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QDVI.DE vs. EXX5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVI.DE vs. EXX5.DE - 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 Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EXX5.DE's 10.28% 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*

EXX5.DE

1D
-0.15%
1M
1.36%
YTD
10.28%
6M
10.23%
1Y
19.47%
3Y*
12.24%
5Y*
9.39%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. EXX5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EXX5.DE
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR
10.28%-1.07%22.05%-0.09%7.04%43.02%-15.23%23.88%-3.48%-0.27%

Correlation

The correlation between QDVI.DE and EXX5.DE is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2016

0.82

Over the past year, the correlation between QDVI.DE and EXX5.DE has dropped to 0.53 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

QDVI.DE vs. EXX5.DE — 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: 9898
Overall Rank
QDVI.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
QDVI.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
QDVI.DE Omega Ratio Rank: 9797
Omega Ratio Rank
QDVI.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
QDVI.DE Martin Ratio Rank: 9898
Martin Ratio Rank

EXX5.DE
EXX5.DE Risk / Return Rank: 5757
Overall Rank
EXX5.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EXX5.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
EXX5.DE Omega Ratio Rank: 4343
Omega Ratio Rank
EXX5.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EXX5.DE Martin Ratio Rank: 6666
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. EXX5.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 iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.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.DEEXX5.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.88

Sortino ratioReturn per unit of downside risk

+4.79

Omega ratioGain probability vs. loss probability

1.94

1.27

+0.67

Calmar ratioReturn relative to maximum drawdown

15.30

4.15

+11.15

Martin ratioReturn relative to average drawdown

60.71

11.89

+48.82

QDVI.DE vs. EXX5.DE - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the EXX5.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of QDVI.DE and EXX5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVI.DEEXX5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.50

1.63

+3.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.63

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.43

+0.33

Drawdowns

QDVI.DE vs. EXX5.DE - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, smaller than the maximum EXX5.DE drawdown of -58.58%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and EXX5.DE.


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Drawdown Indicators


QDVI.DEEXX5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-58.58%

+19.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-4.46%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-21.96%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-21.96%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

Current Drawdown

Current decline from peak

0.00%

-0.86%

+0.86%

Average Drawdown

Average peak-to-trough decline

-6.78%

-10.92%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.56%

-0.11%

Volatility

QDVI.DE vs. EXX5.DE - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) at 2.59%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than EXX5.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.DEEXX5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

2.59%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

7.82%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

11.39%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

14.84%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

17.08%

+1.62%

QDVI.DE vs. EXX5.DE - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is lower than EXX5.DE's 0.31% expense ratio.


Dividends

QDVI.DE vs. EXX5.DE - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while EXX5.DE's dividend yield for the trailing twelve months is around 2.38%.


PositionTTM20252024202320222021202020192018201720162015
EXX5.DE
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR
2.38%2.62%3.01%5.31%2.47%2.07%2.98%2.29%1.57%3.04%2.46%2.55%
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


QDVI.DE and EXX5.DE have a correlation of 0.53, 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 0.31% for EXX5.DE.

QDVI.DE tracks MSCI USA Enhanced Value, while EXX5.DE tracks Dow Jones U.S. Select Dividend Index. Their fees differ too: 0.20% for QDVI.DE and 0.31% for EXX5.DE.

Portfolio Optimizer

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