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

Performance

QDVI.DE vs. BNDX - 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 Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVI.DE is traded in EUR, while BNDX is traded in USD. To make them comparable, the BNDX 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 BNDX's 2.47% 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*

BNDX

1D
0.65%
1M
1.90%
YTD
2.47%
6M
1.48%
1Y
1.35%
3Y*
1.47%
5Y*
1.42%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BNDX
Vanguard Total International Bond ETF
2.47%-9.34%10.41%5.51%-7.35%5.02%-3.98%10.30%7.64%-10.19%

Correlation

The correlation between QDVI.DE and BNDX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.23

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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2016

0.15

The correlation between QDVI.DE and BNDX shifts across timeframes, from 0.10 (5 years) to 0.23 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

QDVI.DE vs. BNDX — 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: 9898
Overall Rank
QDVI.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
QDVI.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
QDVI.DE Omega Ratio Rank: 9797
Omega Ratio Rank
QDVI.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
QDVI.DE Martin Ratio Rank: 9898
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 1818
Overall Rank
BNDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1818
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1919
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. BNDX - 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 International Bond ETF (BNDX). 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.DEBNDXDifference
Sharpe ratioReturn per unit of total volatility

+5.28

Sortino ratioReturn per unit of downside risk

+6.77

Omega ratioGain probability vs. loss probability

1.94

1.04

+0.90

Calmar ratioReturn relative to maximum drawdown

15.30

0.28

+15.02

Martin ratioReturn relative to average drawdown

60.71

0.68

+60.03

QDVI.DE vs. BNDX - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the BNDX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of QDVI.DE and BNDX, 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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Sharpe Ratios by Period


QDVI.DEBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.50

0.22

+5.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.17

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.40

+0.36

Drawdowns

QDVI.DE vs. BNDX - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than BNDX's maximum drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and BNDX.


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Drawdown Indicators


QDVI.DEBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-15.38%

-23.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-4.77%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-12.36%

-10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-12.37%

-10.73%

Max Drawdown (10Y)

Largest decline over 10 years

-15.38%

Current Drawdown

Current decline from peak

0.00%

-8.32%

+8.32%

Average Drawdown

Average peak-to-trough decline

-6.78%

-5.74%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.98%

-0.53%

Volatility

QDVI.DE vs. BNDX - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Vanguard Total International Bond ETF (BNDX) at 1.32%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVI.DEBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

1.32%

+5.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

4.28%

+8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

6.10%

+9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

8.40%

+8.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

8.07%

+10.63%

QDVI.DE vs. BNDX - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is higher than BNDX's 0.07% 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. BNDX - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while BNDX's dividend yield for the trailing twelve months is around 4.49%.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.49%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
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 BNDX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDX is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDX is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVI.DE.

QDVI.DE is categorized as Large Cap Value Equities, while BNDX is Global Bonds. QDVI.DE tracks MSCI USA Enhanced Value, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVI.DE and 0.07% for BNDX.

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