QDVB.DE vs. SXRS.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 12.06%/yr for SXRS.DE. At a 0.24 correlation, their price movements are largely independent. QDVB.DE charges 0.20%/yr vs 0.19%/yr for SXRS.DE.
Performance
QDVB.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVB.DE achieves a 9.84% return, which is significantly lower than SXRS.DE's 23.84% return.
QDVB.DE
- 1D
- 0.72%
- 1M
- 5.60%
- YTD
- 9.84%
- 6M
- 9.96%
- 1Y
- 19.74%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
SXRS.DE
- 1D
- -1.56%
- 1M
- -3.05%
- YTD
- 23.84%
- 6M
- 24.41%
- 1Y
- 35.20%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
QDVB.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 1.73% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between QDVB.DE and SXRS.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.24 |
The correlation between QDVB.DE and SXRS.DE shifts across timeframes, from -0.06 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVB.DE vs. SXRS.DE — Risk / Return Rank
QDVB.DE
SXRS.DE
QDVB.DE vs. SXRS.DE - 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 Diversified Commodity Swap UCITS ETF (SXRS.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.
| QDVB.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 4.00 | -1.09 |
| Martin ratioReturn relative to average drawdown | 10.33 | 8.95 | +1.38 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.87 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.70 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.53 | +0.29 |
Drawdowns
QDVB.DE vs. SXRS.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and SXRS.DE.
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Drawdown Indicators
| QDVB.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -27.64% | -5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -8.75% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -16.03% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -27.56% | +4.90% |
Current DrawdownCurrent decline from peak | 0.00% | -4.99% | +4.99% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -13.12% | +8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.92% | -2.01% |
Volatility
QDVB.DE vs. SXRS.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.DE 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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 5.76% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 16.67% | -9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 18.76% | -7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 17.13% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 15.85% | +0.59% |
QDVB.DE vs. SXRS.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is higher than SXRS.DE's 0.19% 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. SXRS.DE - Dividend Comparison
Neither QDVB.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and SXRS.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for QDVB.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while SXRS.DE is Commodities. QDVB.DE tracks MSCI USA Sector Neutral Quality, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.20% for QDVB.DE and 0.19% for SXRS.DE.
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