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

QDVI.DE vs. EFV

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) and iShares MSCI EAFE Value ETF (EFV).

QDVI.DE and EFV 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. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. Both QDVI.DE and EFV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QDVI.DE vs. EFV - 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 iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

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QDVI.DE vs. EFV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF		6.74%18.60%12.66%10.72%-9.98%41.21%-10.84%29.80%-8.02%6.93%
EFV
iShares MSCI EAFE Value ETF		7.03%25.35%12.30%15.29%0.65%19.39%-10.97%18.41%-10.67%6.32%
Different Trading Currencies

QDVI.DE is traded in EUR, while EFV is traded in USD. To make them comparable, the EFV values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with QDVI.DE having a 6.74% return and EFV slightly higher at 7.03%.

QDVI.DE

1D
3.05%
1M
-1.70%
YTD
6.74%
6M
17.40%
1Y
29.28%
3Y*
16.25%
5Y*
9.84%
10Y*
—

EFV

1D
1.13%
1M
-2.72%
YTD
7.03%
6M
14.43%
1Y
24.40%
3Y*
18.48%
5Y*
13.08%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI USA Value Factor UCITS ETF

iShares MSCI EAFE Value ETF

Often compared with QDVI.DE:
QDVI.DE vs. VTVQDVI.DE vs. SCHDQDVI.DE vs. VLUEQDVI.DE vs. QDVA.DEQDVI.DE vs. SPYQDVI.DE vs. DFUVQDVI.DE vs. AVLV
Often compared with EFV:
EFV vs. EFAVEFV vs. VEAEFV vs. FIVAEFV vs. DFIVXEFV vs. SCHFEFV vs. VTRIXEFV vs. VOO

QDVI.DE vs. EFV - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is lower than EFV's 0.39% expense ratio.

EFV
iShares MSCI EAFE Value ETF
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF

Return for Risk

QDVI.DE vs. EFV — 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: 8282
Overall Rank
QDVI.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QDVI.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
QDVI.DE Omega Ratio Rank: 7575
Omega Ratio Rank
QDVI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
QDVI.DE Martin Ratio Rank: 9191
Martin Ratio Rank
EFV
EFV Risk / Return Rank: 8989
Overall Rank
EFV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 9090
Sortino Ratio Rank
EFV Omega Ratio Rank: 9191
Omega Ratio Rank
EFV Calmar Ratio Rank: 8989
Calmar Ratio Rank
EFV Martin Ratio Rank: 8888
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. EFV - 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 iShares MSCI EAFE Value ETF (EFV). 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.DEEFVDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.50

+0.05

Sortino ratio

Return per unit of downside risk

2.05

2.04

+0.01

Omega ratio

Gain probability vs. loss probability

1.30

1.32

-0.03

Calmar ratio

Return relative to maximum drawdown

2.95

1.99

+0.97

Martin ratio

Return relative to average drawdown

13.11

8.78

+4.33

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. EFV - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 1.55, which is comparable to the EFV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of QDVI.DE and EFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

QDVI.DEEFVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.50

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.98

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.58

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.23

+0.34

Correlation

The correlation between QDVI.DE and EFV is 0.52, 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. EFV - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while EFV's dividend yield for the trailing twelve months is around 3.95%.

TTM20252024202320222021202020192018201720162015
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%
EFV
iShares MSCI EAFE Value ETF		3.95%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%

Drawdowns

QDVI.DE vs. EFV - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, smaller than the maximum EFV drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and EFV.

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Drawdown Indicators

QDVI.DEEFVDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-63.94%

+24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-11.29%

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-25.84%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

—

-43.16%

—

Current Drawdown

Current decline from peak

-2.86%

-5.84%

+2.98%

Average Drawdown

Average peak-to-trough decline

-6.89%

-14.93%

+8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.92%

-0.70%

Volatility

QDVI.DE vs. EFV - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 5.74% and 5.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QDVI.DEEFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.75%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

9.30%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

16.38%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

13.37%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

16.72%

+1.90%