QDVB.DE vs. IS3R.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.80%/yr vs 14.78%/yr for IS3R.DE. Their correlation of 0.83 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.25%/yr for IS3R.DE.
Performance
QDVB.DE vs. IS3R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVB.DE achieves a 10.27% return, which is significantly lower than IS3R.DE's 23.73% return.
QDVB.DE
- 1D
- 1.09%
- 1M
- 4.71%
- YTD
- 10.27%
- 6M
- 10.89%
- 1Y
- 21.11%
- 3Y*
- 16.38%
- 5Y*
- 12.80%
- 10Y*
- —
IS3R.DE
- 1D
- 3.45%
- 1M
- 5.00%
- YTD
- 23.73%
- 6M
- 26.24%
- 1Y
- 35.20%
- 3Y*
- 25.94%
- 5Y*
- 14.78%
- 10Y*
- 15.43%
QDVB.DE vs. IS3R.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 | 10.27% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 23.73% | 8.37% | 37.95% | 8.09% | -13.60% | 24.52% | 16.42% | 31.46% | 0.29% | 16.07% |
Correlation
The correlation between QDVB.DE and IS3R.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.83 |
The correlation between QDVB.DE and IS3R.DE shifts across timeframes, from 0.69 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVB.DE vs. IS3R.DE — Risk / Return Rank
QDVB.DE
IS3R.DE
QDVB.DE vs. IS3R.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 iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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 | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.89 | -0.78 |
| Martin ratioReturn relative to average drawdown | 11.39 | 14.75 | -3.36 |
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Drawdowns
QDVB.DE vs. IS3R.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, which is greater than IS3R.DE's maximum drawdown of -30.76%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and IS3R.DE.
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Drawdown Indicators
| QDVB.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -30.76% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -9.01% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -23.57% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -23.57% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.76% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.02% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -7.19% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.38% | -0.53% |
Volatility
QDVB.DE vs. IS3R.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.49%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 6.79%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than IS3R.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 | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 6.79% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 15.14% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 17.72% | -6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 17.47% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 18.09% | -0.10% |
QDVB.DE vs. IS3R.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than IS3R.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. IS3R.DE - Dividend Comparison
Neither QDVB.DE nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and IS3R.DE have a correlation of 0.69, 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 IS3R.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while IS3R.DE is Momentum. QDVB.DE tracks MSCI USA Sector Neutral Quality, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.20% for QDVB.DE and 0.25% for IS3R.DE.
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