QDVC.DE vs. SXR8.DE
QDVC.DE (iShares Edge MSCI USA Size Factor UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - QDVC.DE is a Mid Cap Blend Equities fund tracking the MSCI USA Mid-Cap Equal Weighted, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, QDVC.DE returned 7.32%/yr vs 14.77%/yr for SXR8.DE. Their correlation of 0.87 suggests significant overlap in exposure. QDVC.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
QDVC.DE vs. SXR8.DE - Performance Comparison
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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%
QDVC.DE vs. SXR8.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% |
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
QDVC.DE
SXR8.DE
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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| 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 |
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
| QDVC.DE | SXR8.DE | Difference | |
|---|---|---|---|
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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.48% | -0.45% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -5.17% | -1.41% |
Ulcer IndexDepth 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.DE | SXR8.DE | Difference | |
|---|---|---|---|
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.
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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