QDVI.DE vs. BND
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 1.12%/yr for BND. At a 0.12 correlation, their price movements are largely independent. QDVI.DE charges 0.20%/yr vs 0.03%/yr for BND.
Performance
QDVI.DE vs. BND - Performance Comparison
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Different Trading Currencies
QDVI.DE is traded in EUR, while BND is traded in USD. To make them comparable, the BND 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 49.34% return, which is significantly higher than BND's 1.91% 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*
- —
BND
- 1D
- 0.35%
- 1M
- 1.32%
- YTD
- 1.91%
- 6M
- 1.16%
- 1Y
- 3.64%
- 3Y*
- 1.26%
- 5Y*
- 1.12%
- 10Y*
- 1.42%
QDVI.DE vs. BND - 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% |
BND Vanguard Total Bond Market ETF | 1.91% | -5.62% | 8.07% | 2.49% | -7.73% | 5.48% | -1.16% | 11.29% | 4.57% | -9.16% |
Correlation
The correlation between QDVI.DE and BND is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.12 |
The correlation between QDVI.DE and BND shifts across timeframes, from 0.08 (5 years) to 0.20 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QDVI.DE vs. BND — Risk / Return Rank
QDVI.DE
BND
QDVI.DE vs. BND - 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 Vanguard Total Bond Market ETF (BND). 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 | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.87 | ||
| Sortino ratioReturn per unit of downside risk | +6.18 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.12 | +0.82 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 0.87 | +14.43 |
| Martin ratioReturn relative to average drawdown | 60.71 | 2.59 | +58.12 |
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 | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 0.63 | +4.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.14 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.40 | +0.36 |
Drawdowns
QDVI.DE vs. BND - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than BND's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and BND.
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Drawdown Indicators
| QDVI.DE | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -16.72% | -22.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -4.18% | -1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -11.20% | -11.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -12.22% | -10.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.87% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.26% | +6.26% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -6.57% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.41% | +0.04% |
Volatility
QDVI.DE vs. BND - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Vanguard Total Bond Market ETF (BND) at 0.91%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than BND 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 | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 0.91% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 4.30% | +8.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 5.82% | +10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 8.12% | +8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 8.12% | +10.58% |
QDVI.DE vs. BND - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is higher than BND's 0.03% 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%.
Dividends
QDVI.DE vs. BND - Dividend Comparison
QDVI.DE has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.98% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVI.DE and BND have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BND is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BND is cheaper with a 0.03% expense ratio, compared with 0.20% for QDVI.DE.
QDVI.DE is categorized as Large Cap Value Equities, while BND is Total Bond Market. QDVI.DE tracks MSCI USA Enhanced Value, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVI.DE and 0.03% for BND.
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