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QDVD.DE vs. IU0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVD.DE vs. IU0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) and iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.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, QDVD.DE achieves a 16.81% return, which is significantly higher than IU0E.DE's 0.56% return.


QDVD.DE

1D
-0.26%
1M
0.51%
6M
14.53%
YTD
16.81%
1Y
26.15%
3Y*
17.23%
5Y*
12.61%
10Y*
10.69%

IU0E.DE

1D
0.00%
1M
-0.00%
6M
0.56%
YTD
0.56%
1Y
2.07%
3Y*
3.27%
5Y*
1.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVD.DE vs. IU0E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QDVD.DE
iShares MSCI USA Quality Dividend Advanced UCITS ETF
16.81%4.15%21.92%10.55%-1.08%32.39%-9.18%23.14%
IU0E.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)
0.56%3.05%3.56%3.27%-4.30%-0.97%1.77%1.60%

Correlation

The correlation between QDVD.DE and IU0E.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2019

0.03

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Return for Risk

QDVD.DE vs. IU0E.DE — Risk / Return Rank

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

QDVD.DE
QDVD.DE Risk / Return Rank: 9090
Overall Rank
QDVD.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
QDVD.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
QDVD.DE Omega Ratio Rank: 8888
Omega Ratio Rank
QDVD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
QDVD.DE Martin Ratio Rank: 9393
Martin Ratio Rank

IU0E.DE
IU0E.DE Risk / Return Rank: 4747
Overall Rank
IU0E.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IU0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IU0E.DE Omega Ratio Rank: 4141
Omega Ratio Rank
IU0E.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
IU0E.DE Martin Ratio Rank: 6060
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.

QDVD.DE vs. IU0E.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 $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.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.DEIU0E.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.43

1.23

+0.20

Calmar ratioReturn relative to maximum drawdown

5.39

2.80

+2.59

Martin ratioReturn relative to average drawdown

18.98

8.55

+10.42

QDVD.DE vs. IU0E.DE - Sharpe Ratio Comparison

The current QDVD.DE Sharpe Ratio is 2.33, which is higher than the IU0E.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of QDVD.DE and IU0E.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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Drawdowns

QDVD.DE vs. IU0E.DE - Drawdown Comparison

The maximum QDVD.DE drawdown since its inception was -32.55%, which is greater than IU0E.DE's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for QDVD.DE and IU0E.DE.


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Drawdown Indicators


QDVD.DEIU0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.55%

-8.40%

-24.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-0.74%

-4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-0.75%

-20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-6.01%

-15.54%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

Current Drawdown

Current decline from peak

-1.56%

-0.00%

-1.56%

Average Drawdown

Average peak-to-trough decline

-4.63%

-1.61%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.24%

+1.13%

Volatility

QDVD.DE vs. IU0E.DE - Volatility Comparison

iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) has a higher volatility of 2.54% compared to iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) at 0.53%. This indicates that QDVD.DE's price experiences larger fluctuations and is considered to be riskier than IU0E.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.DEIU0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

0.53%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

1.40%

+6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

2.00%

+9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

2.23%

+11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

3.09%

+11.70%

QDVD.DE vs. IU0E.DE - Expense Ratio Comparison

QDVD.DE has a 0.35% expense ratio, which is higher than IU0E.DE's 0.17% expense ratio.


Dividends

QDVD.DE vs. IU0E.DE - Dividend Comparison

QDVD.DE's dividend yield for the trailing twelve months is around 1.48%, while IU0E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IU0E.DE
iShares $ Corp Bond 0-3yr ESG SRI 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 IU0E.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IU0E.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IU0E.DE is cheaper with a 0.17% expense ratio, compared with 0.35% for QDVD.DE.

QDVD.DE is categorized as ESG, while IU0E.DE is Short-Term Bond. QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while IU0E.DE tracks Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index (EUR Hedged). Their fees differ too: 0.35% for QDVD.DE and 0.17% for IU0E.DE.

Portfolio Optimizer

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