QDVI.DE vs. IBCK.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 9.91%/yr for IBCK.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
QDVI.DE vs. IBCK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVI.DE achieves a 49.34% return, which is significantly higher than IBCK.DE's 5.14% return.
QDVI.DE
- 1D
- 0.22%
- 1M
- 17.95%
- YTD
- 49.34%
- 6M
- 52.54%
- 1Y
- 88.01%
- 3Y*
- 30.40%
- 5Y*
- 17.11%
- 10Y*
- —
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
QDVI.DE vs. IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
Correlation
The correlation between QDVI.DE and IBCK.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.76 |
The correlation between QDVI.DE and IBCK.DE shifts across timeframes, from 0.62 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVI.DE vs. IBCK.DE — Risk / Return Rank
QDVI.DE
IBCK.DE
QDVI.DE vs. IBCK.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 Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.43 | ||
| Sortino ratioReturn per unit of downside risk | +5.58 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.19 | +0.75 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 1.83 | +13.47 |
| Martin ratioReturn relative to average drawdown | 60.71 | 5.31 | +55.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVI.DE | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 1.07 | +4.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.79 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.88 | -0.12 |
Drawdowns
QDVI.DE vs. IBCK.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than IBCK.DE's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and IBCK.DE.
Loading charts...
Drawdown Indicators
| QDVI.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -33.11% | -5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -5.08% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -17.55% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -17.55% | -5.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.11% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.47% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -4.50% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.75% | -0.30% |
Volatility
QDVI.DE vs. IBCK.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVI.DE | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 2.26% | +4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 5.71% | +6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 8.73% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 12.37% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 14.02% | +4.68% |
QDVI.DE vs. IBCK.DE - Expense Ratio Comparison
Both QDVI.DE and IBCK.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QDVI.DE vs. IBCK.DE - Dividend Comparison
Neither QDVI.DE nor IBCK.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVI.DE and IBCK.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVI.DE and IBCK.DE have the same expense ratio: 0.20% per year.
QDVI.DE is categorized as Large Cap Value Equities, while IBCK.DE is S&P 500. QDVI.DE tracks MSCI USA Enhanced Value, while IBCK.DE tracks S&P 500 Minimum Volatility.
Find the right allocation for QDVI.DE and IBCK.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer