QDVD.DE vs. CBUM.DE
QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) and CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) are both exchange-traded funds - QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while CBUM.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Index (EUR Hedged). Both are passively managed. Over the past 3 years, QDVD.DE returned 16.90%/yr vs 16.58%/yr for CBUM.DE. A 0.70 correlation means they provide meaningful diversification when combined. QDVD.DE charges 0.35%/yr vs 0.10%/yr for CBUM.DE.
Performance
QDVD.DE vs. CBUM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVD.DE achieves a 16.77% return, which is significantly higher than CBUM.DE's 6.79% return.
QDVD.DE
- 1D
- -0.50%
- 1M
- 0.93%
- 6M
- 13.02%
- YTD
- 16.77%
- 1Y
- 25.86%
- 3Y*
- 16.90%
- 5Y*
- 12.60%
- 10Y*
- 10.64%
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
QDVD.DE vs. CBUM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.77% | 4.15% | 21.92% | 10.55% | -6.54% |
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 25.11% | -8.40% |
Correlation
The correlation between QDVD.DE and CBUM.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.70 |
The correlation between QDVD.DE and CBUM.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
QDVD.DE vs. CBUM.DE — Risk / Return Rank
QDVD.DE
CBUM.DE
QDVD.DE vs. CBUM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) and iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDVD.DE | CBUM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.29 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.33 | 2.10 | +3.23 |
| Martin ratioReturn relative to average drawdown | 18.72 | 8.78 | +9.93 |
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Drawdowns
QDVD.DE vs. CBUM.DE - Drawdown Comparison
The maximum QDVD.DE drawdown since its inception was -32.55%, which is greater than CBUM.DE's maximum drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for QDVD.DE and CBUM.DE.
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Drawdown Indicators
| QDVD.DE | CBUM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -19.25% | -13.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -8.99% | +4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -19.25% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.55% | — | — |
Current DrawdownCurrent decline from peak | -1.59% | -2.37% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -3.56% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.16% | -0.78% |
Volatility
QDVD.DE vs. CBUM.DE - Volatility Comparison
The current volatility for iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) is 2.63%, while iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) has a volatility of 2.99%. This indicates that QDVD.DE experiences smaller price fluctuations and is considered to be less risky than CBUM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVD.DE | CBUM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.99% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 9.37% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 12.09% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 14.98% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 14.98% | -0.19% |
QDVD.DE vs. CBUM.DE - Expense Ratio Comparison
QDVD.DE has a 0.35% expense ratio, which is higher than CBUM.DE's 0.10% expense ratio.
Dividends
QDVD.DE vs. CBUM.DE - Dividend Comparison
QDVD.DE's dividend yield for the trailing twelve months is around 1.48%, while CBUM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.48% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
Frequently Asked Questions
QDVD.DE and CBUM.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for QDVD.DE.
QDVD.DE is categorized as ESG, while CBUM.DE is S&P 500. QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged). Their fees differ too: 0.35% for QDVD.DE and 0.10% for CBUM.DE.
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