QDVB.DE vs. VNRT.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - QDVB.DE tracks the MSCI USA Sector Neutral Quality while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 14.33%/yr for VNRT.DE. With a 0.97 correlation, they move nearly in lockstep. QDVB.DE charges 0.20%/yr vs 0.10%/yr for VNRT.DE.
Performance
QDVB.DE vs. VNRT.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 VNRT.DE's 11.18% 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*
- —
VNRT.DE
- 1D
- -0.06%
- 1M
- 5.35%
- YTD
- 11.18%
- 6M
- 11.26%
- 1Y
- 25.31%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
QDVB.DE vs. VNRT.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% | 2.90% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
Correlation
The correlation between QDVB.DE and VNRT.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.97 |
The correlation between QDVB.DE and VNRT.DE has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. VNRT.DE — Risk / Return Rank
QDVB.DE
VNRT.DE
QDVB.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.55 | -0.63 |
| Martin ratioReturn relative to average drawdown | 10.33 | 12.68 | -2.35 |
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 | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.20 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.93 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.87 | -0.05 |
Drawdowns
QDVB.DE vs. VNRT.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and VNRT.DE.
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Drawdown Indicators
| QDVB.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -34.52% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -7.10% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -23.32% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -23.32% | +0.66% |
Current DrawdownCurrent decline from peak | 0.00% | -0.35% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -4.44% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.99% | -0.08% |
Volatility
QDVB.DE vs. VNRT.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) has a volatility of 2.64%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 2.64% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 7.50% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 11.47% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 15.27% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 16.82% | -0.38% |
QDVB.DE vs. VNRT.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is higher than VNRT.DE's 0.10% 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. VNRT.DE - Dividend Comparison
QDVB.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
With a correlation of 0.91, QDVB.DE and VNRT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for QDVB.DE.
QDVB.DE tracks MSCI USA Sector Neutral Quality, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVB.DE and 0.10% for VNRT.DE.
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