QDVB.DE vs. SGIL.L
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while SGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs -1.41%/yr for SGIL.L. At a 0.11 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
QDVB.DE vs. SGIL.L - Performance Comparison
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Different Trading Currencies
QDVB.DE is traded in EUR, while SGIL.L is traded in GBP. To make them comparable, the SGIL.L 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 9.84% return, which is significantly higher than SGIL.L's 2.12% return.
QDVB.DE
- 1D
- 0.72%
- 1M
- 4.51%
- YTD
- 9.84%
- 6M
- 9.30%
- 1Y
- 19.27%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
SGIL.L
- 1D
- 0.02%
- 1M
- 0.67%
- YTD
- 2.12%
- 6M
- 1.83%
- 1Y
- 2.23%
- 3Y*
- 0.59%
- 5Y*
- -1.41%
- 10Y*
- 0.76%
QDVB.DE vs. SGIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -2.65% | 7.18% |
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 2.12% | -4.13% | 3.32% | 1.51% | -17.06% | 10.99% | 2.53% | 11.18% | 0.31% | -5.26% |
Correlation
The correlation between QDVB.DE and SGIL.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.11 |
The correlation between QDVB.DE and SGIL.L shifts across timeframes, from 0.11 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QDVB.DE vs. SGIL.L — Risk / Return Rank
QDVB.DE
SGIL.L
QDVB.DE vs. SGIL.L - 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 Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L). 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 | SGIL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.07 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.87 | +2.05 |
| Martin ratioReturn relative to average drawdown | 10.33 | 1.59 | +8.74 |
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 | SGIL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.42 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | -0.16 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.36 | +0.47 |
Drawdowns
QDVB.DE vs. SGIL.L - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than SGIL.L's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and SGIL.L.
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Drawdown Indicators
| QDVB.DE | SGIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -22.48% | -10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -2.55% | -4.19% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -8.66% | -14.00% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -22.48% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.48% | — |
Current DrawdownCurrent decline from peak | 0.00% | -17.48% | +17.48% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -7.17% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.40% | +0.51% |
Volatility
QDVB.DE vs. SGIL.L - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a higher volatility of 2.46% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) at 1.13%. This indicates that QDVB.DE's price experiences larger fluctuations and is considered to be riskier than SGIL.L 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 | SGIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 1.13% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 3.62% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 5.35% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 8.91% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 8.57% | +7.87% |
QDVB.DE vs. SGIL.L - Expense Ratio Comparison
Both QDVB.DE and SGIL.L 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. SGIL.L - Dividend Comparison
Neither QDVB.DE nor SGIL.L has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and SGIL.L have a correlation of 0.21, 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 SGIL.L have the same expense ratio: 0.20% per year.
QDVB.DE is categorized as Large Cap Blend Equities, while SGIL.L is Inflation-Protected Bonds. QDVB.DE tracks MSCI USA Sector Neutral Quality, while SGIL.L tracks Bloomberg Gbl Infl Linked TR USD.
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