QDVI.DE vs. SXR1.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 5 years, QDVI.DE returned 16.46%/yr vs 6.72%/yr for SXR1.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
QDVI.DE vs. SXR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVI.DE achieves a 43.32% return, which is significantly higher than SXR1.DE's 13.23% return.
QDVI.DE
- 1D
- -2.14%
- 1M
- -4.08%
- 6M
- 36.82%
- YTD
- 43.32%
- 1Y
- 72.94%
- 3Y*
- 28.34%
- 5Y*
- 16.46%
- 10Y*
- —
SXR1.DE
- 1D
- 0.38%
- 1M
- 3.53%
- 6M
- 11.51%
- YTD
- 13.23%
- 1Y
- 18.42%
- 3Y*
- 12.09%
- 5Y*
- 6.72%
- 10Y*
- 7.24%
QDVI.DE vs. SXR1.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 | 43.32% | 18.62% | 12.57% | 10.74% | -9.92% | 41.15% | -10.83% | 29.88% | -8.08% | 6.91% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 13.23% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Correlation
The correlation between QDVI.DE and SXR1.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.66 |
The correlation between QDVI.DE and SXR1.DE shifts across timeframes, from 0.48 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVI.DE vs. SXR1.DE — Risk / Return Rank
QDVI.DE
SXR1.DE
QDVI.DE vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDVI.DE | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.28 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 10.52 | 2.95 | +7.57 |
| Martin ratioReturn relative to average drawdown | 38.54 | 8.48 | +30.06 |
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Drawdowns
QDVI.DE vs. SXR1.DE - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.94%, roughly equal to the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and SXR1.DE.
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Drawdown Indicators
| QDVI.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.94% | -38.62% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -6.21% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.11% | -20.28% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | -20.28% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.91% | — |
Current DrawdownCurrent decline from peak | -6.60% | 0.00% | -6.60% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -9.82% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.17% | -0.28% |
Volatility
QDVI.DE vs. SXR1.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 7.30% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 2.42%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 2.42% | +4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 9.38% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 11.99% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 14.76% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 16.49% | +2.41% |
QDVI.DE vs. SXR1.DE - Expense Ratio Comparison
Both QDVI.DE and SXR1.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%.
Dividends
QDVI.DE vs. SXR1.DE - Dividend Comparison
Neither QDVI.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVI.DE and SXR1.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVI.DE and SXR1.DE have the same expense ratio: 0.20% per year.
QDVI.DE is categorized as Large Cap Value Equities, while SXR1.DE is Asia Pacific Equities. QDVI.DE tracks MSCI USA Enhanced Value, while SXR1.DE tracks MSCI Pacific ex Japan.
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