QDVB.DE vs. SXRV.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and SXRV.DE (iShares NASDAQ 100 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 SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 18.67%/yr for SXRV.DE. Their correlation of 0.87 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
QDVB.DE vs. SXRV.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 SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
QDVB.DE vs. SXRV.DE - 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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between QDVB.DE and SXRV.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.87 |
The correlation between QDVB.DE and SXRV.DE has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. SXRV.DE — Risk / Return Rank
QDVB.DE
SXRV.DE
QDVB.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.75 | -0.84 |
| Martin ratioReturn relative to average drawdown | 10.33 | 11.16 | -0.83 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.40 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.93 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.91 | -0.08 |
Drawdowns
QDVB.DE vs. SXRV.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and SXRV.DE.
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Drawdown Indicators
| QDVB.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -32.80% | -0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -10.03% | +3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -26.69% | +4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -31.33% | +8.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -6.56% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.38% | -1.47% |
Volatility
QDVB.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 4.26% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 10.98% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 15.67% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 19.84% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 19.65% | -3.21% |
QDVB.DE vs. SXRV.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
QDVB.DE vs. SXRV.DE - Dividend Comparison
Neither QDVB.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and SXRV.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while SXRV.DE is Nasdaq-100. QDVB.DE tracks MSCI USA Sector Neutral Quality, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for QDVB.DE and 0.36% for SXRV.DE.
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