QDVC.DE vs. IUSQ.DE

Last updated Jun 5, 2026

QDVC.DE (iShares Edge MSCI USA Size Factor UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - QDVC.DE is a Mid Cap Blend Equities fund tracking the MSCI USA Mid-Cap Equal Weighted, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, QDVC.DE returned 7.32%/yr vs 12.42%/yr for IUSQ.DE. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

QDVC.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDVC.DE achieves a 8.40% return, which is significantly lower than IUSQ.DE's 12.65% return.

QDVC.DE

• 1D: 0.46%
• 1M: 4.30%
• YTD: 8.40%
• 6M: 8.90%
• 1Y: 14.76%
• 3Y*: 11.54%
• 5Y*: 7.32%
• 10Y*: —

IUSQ.DE

• 1D: -0.23%
• 1M: 5.01%
• YTD: 12.65%
• 6M: 13.33%
• 1Y: 26.56%
• 3Y*: 17.93%
• 5Y*: 12.42%
• 10Y*: 12.38%

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

QDVC.DE vs. IUSQ.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QDVC.DE iShares Edge MSCI USA Size Factor UCITS ETF	8.40%	-3.21%	19.27%	13.21%	-13.60%	37.66%	6.30%	31.46%	-6.82%	4.09%
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc)	12.65%	9.02%	24.53%	18.57%	-13.58%	29.13%	4.94%	30.14%	-5.97%	9.14%

Correlation

The correlation between QDVC.DE and IUSQ.DE is 0.74, 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016	0.88

The correlation between QDVC.DE and IUSQ.DE shifts across timeframes, from 0.74 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QDVC.DE vs. IUSQ.DE — Risk / Return Rank

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

QDVC.DE

QDVC.DE Risk / Return Rank: 35
QDVC.DE Sharpe Ratio Rank: 34
QDVC.DE Sortino Ratio Rank: 33
QDVC.DE Omega Ratio Rank: 32
QDVC.DE Calmar Ratio Rank: 39
QDVC.DE Martin Ratio Rank: 37

IUSQ.DE

IUSQ.DE Risk / Return Rank: 76
IUSQ.DE Sharpe Ratio Rank: 72
IUSQ.DE Sortino Ratio Rank: 72
IUSQ.DE Omega Ratio Rank: 74
IUSQ.DE Calmar Ratio Rank: 80
IUSQ.DE Martin Ratio Rank: 83

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.

QDVC.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.

	QDVC.DE	IUSQ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.19	2.31	-1.11
Sortino ratio: Return per unit of downside risk	1.72	3.20	-1.48
Omega ratio: Gain probability vs. loss probability	1.21	1.43	-0.22
Calmar ratio: Return relative to maximum drawdown	1.91	4.08	-2.17
Martin ratio: Return relative to average drawdown	5.80	16.69	-10.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVC.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current QDVC.DE Sharpe Ratio is 1.19, which is lower than the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of QDVC.DE and IUSQ.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.

Sharpe Ratios by Period

	QDVC.DE	IUSQ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	2.31	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.88	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.76	-0.22

Drawdowns

QDVC.DE vs. IUSQ.DE - Drawdown Comparison

The maximum QDVC.DE drawdown since its inception was -40.76%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for QDVC.DE and IUSQ.DE.

Drawdown Indicators

	QDVC.DE	IUSQ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.76%	-33.60%	-7.16%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-6.48%	-1.22%
Max Drawdown (3Y) Largest decline over 3 years	-25.54%	-21.25%	-4.29%
Max Drawdown (5Y) Largest decline over 5 years	-25.54%	-21.25%	-4.29%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.60%	—
Current Drawdown Current decline from peak	-1.48%	-0.55%	-0.93%
Average Drawdown Average peak-to-trough decline	-6.58%	-4.19%	-2.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	1.59%	+0.95%

Volatility

QDVC.DE vs. IUSQ.DE - Volatility Comparison

iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) have volatilities of 2.89% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDVC.DE	IUSQ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	3.03%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	8.09%	8.26%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	11.47%	+0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	13.94%	+2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.28%	15.02%	+3.26%

QDVC.DE vs. IUSQ.DE - Expense Ratio Comparison

Both QDVC.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

QDVC.DE vs. IUSQ.DE - Dividend Comparison

Neither QDVC.DE nor IUSQ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QDVC.DE and IUSQ.DE in my portfolio?

QDVC.DE and IUSQ.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QDVC.DE or IUSQ.DE?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QDVC.DE or IUSQ.DE?

QDVC.DE and IUSQ.DE have the same expense ratio: 0.20% per year.

What is the main difference between QDVC.DE and IUSQ.DE?

QDVC.DE is categorized as Mid Cap Blend Equities, while IUSQ.DE is Global Equities. QDVC.DE tracks MSCI USA Mid-Cap Equal Weighted, while IUSQ.DE tracks MSCI All Country World (ACWI).