QDVD.DE vs. SPYD
QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) and SPYD (State Street SPDR Portfolio S&P 500 High Dividend ETF) 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 SPYD is a S&P 500 fund tracking the S&P 500 High Dividend Index. Both are passively managed. Over the past 10 years, QDVD.DE returned 11.32%/yr vs 8.54%/yr for SPYD. A 0.53 correlation means they provide meaningful diversification when combined. QDVD.DE charges 0.35%/yr vs 0.07%/yr for SPYD.
Performance
QDVD.DE vs. SPYD - Performance Comparison
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Different Trading Currencies
QDVD.DE is traded in EUR, while SPYD is traded in USD. To make them comparable, the SPYD values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with QDVD.DE having a 15.69% return and SPYD slightly lower at 15.13%. Over the past 10 years, QDVD.DE has outperformed SPYD with an annualized return of 11.32%, while SPYD has yielded a comparatively lower 8.54% annualized 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%
SPYD
- 1D
- -1.17%
- 1M
- 5.56%
- YTD
- 15.13%
- 6M
- 14.49%
- 1Y
- 19.33%
- 3Y*
- 11.82%
- 5Y*
- 8.43%
- 10Y*
- 8.54%
QDVD.DE vs. SPYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 4.16% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 15.13% | -7.77% | 22.96% | 0.80% | 4.95% | 42.66% | -18.93% | 23.94% | -0.43% | -1.18% |
Correlation
The correlation between QDVD.DE and SPYD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2015 | 0.53 |
The correlation between QDVD.DE and SPYD shifts across timeframes, from 0.38 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVD.DE vs. SPYD — Risk / Return Rank
QDVD.DE
SPYD
QDVD.DE vs. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 | SPYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.28 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.50 | 3.36 | +2.14 |
| Martin ratioReturn relative to average drawdown | 19.38 | 9.18 | +10.20 |
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Drawdowns
QDVD.DE vs. SPYD - Drawdown Comparison
The maximum QDVD.DE drawdown since its inception was -32.55%, smaller than the maximum SPYD drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for QDVD.DE and SPYD.
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Drawdown Indicators
| QDVD.DE | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -45.82% | +13.27% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -5.77% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -19.95% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -22.47% | +0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -32.55% | -45.82% | +13.27% |
Current DrawdownCurrent decline from peak | 0.00% | -1.17% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -8.06% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 2.11% | -0.61% |
Volatility
QDVD.DE vs. SPYD - Volatility Comparison
iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) has a higher volatility of 3.53% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.20%. This indicates that QDVD.DE's price experiences larger fluctuations and is considered to be riskier than SPYD 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 | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.20% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 8.57% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.28% | 11.99% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 15.88% | -1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 20.21% | -5.40% |
QDVD.DE vs. SPYD - Expense Ratio Comparison
QDVD.DE has a 0.35% expense ratio, which is higher than SPYD's 0.07% expense ratio.
Dividends
QDVD.DE vs. SPYD - Dividend Comparison
QDVD.DE's dividend yield for the trailing twelve months is around 1.07%, less than SPYD's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 4.09% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Frequently Asked Questions
QDVD.DE and SPYD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYD is cheaper with a 0.07% expense ratio, compared with 0.35% for QDVD.DE.
QDVD.DE is categorized as ESG, while SPYD is S&P 500. QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while SPYD tracks S&P 500 High Dividend Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for QDVD.DE and 0.07% for SPYD.
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