QDVI.DE vs. IJR
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and IJR (iShares Core S&P Small-Cap ETF) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 6.67%/yr for IJR. A 0.56 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.06%/yr for IJR.
Performance
QDVI.DE vs. IJR - Performance Comparison
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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%
QDVI.DE vs. IJR - 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% |
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.
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Return for Risk
QDVI.DE vs. IJR — Risk / Return Rank
QDVI.DE
IJR
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.DE | IJR | Difference | |
|---|---|---|---|
| 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 |
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 | IJR | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| QDVI.DE | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -1.05% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -9.88% | +3.10% |
Ulcer IndexDepth 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.
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Volatility by Period
| QDVI.DE | IJR | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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