QDVB.DE vs. QDVR.DE
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE).
QDVB.DE and QDVR.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVB.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality. It was launched on Oct 13, 2016. QDVR.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA SRI Select Reduced Fossil Fuels. It was launched on Jul 11, 2016. Both QDVB.DE and QDVR.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVB.DE or QDVR.DE.
Key characteristics
| QDVB.DE | QDVR.DE | |
|---|---|---|
| YTD Return | 31.05% | 22.66% |
| 1Y Return | 35.94% | 30.91% |
| 3Y Return (Ann) | 12.01% | 9.62% |
| 5Y Return (Ann) | 15.72% | 15.98% |
| Sharpe Ratio | 2.99 | 2.55 |
| Sortino Ratio | 4.13 | 3.45 |
| Omega Ratio | 1.58 | 1.52 |
| Calmar Ratio | 4.86 | 3.63 |
| Martin Ratio | 19.68 | 13.50 |
| Ulcer Index | 1.87% | 2.28% |
| Daily Std Dev | 12.24% | 12.07% |
| Max Drawdown | -33.26% | -32.87% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between QDVB.DE and QDVR.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QDVB.DE vs. QDVR.DE - Performance Comparison
In the year-to-date period, QDVB.DE achieves a 31.05% return, which is significantly higher than QDVR.DE's 22.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVB.DE vs. QDVR.DE - Expense Ratio Comparison
Both QDVB.DE and QDVR.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%.
Risk-Adjusted Performance
QDVB.DE vs. QDVR.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
Dividends
QDVB.DE vs. QDVR.DE - Dividend Comparison
Neither QDVB.DE nor QDVR.DE has paid dividends to shareholders.
Drawdowns
QDVB.DE vs. QDVR.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and QDVR.DE. For additional features, visit the drawdowns tool.
Volatility
QDVB.DE vs. QDVR.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 3.11%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.78%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.