QDVB.DE vs. LCUS.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and LCUS.DE (Lyxor Core US Equity (DR) UCITS ETF - Dist) are both Large Cap Blend Equities funds - QDVB.DE tracks the MSCI USA Sector Neutral Quality while LCUS.DE tracks the Russell 1000 TR USD. Both are passively managed. Their correlation of 0.88 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.04%/yr for LCUS.DE.
Performance
QDVB.DE vs. LCUS.DE - Performance Comparison
Loading charts...
Returns By Period
QDVB.DE
- 1D
- 0.72%
- 1M
- 5.60%
- YTD
- 9.84%
- 6M
- 9.96%
- 1Y
- 19.74%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
LCUS.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVB.DE vs. LCUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -2.68% |
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 3.40% | 32.87% | 22.96% | -15.87% | 37.82% | 9.09% | 34.14% | -0.91% |
Correlation
The correlation between QDVB.DE and LCUS.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.88 |
The correlation between QDVB.DE and LCUS.DE shifts across timeframes, from 0.65 (3 years) to 0.88 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVB.DE vs. LCUS.DE — Risk / Return Rank
QDVB.DE
LCUS.DE
QDVB.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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 | LCUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | — | — |
| Martin ratioReturn relative to average drawdown | 10.33 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVB.DE | LCUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | — | — |
Drawdowns
QDVB.DE vs. LCUS.DE - Drawdown Comparison
Loading charts...
Drawdown Indicators
| QDVB.DE | LCUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -4.97% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | — | — |
Volatility
QDVB.DE vs. LCUS.DE - Volatility Comparison
Loading charts...
Volatility by Period
| QDVB.DE | LCUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | — | — |
QDVB.DE vs. LCUS.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is higher than LCUS.DE's 0.04% expense ratio. However, 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. LCUS.DE - Dividend Comparison
Neither QDVB.DE nor LCUS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 0.00% | 0.84% | 0.78% | 2.27% | 1.12% | 1.52% | 1.10% | 1.30% |
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% |
Frequently Asked Questions
QDVB.DE and LCUS.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for QDVB.DE.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for QDVB.DE and 0.04% for LCUS.DE.
Find the right allocation for QDVB.DE and LCUS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer