QDVI.DE vs. CGVV
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and CGVV (Capital Group U.S. Large Value ETF) are both Large Cap Value Equities funds. QDVI.DE is passively managed, while CGVV is actively managed. Over the past year, QDVI.DE returned 72.94% vs 23.02% for CGVV. A 0.59 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.33%/yr for CGVV.
Performance
QDVI.DE vs. CGVV - Performance Comparison
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Different Trading Currencies
QDVI.DE is traded in EUR, while CGVV is traded in USD. To make them comparable, the CGVV 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 43.32% return, which is significantly higher than CGVV's 17.61% return.
QDVI.DE
- 1D
- -2.14%
- 1M
- -4.08%
- 6M
- 36.82%
- YTD
- 43.32%
- 1Y
- 72.94%
- 3Y*
- 28.34%
- 5Y*
- 16.46%
- 10Y*
- —
CGVV
- 1D
- -0.05%
- 1M
- 0.93%
- 6M
- 11.82%
- YTD
- 17.61%
- 1Y
- 23.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVI.DE vs. CGVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 43.32% | 24.03% |
CGVV Capital Group U.S. Large Value ETF | 17.61% | 6.11% |
Correlation
The correlation between QDVI.DE and CGVV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.59 |
The correlation between QDVI.DE and CGVV has been stable across timeframes, ranging from 0.58 to 0.59 - a consistent structural relationship.
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Return for Risk
QDVI.DE vs. CGVV — Risk / Return Rank
QDVI.DE
CGVV
QDVI.DE vs. CGVV - 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 Capital Group U.S. Large Value ETF (CGVV). 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.
| QDVI.DE | CGVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.29 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 10.52 | 3.15 | +7.38 |
| Martin ratioReturn relative to average drawdown | 38.54 | 11.38 | +27.16 |
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Drawdowns
QDVI.DE vs. CGVV - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.94%, which is greater than CGVV's maximum drawdown of -7.35%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and CGVV.
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Drawdown Indicators
| QDVI.DE | CGVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.94% | -7.35% | -31.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -7.35% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | — | — |
Current DrawdownCurrent decline from peak | -6.60% | -0.81% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -1.31% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.03% | -0.14% |
Volatility
QDVI.DE vs. CGVV - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 7.30% compared to Capital Group U.S. Large Value ETF (CGVV) at 3.31%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than CGVV 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 | CGVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 3.31% | +3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 9.91% | +4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 13.49% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 13.30% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 13.30% | +5.60% |
QDVI.DE vs. CGVV - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is lower than CGVV's 0.33% expense ratio.
Dividends
QDVI.DE vs. CGVV - Dividend Comparison
QDVI.DE has not paid dividends to shareholders, while CGVV's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 |
|---|---|---|
CGVV Capital Group U.S. Large Value ETF | 0.85% | 0.57% |
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
QDVI.DE and CGVV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVI.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for CGVV.
They also come from different issuers: iShares and Capital Group. Their fees differ too: 0.20% for QDVI.DE and 0.33% for CGVV.
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