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QDVB.DE vs. USCP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVB.DE vs. USCP.DE - 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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). The values are adjusted to include any dividend payments, if applicable.

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

QDVB.DE vs. USCP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

QDVB.DE
QDVB.DE Risk / Return Rank: 5656
Overall Rank
QDVB.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 5454
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 5959
Martin Ratio Rank

USCP.DE
USCP.DE Risk / Return Rank: 1818
Overall Rank
USCP.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USCP.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
USCP.DE Omega Ratio Rank: 1616
Omega Ratio Rank
USCP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
USCP.DE Martin Ratio Rank: 2020
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. 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.DEUSCP.DEDifference
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

QDVB.DE vs. USCP.DE - Sharpe Ratio Comparison

The current QDVB.DE Sharpe Ratio is 1.77, which is higher than the USCP.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of QDVB.DE and USCP.DE, 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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Sharpe Ratios by Period


QDVB.DEUSCP.DEDifference

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.DEUSCP.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-7.42%

+7.42%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.90%

-0.07%

Ulcer Index

Depth 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.DEUSCP.DEDifference

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.


Tickers have no history of dividend payments

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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