QDVI.DE vs. SCHG
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 16.75%/yr for SCHG. At a 0.39 correlation, their price movements are largely independent. QDVI.DE charges 0.20%/yr vs 0.04%/yr for SCHG.
Performance
QDVI.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
QDVI.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG 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 SCHG's 8.00% 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*
- —
SCHG
- 1D
- 0.00%
- 1M
- 4.08%
- YTD
- 8.00%
- 6M
- 5.93%
- 1Y
- 23.77%
- 3Y*
- 21.69%
- 5Y*
- 16.75%
- 10Y*
- 18.47%
QDVI.DE vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 5.62% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between QDVI.DE and SCHG is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.39 |
The correlation between QDVI.DE and SCHG shifts across timeframes, from 0.31 (3 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVI.DE vs. SCHG — Risk / Return Rank
QDVI.DE
SCHG
QDVI.DE vs. SCHG - 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. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.99 | ||
| Sortino ratioReturn per unit of downside risk | +5.13 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.27 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 1.53 | +13.77 |
| Martin ratioReturn relative to average drawdown | 60.71 | 4.41 | +56.29 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 1.51 | +3.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.77 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.92 | -0.15 |
Drawdowns
QDVI.DE vs. SCHG - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and SCHG.
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Drawdown Indicators
| QDVI.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -31.88% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -15.64% | +9.91% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -28.18% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -30.34% | +7.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.88% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.27% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -5.23% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 5.40% | -3.95% |
Volatility
QDVI.DE vs. SCHG - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 2.87%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than SCHG 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 | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 2.87% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 11.10% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 15.82% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 21.96% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 21.86% | -3.16% |
QDVI.DE vs. SCHG - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is higher than SCHG's 0.04% 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. SCHG - Dividend Comparison
QDVI.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.37% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
QDVI.DE and SCHG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.20% for QDVI.DE.
QDVI.DE is categorized as Large Cap Value Equities, while SCHG is Large Cap Growth Equities. QDVI.DE tracks MSCI USA Enhanced Value, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.20% for QDVI.DE and 0.04% for SCHG.
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