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

Performance

QDVI.DE vs. DFUV - 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 Dimensional US Marketwide Value ETF (DFUV). 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 DFUV is traded in USD. To make them comparable, the DFUV 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 DFUV's 18.98% return.


QDVI.DE

1D
0.22%
1M
17.95%
YTD
49.34%
6M
52.54%
1Y
88.01%
3Y*
30.40%
5Y*
17.11%
10Y*

DFUV

1D
0.45%
1M
5.60%
YTD
18.98%
6M
19.45%
1Y
33.86%
3Y*
16.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. DFUV - Yearly Performance Comparison


2026 (YTD)2025202420232022
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
49.34%18.60%12.66%10.72%-7.26%
DFUV
Dimensional US Marketwide Value ETF
18.98%2.03%19.17%9.86%-0.17%

Correlation

The correlation between QDVI.DE and DFUV is 0.63, 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

0.63

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

0.61

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.61

The correlation between QDVI.DE and DFUV has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.

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Return for Risk

QDVI.DE vs. DFUV — 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

DFUV
DFUV Risk / Return Rank: 9090
Overall Rank
DFUV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFUV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFUV Omega Ratio Rank: 8888
Omega Ratio Rank
DFUV Calmar Ratio Rank: 9292
Calmar Ratio Rank
DFUV Martin Ratio Rank: 9191
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. DFUV - 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 Dimensional US Marketwide Value ETF (DFUV). 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.DEDFUVDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.45

Omega ratioGain probability vs. loss probability

1.94

1.50

+0.44

Calmar ratioReturn relative to maximum drawdown

15.30

7.73

+7.57

Martin ratioReturn relative to average drawdown

60.71

24.57

+36.14

QDVI.DE vs. DFUV - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the DFUV Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of QDVI.DE and DFUV, 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.DEDFUVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.50

2.82

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.74

+0.02

Drawdowns

QDVI.DE vs. DFUV - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than DFUV's maximum drawdown of -22.53%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and DFUV.


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Drawdown Indicators


QDVI.DEDFUVDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-22.53%

-16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-4.40%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-22.53%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.78%

-5.26%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.38%

+0.07%

Volatility

QDVI.DE vs. DFUV - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Dimensional US Marketwide Value ETF (DFUV) at 2.39%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than DFUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVI.DEDFUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

2.39%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

8.44%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

12.08%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

16.34%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

16.34%

+2.36%

QDVI.DE vs. DFUV - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is lower than DFUV's 0.21% expense ratio. Despite the difference, 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. DFUV - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while DFUV's dividend yield for the trailing twelve months is around 1.34%.


PositionTTM2025202420232022
DFUV
Dimensional US Marketwide Value ETF
1.34%1.55%1.64%1.72%1.34%
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDVI.DE and DFUV have a correlation of 0.63, 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 0.21% for DFUV.

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.20% for QDVI.DE and 0.21% for DFUV.

Portfolio Optimizer

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