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QDVI.DE vs. AVLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDVI.DE vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

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QDVI.DE vs. AVLV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
6.74%18.60%12.66%10.72%-9.98%11.62%
AVLV
Avantis U.S. Large Cap Value ETF
8.80%1.46%25.24%13.90%0.32%9.38%
Different Trading Currencies

QDVI.DE is traded in EUR, while AVLV is traded in USD. To make them comparable, the AVLV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVI.DE achieves a 6.74% return, which is significantly lower than AVLV's 8.80% return.


QDVI.DE

1D
3.05%
1M
-1.70%
YTD
6.74%
6M
17.40%
1Y
29.28%
3Y*
16.25%
5Y*
9.84%
10Y*

AVLV

1D
0.33%
1M
-2.02%
YTD
8.80%
6M
14.20%
1Y
16.99%
3Y*
15.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDVI.DE vs. AVLV - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is higher than AVLV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

QDVI.DE vs. AVLV — Risk / Return Rank

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

QDVI.DE
QDVI.DE Risk / Return Rank: 8282
Overall Rank
QDVI.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QDVI.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
QDVI.DE Omega Ratio Rank: 7575
Omega Ratio Rank
QDVI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
QDVI.DE Martin Ratio Rank: 9191
Martin Ratio Rank

AVLV
AVLV Risk / Return Rank: 7575
Overall Rank
AVLV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 7474
Sortino Ratio Rank
AVLV Omega Ratio Rank: 7676
Omega Ratio Rank
AVLV Calmar Ratio Rank: 7070
Calmar Ratio Rank
AVLV Martin Ratio Rank: 7979
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.

QDVI.DE vs. AVLV - 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 Avantis U.S. Large Cap Value ETF (AVLV). 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.DEAVLVDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.81

+0.74

Sortino ratio

Return per unit of downside risk

2.05

1.20

+0.85

Omega ratio

Gain probability vs. loss probability

1.30

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

2.95

1.14

+1.81

Martin ratio

Return relative to average drawdown

13.11

4.38

+8.73

QDVI.DE vs. AVLV - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 1.55, which is higher than the AVLV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of QDVI.DE and AVLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QDVI.DEAVLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.81

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.74

-0.17

Correlation

The correlation between QDVI.DE and AVLV is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QDVI.DE vs. AVLV - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while AVLV's dividend yield for the trailing twelve months is around 1.20%.


TTM20252024202320222021
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
AVLV
Avantis U.S. Large Cap Value ETF
1.20%1.33%1.58%1.85%2.00%0.29%

Drawdowns

QDVI.DE vs. AVLV - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than AVLV's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and AVLV.


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Drawdown Indicators


QDVI.DEAVLVDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-19.50%

-19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-13.79%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Current Drawdown

Current decline from peak

-2.86%

-3.85%

+0.99%

Average Drawdown

Average peak-to-trough decline

-6.89%

-4.06%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.87%

-0.65%

Volatility

QDVI.DE vs. AVLV - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 5.74% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 3.83%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVI.DEAVLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

3.83%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

10.15%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

21.00%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

17.51%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

17.51%

+1.11%