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QDVB.DE vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVB.DE vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVB.DE vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVB.DE
QDVB.DE Risk / Return Rank: 6868
Overall Rank
QDVB.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 6767
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 6969
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 8484
Overall Rank
SWDA.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8585
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESWDA.LDifference
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

QDVB.DE vs. SWDA.L - Sharpe Ratio Comparison

The current QDVB.DE Sharpe Ratio is 1.89, which is comparable to the SWDA.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of QDVB.DE and SWDA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DESWDA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-2.61%

+2.61%

Average Drawdown

Average peak-to-trough decline

-5.04%

-8.78%

+3.74%

Ulcer Index

Depth 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.DESWDA.LDifference

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.


Tickers have no history of dividend payments

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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