QDVI.DE vs. DFUV
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and DFUV (Dimensional US Marketwide Value ETF) are both Large Cap Value Equities funds. QDVI.DE is passively managed, while DFUV is actively managed. Over the past 3 years, QDVI.DE returned 30.40%/yr vs 16.89%/yr for DFUV. A 0.61 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.21%/yr for DFUV.
Performance
QDVI.DE vs. DFUV - Performance Comparison
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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*
- —
QDVI.DE vs. DFUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
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 | +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 |
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 | 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.DE | DFUV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -5.26% | -1.52% |
Ulcer IndexDepth 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.DE | DFUV | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
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