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QDVI.DE vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVI.DE vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVI.DE is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD 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 SCHD's 20.43% return.


QDVI.DE

1D
0.22%
1M
17.95%
YTD
49.34%
6M
52.54%
1Y
88.01%
3Y*
30.40%
5Y*
17.11%
10Y*

SCHD

1D
0.00%
1M
2.89%
YTD
20.43%
6M
19.23%
1Y
25.81%
3Y*
12.28%
5Y*
9.38%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF
21.18%-8.04%19.03%1.41%2.74%39.59%5.55%30.17%-1.13%6.00%

Correlation

The correlation between QDVI.DE and SCHD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.48

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

0.50

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

0.55

Over the past year, the correlation between QDVI.DE and SCHD has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

QDVI.DE vs. SCHD — 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

SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8080
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
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. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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.DESCHDDifference
Sharpe ratioReturn per unit of total volatility

+3.29

Sortino ratioReturn per unit of downside risk

+3.83

Omega ratioGain probability vs. loss probability

1.94

1.39

+0.55

Calmar ratioReturn relative to maximum drawdown

15.30

6.24

+9.06

Martin ratioReturn relative to average drawdown

60.71

14.97

+45.73

QDVI.DE vs. SCHD - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the SCHD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of QDVI.DE and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVI.DESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.50

2.22

+3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.65

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.88

-0.12

Drawdowns

QDVI.DE vs. SCHD - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and SCHD.


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Drawdown Indicators


QDVI.DESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-32.28%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-4.15%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-21.40%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-21.40%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.28%

Current Drawdown

Current decline from peak

0.00%

-1.46%

+1.46%

Average Drawdown

Average peak-to-trough decline

-6.78%

-4.43%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.73%

-0.28%

Volatility

QDVI.DE vs. SCHD - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.99%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVI.DESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

2.99%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

8.53%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

11.74%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

14.60%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

17.44%

+1.26%

QDVI.DE vs. SCHD - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is higher than SCHD'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. SCHD - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.24%.


PositionTTM20252024202320222021202020192018201720162015
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%
SCHD
Schwab U.S. Dividend Equity ETF
3.24%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions


QDVI.DE and SCHD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SCHD 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 SCHD is Dividend. QDVI.DE tracks MSCI USA Enhanced Value, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.20% for QDVI.DE and 0.06% for SCHD.

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