QDVI.DE vs. DFUV
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) and Dimensional US Marketwide Value ETF (DFUV).
QDVI.DE and DFUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVI.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value. It was launched on Oct 13, 2016. DFUV is an actively managed fund by Dimensional. It was launched on Dec 16, 1998.
Performance
QDVI.DE vs. DFUV - Performance Comparison
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QDVI.DE vs. DFUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 6.74% | 18.60% | 12.66% | 10.72% | -7.26% |
DFUV Dimensional US Marketwide Value ETF | 6.31% | 2.03% | 19.17% | 9.86% | -0.17% |
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 6.74% return, which is significantly higher than DFUV's 6.31% 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*
- —
DFUV
- 1D
- 0.18%
- 1M
- -2.45%
- YTD
- 6.31%
- 6M
- 10.99%
- 1Y
- 11.98%
- 3Y*
- 12.71%
- 5Y*
- —
- 10Y*
- —
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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%.
Return for Risk
QDVI.DE vs. DFUV — Risk / Return Rank
QDVI.DE
DFUV
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.DE | DFUV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.61 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.05 | 0.92 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.95 | 0.79 | +2.16 |
Martin ratioReturn relative to average drawdown | 13.11 | 2.72 | +10.39 |
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 | DFUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.61 | +0.94 |
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 | 0.57 | 0.00 |
Correlation
The correlation between QDVI.DE and DFUV is 0.62, 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. DFUV - Dividend Comparison
QDVI.DE has not paid dividends to shareholders, while DFUV's dividend yield for the trailing twelve months is around 1.51%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFUV Dimensional US Marketwide Value ETF | 1.51% | 1.55% | 1.64% | 1.72% | 1.34% |
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.DE | DFUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -17.60% | -21.38% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -12.69% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | -3.85% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -3.78% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.86% | -0.64% |
Volatility
QDVI.DE vs. DFUV - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 5.74% compared to Dimensional US Marketwide Value ETF (DFUV) at 3.38%. 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.DE | DFUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 3.38% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 9.56% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 19.62% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 16.59% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 16.59% | +2.03% |