.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.