QDVI.DE vs. EXX5.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) are both Large Cap Value Equities funds from iShares - QDVI.DE tracks the MSCI USA Enhanced Value while EXX5.DE tracks the Dow Jones U.S. Select Dividend Index. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 9.39%/yr for EXX5.DE. Their correlation of 0.82 suggests significant overlap in exposure. QDVI.DE charges 0.20%/yr vs 0.31%/yr for EXX5.DE.
Performance
QDVI.DE vs. EXX5.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 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%
QDVI.DE vs. EXX5.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% |
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
QDVI.DE
EXX5.DE
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.DE | EXX5.DE | Difference | |
|---|---|---|---|
| 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 |
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 | EXX5.DE | Difference | |
|---|---|---|---|
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.DE | EXX5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.86% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -10.92% | +4.14% |
Ulcer IndexDepth 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.DE | EXX5.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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