QDVI.DE vs. NQSE.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 14.91%/yr for NQSE.DE. A 0.57 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVI.DE vs. NQSE.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 NQSE.DE's 17.82% 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*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVI.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -14.83% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between QDVI.DE and NQSE.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 | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.57 |
The correlation between QDVI.DE and NQSE.DE shifts across timeframes, from 0.51 (3 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVI.DE vs. NQSE.DE — Risk / Return Rank
QDVI.DE
NQSE.DE
QDVI.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.22 | ||
| Sortino ratioReturn per unit of downside risk | +3.95 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.39 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 3.08 | +12.22 |
| Martin ratioReturn relative to average drawdown | 60.71 | 10.77 | +49.94 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 2.28 | +3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.71 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.82 | -0.06 |
Drawdowns
QDVI.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and NQSE.DE.
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Drawdown Indicators
| QDVI.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -37.67% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -11.87% | +6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -22.40% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -37.67% | +14.57% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -8.56% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.40% | -1.95% |
Volatility
QDVI.DE vs. NQSE.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 4.75% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 11.99% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 16.05% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 20.91% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 21.54% | -2.84% |
QDVI.DE vs. NQSE.DE - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVI.DE vs. NQSE.DE - Dividend Comparison
Neither QDVI.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVI.DE and NQSE.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.
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 0.33% for NQSE.DE.
QDVI.DE is categorized as Large Cap Value Equities, while NQSE.DE is Nasdaq-100. QDVI.DE tracks MSCI USA Enhanced Value, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for QDVI.DE and 0.33% for NQSE.DE.
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