QDVB.DE vs. VOOG
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and VOOG (Vanguard S&P 500 Growth ETF) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while VOOG is a S&P 500 fund tracking the S&P 500 Growth Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 16.37%/yr for VOOG. A 0.56 correlation means they provide meaningful diversification when combined. QDVB.DE charges 0.20%/yr vs 0.07%/yr for VOOG.
Performance
QDVB.DE vs. VOOG - Performance Comparison
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Different Trading Currencies
QDVB.DE is traded in EUR, while VOOG is traded in USD. To make them comparable, the VOOG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVB.DE achieves a 9.84% return, which is significantly lower than VOOG's 11.53% return.
QDVB.DE
- 1D
- 0.72%
- 1M
- 4.83%
- YTD
- 9.84%
- 6M
- 9.30%
- 1Y
- 19.63%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
VOOG
- 1D
- -3.02%
- 1M
- 2.24%
- YTD
- 11.53%
- 6M
- 9.57%
- 1Y
- 28.74%
- 3Y*
- 23.41%
- 5Y*
- 16.37%
- 10Y*
- 17.48%
QDVB.DE vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | 11.53% | 7.62% | 44.86% | 26.06% | -25.11% | 41.82% | 22.36% | 33.89% | 4.47% | 11.56% |
Correlation
The correlation between QDVB.DE and VOOG is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.56 |
The correlation between QDVB.DE and VOOG has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
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Return for Risk
QDVB.DE vs. VOOG — Risk / Return Rank
QDVB.DE
VOOG
QDVB.DE vs. VOOG - 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 S&P 500 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.28 | +0.64 |
| Martin ratioReturn relative to average drawdown | 10.33 | 7.99 | +2.34 |
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 | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.78 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.78 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.91 | -0.08 |
Drawdowns
QDVB.DE vs. VOOG - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, which is greater than VOOG's maximum drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and VOOG.
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Drawdown Indicators
| QDVB.DE | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -30.89% | -2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -12.66% | +5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -27.11% | +4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -27.11% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.89% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.96% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -5.02% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.60% | -1.69% |
Volatility
QDVB.DE vs. VOOG - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.76%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than VOOG 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 | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 4.76% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 12.12% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 16.28% | -5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 20.95% | -5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 21.11% | -4.67% |
QDVB.DE vs. VOOG - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is higher than VOOG's 0.07% 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. VOOG - Dividend Comparison
QDVB.DE has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.45% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Frequently Asked Questions
QDVB.DE and VOOG have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOOG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOOG is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVB.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while VOOG is S&P 500. QDVB.DE tracks MSCI USA Sector Neutral Quality, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVB.DE and 0.07% for VOOG.
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