QDVI.DE vs. LYP6.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.87%/yr vs 10.02%/yr for LYP6.DE. A 0.68 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.07%/yr for LYP6.DE.
Performance
QDVI.DE vs. LYP6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVI.DE achieves a 53.45% return, which is significantly higher than LYP6.DE's 10.16% return.
QDVI.DE
- 1D
- 3.01%
- 1M
- 7.95%
- YTD
- 53.45%
- 6M
- 54.70%
- 1Y
- 90.32%
- 3Y*
- 31.53%
- 5Y*
- 17.87%
- 10Y*
- —
LYP6.DE
- 1D
- 0.70%
- 1M
- 2.06%
- YTD
- 10.16%
- 6M
- 10.97%
- 1Y
- 22.54%
- 3Y*
- 15.50%
- 5Y*
- 10.02%
- 10Y*
- 10.58%
QDVI.DE vs. LYP6.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 | 53.45% | 18.62% | 12.57% | 10.74% | -9.92% | 41.15% | -10.83% | 29.88% | -8.08% | 6.91% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 10.16% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 11.31% |
Correlation
The correlation between QDVI.DE and LYP6.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 | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.68 |
The correlation between QDVI.DE and LYP6.DE shifts across timeframes, from 0.53 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVI.DE vs. LYP6.DE — Risk / Return Rank
QDVI.DE
LYP6.DE
QDVI.DE vs. LYP6.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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDVI.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.55 | ||
| Sortino ratioReturn per unit of downside risk | +4.27 | ||
| Omega ratioGain probability vs. loss probability | 1.89 | 1.33 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 15.72 | 2.37 | +13.35 |
| Martin ratioReturn relative to average drawdown | 58.26 | 9.23 | +49.03 |
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Drawdowns
QDVI.DE vs. LYP6.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.94%, which is greater than LYP6.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and LYP6.DE.
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Drawdown Indicators
| QDVI.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.94% | -35.51% | -3.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.71% | -9.45% | +3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -23.11% | -16.26% | -6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | -20.71% | -2.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.51% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -5.22% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.44% | -0.90% |
Volatility
QDVI.DE vs. LYP6.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.82% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 2.94%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 2.94% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 10.82% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 12.96% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 14.42% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 15.35% | +3.51% |
QDVI.DE vs. LYP6.DE - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is higher than LYP6.DE's 0.07% 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. LYP6.DE - Dividend Comparison
Neither QDVI.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVI.DE and LYP6.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, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVI.DE.
QDVI.DE is categorized as Large Cap Value Equities, while LYP6.DE is Europe Equities. QDVI.DE tracks MSCI USA Enhanced Value, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for QDVI.DE and 0.07% for LYP6.DE.
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