QDVI.DE vs. SEC0.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, QDVI.DE returned 30.40%/yr vs 56.37%/yr for SEC0.DE. A 0.65 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.35%/yr for SEC0.DE.
Performance
QDVI.DE vs. SEC0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVI.DE achieves a 49.34% return, which is significantly lower than SEC0.DE's 98.10% 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*
- —
SEC0.DE
- 1D
- -2.85%
- 1M
- 18.95%
- YTD
- 98.10%
- 6M
- 98.14%
- 1Y
- 188.23%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
QDVI.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QDVI.DE iShares Edge MSCI USA Value Factor UCITS ETF | 49.34% | 18.60% | 12.66% | 10.72% | -9.98% | 9.79% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between QDVI.DE and SEC0.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.65 |
The correlation between QDVI.DE and SEC0.DE shifts across timeframes, from 0.63 (3 years) to 0.74 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVI.DE vs. SEC0.DE — Risk / Return Rank
QDVI.DE
SEC0.DE
QDVI.DE vs. SEC0.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 MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.75 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 14.81 | +0.49 |
| Martin ratioReturn relative to average drawdown | 60.71 | 52.61 | +8.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVI.DE | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 5.89 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.17 | -0.41 |
Drawdowns
QDVI.DE vs. SEC0.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, roughly equal to the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and SEC0.DE.
Loading charts...
Drawdown Indicators
| QDVI.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -39.35% | +0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -12.90% | +7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -39.35% | +16.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.85% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -11.85% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.64% | -2.19% |
Volatility
QDVI.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) is 6.59%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that QDVI.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVI.DE | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 13.13% | -6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 25.14% | -12.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 32.42% | -16.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 29.95% | -13.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 29.95% | -11.25% |
QDVI.DE vs. SEC0.DE - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
QDVI.DE vs. SEC0.DE - Dividend Comparison
Neither QDVI.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVI.DE and SEC0.DE have a correlation of 0.74, 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 0.35% for SEC0.DE.
QDVI.DE is categorized as Large Cap Value Equities, while SEC0.DE is Semiconductors. QDVI.DE tracks MSCI USA Enhanced Value, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.20% for QDVI.DE and 0.35% for SEC0.DE.
Find the right allocation for QDVI.DE and SEC0.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer