QDVB.DE vs. QDVA.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.80%/yr vs 15.30%/yr for QDVA.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVB.DE vs. QDVA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVB.DE achieves a 10.27% return, which is significantly lower than QDVA.DE's 31.46% 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*
- —
QDVA.DE
- 1D
- 3.87%
- 1M
- 8.17%
- YTD
- 31.46%
- 6M
- 34.06%
- 1Y
- 41.31%
- 3Y*
- 28.53%
- 5Y*
- 15.30%
- 10Y*
- —
QDVB.DE vs. QDVA.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% |
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 31.46% | 5.15% | 39.98% | 5.96% | -13.64% | 22.86% | 17.47% | 31.11% | 1.04% | 20.37% |
Correlation
The correlation between QDVB.DE and QDVA.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.81 |
The correlation between QDVB.DE and QDVA.DE shifts across timeframes, from 0.70 (1 year) to 0.83 (3 years), 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. QDVA.DE — Risk / Return Rank
QDVB.DE
QDVA.DE
QDVB.DE vs. QDVA.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 Momentum Factor UCITS ETF (QDVA.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 | QDVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 4.33 | -1.22 |
| Martin ratioReturn relative to average drawdown | 11.39 | 13.88 | -2.49 |
Loading charts...
Drawdowns
QDVB.DE vs. QDVA.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, roughly equal to the maximum QDVA.DE drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and QDVA.DE.
Loading charts...
Drawdown Indicators
| QDVB.DE | QDVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -33.33% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -9.50% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -25.56% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -25.56% | +2.87% |
Current DrawdownCurrent decline from peak | 0.00% | -1.01% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -6.95% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.97% | -1.12% |
Volatility
QDVB.DE vs. QDVA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.49%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a volatility of 8.61%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than QDVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVB.DE | QDVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 8.61% | -6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 16.57% | -9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 19.56% | -8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 19.26% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 19.34% | -1.35% |
QDVB.DE vs. QDVA.DE - Expense Ratio Comparison
Both QDVB.DE and QDVA.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. QDVA.DE - Dividend Comparison
Neither QDVB.DE nor QDVA.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and QDVA.DE have a correlation of 0.70, 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 QDVA.DE have the same expense ratio: 0.20% per year.
QDVB.DE is categorized as Large Cap Blend Equities, while QDVA.DE is Momentum. QDVB.DE tracks MSCI USA Sector Neutral Quality, while QDVA.DE tracks MSCI USA Momentum Index.
Find the right allocation for QDVB.DE and QDVA.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