QDVB.DE vs. SCHG
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.80%/yr vs 15.37%/yr for SCHG. A 0.55 correlation means they provide meaningful diversification when combined. QDVB.DE charges 0.20%/yr vs 0.04%/yr for SCHG.
Performance
QDVB.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
QDVB.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVB.DE achieves a 10.27% return, which is significantly higher than SCHG's 4.16% 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*
- —
SCHG
- 1D
- 0.20%
- 1M
- -1.39%
- YTD
- 4.16%
- 6M
- 4.48%
- 1Y
- 18.91%
- 3Y*
- 19.86%
- 5Y*
- 15.37%
- 10Y*
- 18.12%
QDVB.DE vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.16% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between QDVB.DE and SCHG is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.55 |
The correlation between QDVB.DE and SCHG has been stable across timeframes, ranging from 0.55 to 0.58 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. SCHG — Risk / Return Rank
QDVB.DE
SCHG
QDVB.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.21 | +1.89 |
| Martin ratioReturn relative to average drawdown | 11.39 | 3.49 | +7.90 |
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Drawdowns
QDVB.DE vs. SCHG - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, roughly equal to the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and SCHG.
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Drawdown Indicators
| QDVB.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -31.88% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -15.64% | +8.87% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -28.18% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -30.34% | +7.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.88% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.79% | +4.79% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.23% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 5.44% | -3.59% |
Volatility
QDVB.DE vs. SCHG - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.49%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.39%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than SCHG 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 | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 4.39% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 11.58% | -4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 16.05% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 22.01% | -6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 21.88% | -3.89% |
QDVB.DE vs. SCHG - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is higher than SCHG'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. SCHG - Dividend Comparison
QDVB.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
QDVB.DE and SCHG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.20% for QDVB.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while SCHG is Large Cap Growth Equities. QDVB.DE tracks MSCI USA Sector Neutral Quality, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.20% for QDVB.DE and 0.04% for SCHG.
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