QDVC.DE vs. XMLC.DE
QDVC.DE (iShares Edge MSCI USA Size Factor UCITS ETF) and XMLC.DE (L&G Clean Water UCITS ETF) are both exchange-traded funds - QDVC.DE is a Mid Cap Blend Equities fund tracking the MSCI USA Mid-Cap Equal Weighted, while XMLC.DE is a Water Equities fund tracking the Solactive Clean Water. Both are passively managed. Over the past 5 years, QDVC.DE returned 7.32%/yr vs 6.47%/yr for XMLC.DE. Their correlation of 0.85 suggests significant overlap in exposure. QDVC.DE charges 0.20%/yr vs 0.49%/yr for XMLC.DE.
Performance
QDVC.DE vs. XMLC.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 higher than XMLC.DE's 2.11% 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*
- —
XMLC.DE
- 1D
- 0.01%
- 1M
- -1.48%
- YTD
- 2.11%
- 6M
- 1.67%
- 1Y
- 6.86%
- 3Y*
- 8.21%
- 5Y*
- 6.47%
- 10Y*
- —
QDVC.DE vs. XMLC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVC.DE iShares Edge MSCI USA Size Factor UCITS ETF | 8.40% | -3.21% | 19.27% | 13.21% | -13.60% | 37.66% | 6.30% | 6.60% |
XMLC.DE L&G Clean Water UCITS ETF | 2.11% | 3.88% | 9.96% | 17.08% | -12.64% | 37.15% | 7.97% | 11.56% |
Correlation
The correlation between QDVC.DE and XMLC.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2019 | 0.85 |
The correlation between QDVC.DE and XMLC.DE has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
QDVC.DE vs. XMLC.DE — Risk / Return Rank
QDVC.DE
XMLC.DE
QDVC.DE vs. XMLC.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 L&G Clean Water UCITS ETF (XMLC.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 | XMLC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.09 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.62 | +1.29 |
| Martin ratioReturn relative to average drawdown | 5.80 | 1.60 | +4.20 |
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 | XMLC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.48 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.41 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.56 | -0.02 |
Drawdowns
QDVC.DE vs. XMLC.DE - Drawdown Comparison
The maximum QDVC.DE drawdown since its inception was -40.76%, which is greater than XMLC.DE's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for QDVC.DE and XMLC.DE.
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Drawdown Indicators
| QDVC.DE | XMLC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.76% | -35.25% | -5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -11.02% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -25.54% | -19.51% | -6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -20.54% | -5.00% |
Current DrawdownCurrent decline from peak | -1.48% | -7.57% | +6.09% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -6.31% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 4.28% | -1.74% |
Volatility
QDVC.DE vs. XMLC.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) is 2.89%, while L&G Clean Water UCITS ETF (XMLC.DE) has a volatility of 4.03%. This indicates that QDVC.DE experiences smaller price fluctuations and is considered to be less risky than XMLC.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 | XMLC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 4.03% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 10.79% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 14.11% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 15.51% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 18.66% | -0.38% |
QDVC.DE vs. XMLC.DE - Expense Ratio Comparison
QDVC.DE has a 0.20% expense ratio, which is lower than XMLC.DE's 0.49% expense ratio.
Dividends
QDVC.DE vs. XMLC.DE - Dividend Comparison
Neither QDVC.DE nor XMLC.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVC.DE and XMLC.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVC.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVC.DE is cheaper with a 0.20% expense ratio, compared with 0.49% for XMLC.DE.
QDVC.DE is categorized as Mid Cap Blend Equities, while XMLC.DE is Water Equities. QDVC.DE tracks MSCI USA Mid-Cap Equal Weighted, while XMLC.DE tracks Solactive Clean Water. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.20% for QDVC.DE and 0.49% for XMLC.DE.
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