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QDVI.DE vs. UBU5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVI.DE vs. UBU5.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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 UBU5.DE's 11.44% 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*

UBU5.DE

1D
0.60%
1M
3.12%
YTD
11.44%
6M
11.29%
1Y
20.56%
3Y*
13.20%
5Y*
10.27%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVI.DE vs. UBU5.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%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
11.44%1.10%19.93%6.38%-1.60%38.43%-9.93%27.91%-4.61%0.74%

Correlation

The correlation between QDVI.DE and UBU5.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.86

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

0.89

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

0.91

The correlation between QDVI.DE and UBU5.DE shifts across timeframes, from 0.80 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVI.DE vs. UBU5.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

UBU5.DE
UBU5.DE Risk / Return Rank: 7070
Overall Rank
UBU5.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UBU5.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
UBU5.DE Omega Ratio Rank: 6464
Omega Ratio Rank
UBU5.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
UBU5.DE Martin Ratio Rank: 7777
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. UBU5.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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.DEUBU5.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.44

Sortino ratioReturn per unit of downside risk

+4.24

Omega ratioGain probability vs. loss probability

1.94

1.38

+0.56

Calmar ratioReturn relative to maximum drawdown

15.30

4.28

+11.02

Martin ratioReturn relative to average drawdown

60.71

14.64

+46.07

QDVI.DE vs. UBU5.DE - Sharpe Ratio Comparison

The current QDVI.DE Sharpe Ratio is 5.50, which is higher than the UBU5.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of QDVI.DE and UBU5.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.DEUBU5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.50

2.07

+3.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.76

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.74

+0.02

Drawdowns

QDVI.DE vs. UBU5.DE - Drawdown Comparison

The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than UBU5.DE's maximum drawdown of -36.36%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and UBU5.DE.


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Drawdown Indicators


QDVI.DEUBU5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-36.36%

-2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-4.70%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-19.90%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-19.90%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.78%

-4.82%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.38%

+0.07%

Volatility

QDVI.DE vs. UBU5.DE - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) at 2.15%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than UBU5.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.DEUBU5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

2.15%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

6.40%

+5.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

9.72%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

13.36%

+3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

15.47%

+3.23%

QDVI.DE vs. UBU5.DE - Expense Ratio Comparison

Both QDVI.DE and UBU5.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. UBU5.DE - Dividend Comparison

QDVI.DE has not paid dividends to shareholders, while UBU5.DE's dividend yield for the trailing twelve months is around 1.17%.


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%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
1.17%1.95%1.60%2.86%1.80%1.27%2.18%1.75%2.10%1.81%2.10%2.04%

Frequently Asked Questions


QDVI.DE and UBU5.DE have a correlation of 0.80, 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 UBU5.DE have the same expense ratio: 0.20% per year.

QDVI.DE tracks MSCI USA Enhanced Value, while UBU5.DE tracks MSCI USA Value. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

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