QDVB.DE vs. MVEA.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds from iShares - QDVB.DE tracks the MSCI USA Sector Neutral Quality while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 6.87%/yr for MVEA.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVB.DE vs. MVEA.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 higher than MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
QDVB.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.84% | 0.36% | 29.35% | 26.56% | -16.50% | 39.05% | 16.68% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between QDVB.DE and MVEA.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.82 |
Over the past year, the correlation between QDVB.DE and MVEA.DE has dropped to 0.60 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
QDVB.DE vs. MVEA.DE — Risk / Return Rank
QDVB.DE
MVEA.DE
QDVB.DE vs. MVEA.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 USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.02 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.17 | +2.75 |
| Martin ratioReturn relative to average drawdown | 10.33 | 0.35 | +9.98 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.09 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.55 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.66 | +0.16 |
Drawdowns
QDVB.DE vs. MVEA.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and MVEA.DE.
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Drawdown Indicators
| QDVB.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -17.47% | -15.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -4.92% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -17.47% | -5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -17.47% | -5.19% |
Current DrawdownCurrent decline from peak | 0.00% | -10.27% | +10.27% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -5.38% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.39% | -0.48% |
Volatility
QDVB.DE vs. MVEA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) has a volatility of 2.72%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 2.72% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 5.90% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 8.97% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 12.27% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 12.79% | +3.65% |
QDVB.DE vs. MVEA.DE - Expense Ratio Comparison
Both QDVB.DE and MVEA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QDVB.DE vs. MVEA.DE - Dividend Comparison
Neither QDVB.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and MVEA.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE and MVEA.DE have the same expense ratio: 0.20% per year.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while MVEA.DE tracks Russell 1000 TR USD.
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