QDVI.DE vs. AMEL.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and AMEL.DE (Amundi MSCI Emerging Markets Latin America UCITS ETF EUR) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while AMEL.DE is a Latin America Equities fund tracking the MSCI Emerging Markets Latin America. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 9.48%/yr for AMEL.DE. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
QDVI.DE vs. AMEL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVI.DE achieves a 49.34% return, which is significantly higher than AMEL.DE's 10.83% return.
QDVI.DE
- 1D
- 0.22%
- 1M
- 16.58%
- YTD
- 49.34%
- 6M
- 51.37%
- 1Y
- 88.07%
- 3Y*
- 30.40%
- 5Y*
- 17.11%
- 10Y*
- —
AMEL.DE
- 1D
- -0.86%
- 1M
- -7.35%
- YTD
- 10.83%
- 6M
- 10.61%
- 1Y
- 34.11%
- 3Y*
- 10.77%
- 5Y*
- 9.48%
- 10Y*
- 7.43%
QDVI.DE vs. AMEL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 49.34% | 18.60% | 12.66% | 10.72% | -9.98% | 41.21% | -10.84% | 29.80% | -8.02% | 6.93% |
AMEL.DE Amundi MSCI Emerging Markets Latin America UCITS ETF EUR | 10.83% | 38.06% | -22.22% | 28.09% | 16.34% | -3.21% | -21.29% | 20.69% | -3.27% | 8.15% |
Correlation
The correlation between QDVI.DE and AMEL.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.45 |
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Return for Risk
QDVI.DE vs. AMEL.DE — Risk / Return Rank
QDVI.DE
AMEL.DE
QDVI.DE vs. AMEL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.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.
| QDVI.DE | AMEL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.60 | ||
| Sortino ratioReturn per unit of downside risk | +4.52 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.33 | +0.61 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 3.16 | +12.14 |
| Martin ratioReturn relative to average drawdown | 60.71 | 9.66 | +51.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVI.DE | AMEL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 1.90 | +3.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.45 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.12 | +0.64 |
Drawdowns
QDVI.DE vs. AMEL.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, smaller than the maximum AMEL.DE drawdown of -52.69%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and AMEL.DE.
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Drawdown Indicators
| QDVI.DE | AMEL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -52.69% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -10.86% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -25.38% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -25.38% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.31% | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.86% | +10.86% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -17.89% | +11.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.57% | -2.12% |
Volatility
QDVI.DE vs. AMEL.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) at 5.32%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than AMEL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVI.DE | AMEL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 5.32% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 15.30% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 18.10% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 20.90% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 25.27% | -6.57% |
QDVI.DE vs. AMEL.DE - Expense Ratio Comparison
Both QDVI.DE and AMEL.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QDVI.DE vs. AMEL.DE - Dividend Comparison
Neither QDVI.DE nor AMEL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVI.DE and AMEL.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVI.DE and AMEL.DE have the same expense ratio: 0.20% per year.
QDVI.DE is categorized as Large Cap Value Equities, while AMEL.DE is Latin America Equities. QDVI.DE tracks MSCI USA Enhanced Value, while AMEL.DE tracks MSCI Emerging Markets Latin America. They also come from different issuers: iShares and Amundi.
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