PortfoliosLab logoPortfoliosLab logo
QDVI.DE vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVI.DE vs. IJR - 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 Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

QDVI.DE is traded in EUR, while IJR is traded in USD. To make them comparable, the IJR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVI.DE achieves a 49.34% return, which is significantly higher than IJR's 16.99% 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*

IJR

1D
-1.05%
1M
1.06%
YTD
16.99%
6M
15.09%
1Y
30.31%
3Y*
11.10%
5Y*
6.67%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. IJR - 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%
IJR
iShares Core S&P Small-Cap ETF
16.99%-6.67%15.80%12.58%-11.00%36.05%2.10%25.59%-4.21%-0.76%

Correlation

The correlation between QDVI.DE and IJR is 0.56, 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

0.56

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

0.53

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

0.53

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

0.56

The correlation between QDVI.DE and IJR has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

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. IJR — 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

IJR
IJR Risk / Return Rank: 6060
Overall Rank
IJR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 5555
Sortino Ratio Rank
IJR Omega Ratio Rank: 5050
Omega Ratio Rank
IJR Calmar Ratio Rank: 7373
Calmar Ratio Rank
IJR 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. IJR - 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 Core S&P Small-Cap ETF (IJR). 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.DEIJRDifference
Sharpe ratioReturn per unit of total volatility

+3.74

Sortino ratioReturn per unit of downside risk

+4.64

Omega ratioGain probability vs. loss probability

1.94

1.31

+0.63

Calmar ratioReturn relative to maximum drawdown

15.30

4.54

+10.76

Martin ratioReturn relative to average drawdown

60.71

14.32

+46.39

QDVI.DE vs. IJR - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the IJR Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of QDVI.DE and IJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QDVI.DEIJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.50

1.77

+3.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.32

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.43

+0.33

Drawdowns

QDVI.DE vs. IJR - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, smaller than the maximum IJR drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and IJR.


Loading charts...

Drawdown Indicators


QDVI.DEIJRDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-53.03%

+14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-6.71%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-31.61%

+8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-31.61%

+8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-41.21%

Current Drawdown

Current decline from peak

0.00%

-1.05%

+1.05%

Average Drawdown

Average peak-to-trough decline

-6.78%

-9.88%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.12%

-0.67%

Volatility

QDVI.DE vs. IJR - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to iShares Core S&P Small-Cap ETF (IJR) at 3.98%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDVI.DEIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

3.98%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

11.46%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

17.24%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

21.00%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

23.16%

-4.46%

QDVI.DE vs. IJR - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is higher than IJR's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QDVI.DE vs. IJR - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while IJR's dividend yield for the trailing twelve months is around 1.16%.


PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF
1.16%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
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 IJR have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJR is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJR is cheaper with a 0.06% expense ratio, compared with 0.20% for QDVI.DE.

QDVI.DE is categorized as Large Cap Value Equities, while IJR is Small Cap Blend Equities. QDVI.DE tracks MSCI USA Enhanced Value, while IJR tracks S&P SmallCap 600 Index. Their fees differ too: 0.20% for QDVI.DE and 0.06% for IJR.

Portfolio Optimizer

Find the right allocation for QDVI.DE and IJR

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