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

Performance

QDVI.DE vs. SXRV.DE - 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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVI.DE achieves a 49.34% return, which is significantly higher than SXRV.DE's 20.57% 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*

SXRV.DE

1D
-0.83%
1M
7.99%
YTD
20.57%
6M
18.73%
1Y
37.06%
3Y*
24.53%
5Y*
18.67%
10Y*
21.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. SXRV.DE - 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%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%

Correlation

The correlation between QDVI.DE and SXRV.DE is 0.69, 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

0.69

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

0.59

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

0.63

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

0.67

The correlation between QDVI.DE and SXRV.DE has been stable across timeframes, ranging from 0.59 to 0.69 - a consistent structural relationship.

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Return for Risk

QDVI.DE vs. SXRV.DE — 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

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
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. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.10

Sortino ratioReturn per unit of downside risk

+3.92

Omega ratioGain probability vs. loss probability

1.94

1.42

+0.52

Calmar ratioReturn relative to maximum drawdown

15.30

3.75

+11.55

Martin ratioReturn relative to average drawdown

60.71

11.16

+49.55

QDVI.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of QDVI.DE and SXRV.DE, 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.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.50

2.40

+3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.93

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.91

-0.15

Drawdowns

QDVI.DE vs. SXRV.DE - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and SXRV.DE.


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Drawdown Indicators


QDVI.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-32.80%

-6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-10.03%

+4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-26.69%

+3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-31.33%

+8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

-6.78%

-6.56%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

3.38%

-1.93%

Volatility

QDVI.DE vs. SXRV.DE - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

4.26%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

10.98%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

15.67%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

19.84%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

19.65%

-0.95%

QDVI.DE vs. SXRV.DE - Expense Ratio Comparison

QDVI.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

QDVI.DE vs. SXRV.DE - Dividend Comparison

Neither QDVI.DE nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVI.DE and SXRV.DE have a correlation of 0.69, 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 0.36% for SXRV.DE.

QDVI.DE is categorized as Large Cap Value Equities, while SXRV.DE is Nasdaq-100. QDVI.DE tracks MSCI USA Enhanced Value, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for QDVI.DE and 0.36% for SXRV.DE.

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