QDVI.DE vs. UBU5.DE
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both Large Cap Value Equities funds - QDVI.DE tracks the MSCI USA Enhanced Value while UBU5.DE tracks the MSCI USA Value. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 10.27%/yr for UBU5.DE. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVI.DE vs. UBU5.DE - Performance Comparison
Loading charts...
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%
QDVI.DE vs. UBU5.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 | 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.
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. UBU5.DE — Risk / Return Rank
QDVI.DE
UBU5.DE
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.DE | UBU5.DE | Difference | |
|---|---|---|---|
| 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 |
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 | UBU5.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| QDVI.DE | UBU5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -4.82% | -1.96% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| QDVI.DE | UBU5.DE | Difference | |
|---|---|---|---|
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%.
| 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% |
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.
Find the right allocation for QDVI.DE and UBU5.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