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

Performance

QDVD.DE vs. QDVX.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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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 15.69% return, which is significantly higher than QDVX.DE's 7.36% return.


QDVD.DE

1D
0.51%
1M
5.00%
YTD
15.69%
6M
16.08%
1Y
29.13%
3Y*
16.01%
5Y*
13.05%
10Y*
11.32%

QDVX.DE

1D
0.15%
1M
4.24%
YTD
7.36%
6M
8.69%
1Y
11.58%
3Y*
11.70%
5Y*
10.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
QDVD.DE
iShares MSCI USA Quality Dividend Advanced UCITS ETF
15.69%4.15%21.92%10.55%-1.08%32.39%-9.18%25.22%0.50%3.25%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
7.36%11.29%10.80%15.21%0.82%18.84%-10.01%26.71%-6.49%-0.05%

Correlation

The correlation between QDVD.DE and QDVX.DE is 0.53, 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

0.53

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

0.52

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.62

The correlation between QDVD.DE and QDVX.DE shifts across timeframes, from 0.52 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVD.DE vs. QDVX.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: 8888
Overall Rank
QDVD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QDVD.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
QDVD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
QDVD.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
QDVD.DE Martin Ratio Rank: 9090
Martin Ratio Rank

QDVX.DE
QDVX.DE Risk / Return Rank: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
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. QDVX.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 Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.DEQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.47

1.19

+0.28

Calmar ratioReturn relative to maximum drawdown

5.50

1.40

+4.10

Martin ratioReturn relative to average drawdown

19.38

4.60

+14.78

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

The current QDVD.DE Sharpe Ratio is 2.58, which is higher than the QDVX.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of QDVD.DE and QDVX.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. QDVX.DE - Drawdown Comparison

The maximum QDVD.DE drawdown since its inception was -32.55%, smaller than the maximum QDVX.DE drawdown of -38.42%. Use the drawdown chart below to compare losses from any high point for QDVD.DE and QDVX.DE.


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Drawdown Indicators


QDVD.DEQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.55%

-38.42%

+5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-8.23%

+2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-14.02%

-7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-14.62%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.67%

-4.68%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

2.48%

-0.98%

Volatility

QDVD.DE vs. QDVX.DE - Volatility Comparison

iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) has a higher volatility of 3.53% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 3.21%. This indicates that QDVD.DE's price experiences larger fluctuations and is considered to be riskier than QDVX.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.DEQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.21%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

8.76%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

11.28%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

12.89%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

15.32%

-0.51%

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

QDVD.DE has a 0.35% expense ratio, which is higher than QDVX.DE's 0.28% expense ratio.


Dividends

QDVD.DE vs. QDVX.DE - Dividend Comparison

QDVD.DE's dividend yield for the trailing twelve months is around 1.07%, less than QDVX.DE's 3.13% yield.


PositionTTM20252024202320222021202020192018201720162015
QDVD.DE
iShares MSCI USA Quality Dividend Advanced UCITS ETF
1.07%1.72%1.88%2.04%2.34%1.99%2.72%2.37%2.43%2.28%2.19%2.44%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.13%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.20%0.74%0.00%0.00%

Frequently Asked Questions


QDVD.DE and QDVX.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVX.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVX.DE is cheaper with a 0.28% expense ratio, compared with 0.35% for QDVD.DE.

QDVD.DE is categorized as ESG, while QDVX.DE is Europe Equities. QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Their fees differ too: 0.35% for QDVD.DE and 0.28% for QDVX.DE.

Portfolio Optimizer

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