QDVB.DE vs. SWDA.L
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and SWDA.L (iShares Core MSCI World 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 SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.80%/yr vs 12.15%/yr for SWDA.L. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVB.DE vs. SWDA.L - Performance Comparison
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Different Trading Currencies
QDVB.DE is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.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 10.27% return, which is significantly higher than SWDA.L's 8.47% 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*
- —
SWDA.L
- 1D
- 0.00%
- 1M
- 0.50%
- YTD
- 8.47%
- 6M
- 9.63%
- 1Y
- 21.46%
- 3Y*
- 16.16%
- 5Y*
- 12.15%
- 10Y*
- 12.81%
QDVB.DE vs. SWDA.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 | 10.27% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.01% | 6.76% | 26.95% | 20.08% | -13.06% | 31.68% | 6.15% | 30.86% | -4.97% | 7.38% |
Correlation
The correlation between QDVB.DE and SWDA.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.87 |
The correlation between QDVB.DE and SWDA.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. SWDA.L — Risk / Return Rank
QDVB.DE
SWDA.L
QDVB.DE vs. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
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 | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.27 | -0.16 |
| Martin ratioReturn relative to average drawdown | 11.39 | 13.21 | -1.82 |
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Drawdowns
QDVB.DE vs. SWDA.L - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.25%, smaller than the maximum SWDA.L drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and SWDA.L.
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Drawdown Indicators
| QDVB.DE | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -41.36% | +8.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -6.53% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -20.55% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.69% | -20.55% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.00% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.61% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -8.78% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.62% | +0.23% |
Volatility
QDVB.DE vs. SWDA.L - Volatility Comparison
iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 2.49% and 2.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVB.DE | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.47% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 7.74% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 11.00% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 14.09% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 15.24% | +2.75% |
QDVB.DE vs. SWDA.L - Expense Ratio Comparison
Both QDVB.DE and SWDA.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. SWDA.L - Dividend Comparison
Neither QDVB.DE nor SWDA.L has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and SWDA.L have a correlation of 0.86, 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 SWDA.L have the same expense ratio: 0.20% per year.
QDVB.DE is categorized as Large Cap Blend Equities, while SWDA.L is Global Equities. QDVB.DE tracks MSCI USA Sector Neutral Quality, while SWDA.L tracks MSCI World Index.
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