QDVB.DE vs. NQSE.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 14.91%/yr for NQSE.DE. A 0.77 correlation means they provide meaningful diversification when combined. QDVB.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVB.DE vs. NQSE.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 lower than NQSE.DE's 17.82% 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*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVB.DE vs. NQSE.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% | -12.66% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between QDVB.DE and NQSE.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 | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.77 |
The correlation between QDVB.DE and NQSE.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. NQSE.DE — Risk / Return Rank
QDVB.DE
NQSE.DE
QDVB.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.08 | -0.16 |
| Martin ratioReturn relative to average drawdown | 10.33 | 10.77 | -0.44 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.28 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.71 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.82 | +0.01 |
Drawdowns
QDVB.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and NQSE.DE.
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Drawdown Indicators
| QDVB.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -37.67% | +4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -11.87% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -22.40% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -37.67% | +15.01% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -8.56% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.40% | -1.49% |
Volatility
QDVB.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 4.75% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 11.99% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 16.05% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 20.91% | -5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 21.54% | -5.10% |
QDVB.DE vs. NQSE.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVB.DE vs. NQSE.DE - Dividend Comparison
Neither QDVB.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and NQSE.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 0.33% for NQSE.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while NQSE.DE is Nasdaq-100. QDVB.DE tracks MSCI USA Sector Neutral Quality, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for QDVB.DE and 0.33% for NQSE.DE.
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