QDVB.DE vs. USCP.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - QDVB.DE tracks the MSCI USA Sector Neutral Quality while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 9.75%/yr for USCP.DE. Their correlation of 0.90 suggests significant overlap in exposure. QDVB.DE charges 0.20%/yr vs 0.65%/yr for USCP.DE.
Performance
QDVB.DE vs. USCP.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 higher than USCP.DE's 1.13% 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*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
QDVB.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
Correlation
The correlation between QDVB.DE and USCP.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.90 |
Over the past year, the correlation between QDVB.DE and USCP.DE has dropped to 0.68 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
QDVB.DE vs. USCP.DE — Risk / Return Rank
QDVB.DE
USCP.DE
QDVB.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.09 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.72 | +2.19 |
| Martin ratioReturn relative to average drawdown | 10.33 | 2.18 | +8.15 |
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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.51 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.67 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.74 | +0.08 |
Drawdowns
QDVB.DE vs. USCP.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and USCP.DE.
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Drawdown Indicators
| QDVB.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -34.80% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -7.04% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -19.22% | -3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -19.22% | -3.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.42% | +7.42% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -4.90% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.34% | -0.43% |
Volatility
QDVB.DE vs. USCP.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.16%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 3.16% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 7.23% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 10.00% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 14.46% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 16.11% | +0.33% |
QDVB.DE vs. USCP.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
QDVB.DE vs. USCP.DE - Dividend Comparison
Neither QDVB.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and USCP.DE have a correlation of 0.68, 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 0.65% for USCP.DE.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for QDVB.DE and 0.65% for USCP.DE.
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