QDVI.DE vs. FUSA.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and FUSA.DE (Fidelity US Quality Income UCITS ETF Acc) are both Large Cap Value Equities funds - QDVI.DE tracks the MSCI USA Enhanced Value while FUSA.DE tracks the Fidelity US Quality Income NR USD. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 12.78%/yr for FUSA.DE. Their correlation of 0.87 suggests significant overlap in exposure. QDVI.DE charges 0.20%/yr vs 0.30%/yr for FUSA.DE.
Performance
QDVI.DE vs. FUSA.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 FUSA.DE's 8.98% 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*
- —
FUSA.DE
- 1D
- -0.10%
- 1M
- 3.18%
- YTD
- 8.98%
- 6M
- 8.57%
- 1Y
- 21.54%
- 3Y*
- 14.80%
- 5Y*
- 12.78%
- 10Y*
- —
QDVI.DE vs. FUSA.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% | 4.92% |
FUSA.DE Fidelity US Quality Income UCITS ETF Acc | 8.98% | 3.93% | 24.26% | 14.29% | -5.73% | 37.53% | 1.62% | 35.26% | -0.02% | 3.04% |
Correlation
The correlation between QDVI.DE and FUSA.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.87 |
The correlation between QDVI.DE and FUSA.DE shifts across timeframes, from 0.75 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVI.DE vs. FUSA.DE — Risk / Return Rank
QDVI.DE
FUSA.DE
QDVI.DE vs. FUSA.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 Fidelity US Quality Income UCITS ETF Acc (FUSA.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 | FUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.40 | ||
| Sortino ratioReturn per unit of downside risk | +4.12 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.39 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 4.08 | +11.22 |
| Martin ratioReturn relative to average drawdown | 60.71 | 15.57 | +45.14 |
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 | FUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 2.10 | +3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.91 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.80 | -0.04 |
Drawdowns
QDVI.DE vs. FUSA.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than FUSA.DE's maximum drawdown of -35.37%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and FUSA.DE.
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Drawdown Indicators
| QDVI.DE | FUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -35.37% | -3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -5.24% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -21.86% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -21.86% | -1.24% |
Current DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -4.19% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.38% | +0.07% |
Volatility
QDVI.DE vs. FUSA.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) at 2.49%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than FUSA.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 | FUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 2.49% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 6.52% | +5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 10.16% | +5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 13.91% | +2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 15.65% | +3.05% |
QDVI.DE vs. FUSA.DE - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is lower than FUSA.DE's 0.30% expense ratio.
Dividends
QDVI.DE vs. FUSA.DE - Dividend Comparison
Neither QDVI.DE nor FUSA.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVI.DE and FUSA.DE have a correlation of 0.75, 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 FUSA.DE.
QDVI.DE tracks MSCI USA Enhanced Value, while FUSA.DE tracks Fidelity US Quality Income NR USD. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.20% for QDVI.DE and 0.30% for FUSA.DE.
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