QDVI.DE vs. QDVA.DE
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) and iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE).
QDVI.DE and QDVA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVI.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value. It was launched on Oct 13, 2016. QDVA.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum. It was launched on Oct 13, 2016. Both QDVI.DE and QDVA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QDVI.DE vs. QDVA.DE - Performance Comparison
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QDVI.DE vs. QDVA.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 | 6.74% | 18.60% | 12.66% | 10.72% | -9.98% | 41.21% | -10.84% | 29.80% | -8.02% | 6.93% |
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | -1.93% | 5.11% | 40.00% | 5.98% | -13.66% | 22.93% | 17.39% | 31.13% | 1.12% | 20.30% |
Returns By Period
In the year-to-date period, QDVI.DE achieves a 6.74% return, which is significantly higher than QDVA.DE's -1.93% return.
QDVI.DE
- 1D
- 3.05%
- 1M
- -1.70%
- YTD
- 6.74%
- 6M
- 17.40%
- 1Y
- 29.28%
- 3Y*
- 16.25%
- 5Y*
- 9.84%
- 10Y*
- —
QDVA.DE
- 1D
- 4.34%
- 1M
- -2.01%
- YTD
- -1.93%
- 6M
- -2.00%
- 1Y
- 9.14%
- 3Y*
- 17.62%
- 5Y*
- 8.92%
- 10Y*
- —
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QDVI.DE vs. QDVA.DE - Expense Ratio Comparison
Both QDVI.DE and QDVA.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%.
Return for Risk
QDVI.DE vs. QDVA.DE — Risk / Return Rank
QDVI.DE
QDVA.DE
QDVI.DE vs. QDVA.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 MSCI USA Momentum Factor UCITS ETF (QDVA.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 | QDVA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.42 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.05 | 0.73 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.10 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.95 | 0.87 | +2.08 |
Martin ratioReturn relative to average drawdown | 13.11 | 2.66 | +10.46 |
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 | QDVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.42 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.47 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.68 | -0.11 |
Correlation
The correlation between QDVI.DE and QDVA.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QDVI.DE vs. QDVA.DE - Dividend Comparison
Neither QDVI.DE nor QDVA.DE has paid dividends to shareholders.
Drawdowns
QDVI.DE vs. QDVA.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than QDVA.DE's maximum drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and QDVA.DE.
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Drawdown Indicators
| QDVI.DE | QDVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -33.34% | -5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -14.16% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -25.56% | +2.46% |
Current DrawdownCurrent decline from peak | -2.86% | -6.09% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -6.95% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.12% | -0.90% |
Volatility
QDVI.DE vs. QDVA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) is 5.74%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a volatility of 6.98%. This indicates that QDVI.DE experiences smaller price fluctuations and is considered to be less risky than QDVA.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 | QDVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 6.98% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 14.18% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 21.68% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 18.90% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 19.07% | -0.45% |