QDVI.DE vs. EHDV.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) are both Large Cap Value Equities funds - QDVI.DE tracks the MSCI USA Enhanced Value while EHDV.DE tracks the EURO iSTOXX High Dividend Low Volatility 50 Index. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 12.73%/yr for EHDV.DE. A 0.58 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.30%/yr for EHDV.DE.
Performance
QDVI.DE vs. EHDV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVI.DE achieves a 49.34% return, which is significantly higher than EHDV.DE's 10.18% return.
QDVI.DE
- 1D
- 0.22%
- 1M
- 16.58%
- YTD
- 49.34%
- 6M
- 51.37%
- 1Y
- 88.07%
- 3Y*
- 30.40%
- 5Y*
- 17.11%
- 10Y*
- —
EHDV.DE
- 1D
- -0.10%
- 1M
- -0.40%
- YTD
- 10.18%
- 6M
- 12.28%
- 1Y
- 20.81%
- 3Y*
- 20.12%
- 5Y*
- 12.73%
- 10Y*
- 6.45%
QDVI.DE vs. EHDV.DE - 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% |
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.85% | 13.76% | -9.06% | 21.20% | -18.40% | 13.72% | -12.46% | 6.15% |
Correlation
The correlation between QDVI.DE and EHDV.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.58 |
Over the past year, the correlation between QDVI.DE and EHDV.DE has dropped to 0.34 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
QDVI.DE vs. EHDV.DE — Risk / Return Rank
QDVI.DE
EHDV.DE
QDVI.DE vs. EHDV.DE - 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 Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE). 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 | EHDV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.49 | ||
| Sortino ratioReturn per unit of downside risk | +4.43 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.37 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 3.40 | +11.90 |
| Martin ratioReturn relative to average drawdown | 60.71 | 11.10 | +49.61 |
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 | EHDV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 2.01 | +3.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.93 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.45 | +0.31 |
Drawdowns
QDVI.DE vs. EHDV.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, smaller than the maximum EHDV.DE drawdown of -41.47%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and EHDV.DE.
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Drawdown Indicators
| QDVI.DE | EHDV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -41.47% | +2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -6.10% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -12.94% | -10.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -22.55% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.47% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.74% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -7.88% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.87% | -0.42% |
Volatility
QDVI.DE vs. EHDV.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) at 2.89%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than EHDV.DE 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 | EHDV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 2.89% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 7.95% | +4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 10.31% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 13.50% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 15.86% | +2.84% |
QDVI.DE vs. EHDV.DE - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is lower than EHDV.DE's 0.30% expense ratio.
Dividends
QDVI.DE vs. EHDV.DE - Dividend Comparison
QDVI.DE has not paid dividends to shareholders, while EHDV.DE's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.98% | 4.70% | 5.79% | 5.57% | 5.62% | 4.18% | 2.66% |
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVI.DE and EHDV.DE have a correlation of 0.34, 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 0.30% for EHDV.DE.
QDVI.DE tracks MSCI USA Enhanced Value, while EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for QDVI.DE and 0.30% for EHDV.DE.
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