QDVI.DE vs. DFUVX

Last updated Jun 5, 2026

QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and DFUVX (DFA U.S. Large Cap Value III Portfolio) are both Large Cap Value Equities funds. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 10.73%/yr for DFUVX. A 0.62 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.14%/yr for DFUVX.

Performance

QDVI.DE vs. DFUVX - 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 DFA U.S. Large Cap Value III Portfolio (DFUVX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

QDVI.DE is traded in EUR, while DFUVX is traded in USD. To make them comparable, the DFUVX 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 DFUVX's 18.15% 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*: —

DFUVX

• 1D: 0.73%
• 1M: 5.76%
• YTD: 18.15%
• 6M: 18.42%
• 1Y: 33.58%
• 3Y*: 16.55%
• 5Y*: 10.73%
• 10Y*: 11.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. DFUVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DFUVX DFA U.S. Large Cap Value III Portfolio	18.15%	2.08%	20.32%	8.30%	0.11%	31.93%	-8.65%	28.46%	-7.43%	4.02%

Correlation

The correlation between QDVI.DE and DFUVX is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016	0.62

The correlation between QDVI.DE and DFUVX has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

Return for Risk

QDVI.DE vs. DFUVX — 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: 98
QDVI.DE Sharpe Ratio Rank: 98
QDVI.DE Sortino Ratio Rank: 98
QDVI.DE Omega Ratio Rank: 97
QDVI.DE Calmar Ratio Rank: 98
QDVI.DE Martin Ratio Rank: 98

DFUVX

DFUVX Risk / Return Rank: 92
DFUVX Sharpe Ratio Rank: 94
DFUVX Sortino Ratio Rank: 92
DFUVX Omega Ratio Rank: 85
DFUVX Calmar Ratio Rank: 96
DFUVX Martin Ratio Rank: 95

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. DFUVX - 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 DFA U.S. Large Cap Value III Portfolio (DFUVX). 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	DFUVX	Difference
Sharpe ratio: Return per unit of total volatility	5.50	2.97	+2.54
Sortino ratio: Return per unit of downside risk	7.12	3.90	+3.22
Omega ratio: Gain probability vs. loss probability	1.94	1.52	+0.42
Calmar ratio: Return relative to maximum drawdown	15.30	7.84	+7.46
Martin ratio: Return relative to average drawdown	60.71	25.29	+35.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVI.DE vs. DFUVX - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the DFUVX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of QDVI.DE and DFUVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QDVI.DE	DFUVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.50	2.97	+2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	0.68	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.45	+0.31

Drawdowns

QDVI.DE vs. DFUVX - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, smaller than the maximum DFUVX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and DFUVX.

Drawdown Indicators

	QDVI.DE	DFUVX	Difference
Max Drawdown Largest peak-to-trough decline	-38.98%	-59.36%	+20.38%
Max Drawdown (1Y) Largest decline over 1 year	-5.73%	-4.28%	-1.45%
Max Drawdown (3Y) Largest decline over 3 years	-23.10%	-22.12%	-0.98%
Max Drawdown (5Y) Largest decline over 5 years	-23.10%	-22.12%	-0.98%
Max Drawdown (10Y) Largest decline over 10 years	—	-40.61%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.78%	-9.41%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.45%	1.32%	+0.13%

Volatility

QDVI.DE vs. DFUVX - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to DFA U.S. Large Cap Value III Portfolio (DFUVX) at 2.32%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than DFUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDVI.DE	DFUVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	2.32%	+4.27%
Volatility (6M) Calculated over the trailing 6-month period	12.30%	8.25%	+4.05%
Volatility (1Y) Calculated over the trailing 1-year period	16.04%	11.36%	+4.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.79%	15.84%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.70%	18.91%	-0.21%

QDVI.DE vs. DFUVX - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is higher than DFUVX's 0.14% 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. DFUVX - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while DFUVX's dividend yield for the trailing twelve months is around 1.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUVX DFA U.S. Large Cap Value III Portfolio	1.49%	1.31%	1.94%	5.68%	5.84%	1.77%	2.09%	5.04%	9.79%	7.99%	4.90%	8.03%
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

Can I hold both QDVI.DE and DFUVX in my portfolio?

QDVI.DE and DFUVX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.