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QDVC.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVC.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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, QDVC.DE achieves a 8.40% return, which is significantly lower than SXR8.DE's 11.37% 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*

SXR8.DE

1D
-0.15%
1M
5.22%
YTD
11.37%
6M
11.42%
1Y
25.63%
3Y*
18.87%
5Y*
14.77%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVC.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
11.37%4.73%32.32%22.47%-14.31%40.74%6.80%34.49%-1.05%6.67%

Correlation

The correlation between QDVC.DE and SXR8.DE is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2016

0.87

The correlation between QDVC.DE and SXR8.DE shifts across timeframes, from 0.73 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVC.DE vs. SXR8.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: 3535
Overall Rank
QDVC.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QDVC.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
QDVC.DE Omega Ratio Rank: 3232
Omega Ratio Rank
QDVC.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
QDVC.DE Martin Ratio Rank: 3737
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
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.

QDVC.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

1.91

3.58

-1.67

Martin ratioReturn relative to average drawdown

5.80

12.71

-6.91

QDVC.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current QDVC.DE Sharpe Ratio is 1.19, which is lower than the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of QDVC.DE and SXR8.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


QDVC.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.21

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.96

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.79

-0.25

Drawdowns

QDVC.DE vs. SXR8.DE - Drawdown Comparison

The maximum QDVC.DE drawdown since its inception was -40.76%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for QDVC.DE and SXR8.DE.


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Drawdown Indicators


QDVC.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.76%

-33.78%

-6.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

-7.13%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-25.54%

-23.32%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-23.32%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-1.48%

-0.45%

-1.03%

Average Drawdown

Average peak-to-trough decline

-6.58%

-5.17%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.01%

+0.53%

Volatility

QDVC.DE vs. SXR8.DE - Volatility Comparison

iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) has a higher volatility of 2.89% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that QDVC.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVC.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

2.65%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

7.57%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

11.56%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

15.16%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

16.09%

+2.19%

QDVC.DE vs. SXR8.DE - Expense Ratio Comparison

QDVC.DE has a 0.20% expense ratio, which is higher than SXR8.DE'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

QDVC.DE vs. SXR8.DE - Dividend Comparison

Neither QDVC.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVC.DE and SXR8.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVC.DE.

QDVC.DE is categorized as Mid Cap Blend Equities, while SXR8.DE is S&P 500. QDVC.DE tracks MSCI USA Mid-Cap Equal Weighted, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for QDVC.DE and 0.07% for SXR8.DE.

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