QDVD.DE vs. OM3Y.DE
QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) and OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) 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 OM3Y.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets IMI Screened Index. Both are passively managed. Over the past 5 years, QDVD.DE returned 12.61%/yr vs 7.56%/yr for OM3Y.DE. A 0.51 correlation means they provide meaningful diversification when combined. QDVD.DE charges 0.35%/yr vs 0.18%/yr for OM3Y.DE.
Performance
QDVD.DE vs. OM3Y.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVD.DE achieves a 16.81% return, which is significantly lower than OM3Y.DE's 22.46% 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%
OM3Y.DE
- 1D
- -0.52%
- 1M
- -5.15%
- 6M
- 15.69%
- YTD
- 22.46%
- 1Y
- 36.72%
- 3Y*
- 18.82%
- 5Y*
- 7.56%
- 10Y*
- —
QDVD.DE vs. OM3Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.81% | 4.15% | 21.92% | 10.55% | -1.08% | 32.39% | -9.18% | 25.22% | -5.72% |
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 22.46% | 17.76% | 13.99% | 6.72% | -14.83% | 6.11% | 8.07% | 21.61% | -12.55% |
Correlation
The correlation between QDVD.DE and OM3Y.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.51 |
The correlation between QDVD.DE and OM3Y.DE shifts across timeframes, from 0.48 (5 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVD.DE vs. OM3Y.DE — Risk / Return Rank
QDVD.DE
OM3Y.DE
QDVD.DE vs. OM3Y.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 MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.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 | OM3Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.39 | 3.28 | +2.11 |
| Martin ratioReturn relative to average drawdown | 18.98 | 10.36 | +8.62 |
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Drawdowns
QDVD.DE vs. OM3Y.DE - Drawdown Comparison
The maximum QDVD.DE drawdown since its inception was -32.55%, roughly equal to the maximum OM3Y.DE drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for QDVD.DE and OM3Y.DE.
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Drawdown Indicators
| QDVD.DE | OM3Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -31.70% | -0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -11.16% | +6.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -19.59% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -23.39% | +1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -32.55% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -8.13% | +6.57% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -8.71% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 3.54% | -2.17% |
Volatility
QDVD.DE vs. OM3Y.DE - Volatility Comparison
The current volatility for iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) is 2.54%, while iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a volatility of 8.73%. This indicates that QDVD.DE experiences smaller price fluctuations and is considered to be less risky than OM3Y.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 | OM3Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 8.73% | -6.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 17.72% | -9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 20.15% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 17.11% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 19.55% | -4.76% |
QDVD.DE vs. OM3Y.DE - Expense Ratio Comparison
QDVD.DE has a 0.35% expense ratio, which is higher than OM3Y.DE's 0.18% expense ratio.
Dividends
QDVD.DE vs. OM3Y.DE - Dividend Comparison
QDVD.DE's dividend yield for the trailing twelve months is around 1.48%, less than OM3Y.DE's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.67% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% | 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 OM3Y.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for QDVD.DE.
QDVD.DE is categorized as ESG, while OM3Y.DE is Emerging Markets Equities. QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index. Their fees differ too: 0.35% for QDVD.DE and 0.18% for OM3Y.DE.
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