QDVB.DE vs. UBUT.DE
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE).
QDVB.DE and UBUT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVB.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality. It was launched on Oct 13, 2016. UBUT.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Quality. It was launched on Aug 26, 2015. Both QDVB.DE and UBUT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVB.DE or UBUT.DE.
Key characteristics
| QDVB.DE | UBUT.DE | |
|---|---|---|
| YTD Return | 31.05% | 28.86% |
| 1Y Return | 35.94% | 34.46% |
| 3Y Return (Ann) | 12.01% | 11.72% |
| 5Y Return (Ann) | 15.72% | 17.08% |
| Sharpe Ratio | 2.99 | 2.49 |
| Sortino Ratio | 4.13 | 3.37 |
| Omega Ratio | 1.58 | 1.46 |
| Calmar Ratio | 4.86 | 3.49 |
| Martin Ratio | 19.68 | 12.69 |
| Ulcer Index | 1.87% | 2.78% |
| Daily Std Dev | 12.24% | 14.05% |
| Max Drawdown | -33.26% | -30.47% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between QDVB.DE and UBUT.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QDVB.DE vs. UBUT.DE - Performance Comparison
In the year-to-date period, QDVB.DE achieves a 31.05% return, which is significantly higher than UBUT.DE's 28.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVB.DE vs. UBUT.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than UBUT.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
QDVB.DE vs. UBUT.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.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.
Dividends
QDVB.DE vs. UBUT.DE - Dividend Comparison
Neither QDVB.DE nor UBUT.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.00% | 0.36% | 0.78% | 0.62% | 0.88% | 0.66% | 1.07% | 0.85% | 0.96% |
Drawdowns
QDVB.DE vs. UBUT.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than UBUT.DE's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and UBUT.DE. For additional features, visit the drawdowns tool.
Volatility
QDVB.DE vs. UBUT.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 3.11%, while UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a volatility of 3.60%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than UBUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.