QDVI.DE vs. VOO
QDVI.DE (iShares Edge MSCI USA Value Factor UCITS ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - QDVI.DE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, QDVI.DE returned 17.11%/yr vs 15.04%/yr for VOO. A 0.51 correlation means they provide meaningful diversification when combined. QDVI.DE charges 0.20%/yr vs 0.03%/yr for VOO.
Performance
QDVI.DE vs. VOO - Performance Comparison
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Different Trading Currencies
QDVI.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVI.DE achieves a 49.34% return, which is significantly higher than VOO's 12.61% return.
QDVI.DE
- 1D
- 0.22%
- 1M
- 17.95%
- YTD
- 49.34%
- 6M
- 52.54%
- 1Y
- 88.01%
- 3Y*
- 30.40%
- 5Y*
- 17.11%
- 10Y*
- —
VOO
- 1D
- 0.00%
- 1M
- 4.36%
- YTD
- 12.61%
- 6M
- 11.32%
- 1Y
- 27.33%
- 3Y*
- 19.27%
- 5Y*
- 15.04%
- 10Y*
- 15.28%
QDVI.DE vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 10.58% | 3.84% | 33.23% | 22.54% | -13.10% | 38.43% | 8.57% | 34.33% | -0.02% | 6.81% |
Correlation
The correlation between QDVI.DE and VOO is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.51 |
The correlation between QDVI.DE and VOO shifts across timeframes, from 0.45 (3 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVI.DE vs. VOO — Risk / Return Rank
QDVI.DE
VOO
QDVI.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.42 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 15.30 | 3.73 | +11.57 |
| Martin ratioReturn relative to average drawdown | 60.71 | 14.10 | +46.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVI.DE | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.50 | 2.26 | +3.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.90 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.90 | -0.14 |
Drawdowns
QDVI.DE vs. VOO - Drawdown Comparison
The maximum QDVI.DE drawdown since its inception was -38.98%, which is greater than VOO's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for QDVI.DE and VOO.
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Drawdown Indicators
| QDVI.DE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -33.49% | -5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -7.37% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -23.87% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -23.87% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.49% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -4.03% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.94% | -0.49% |
Volatility
QDVI.DE vs. VOO - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a higher volatility of 6.59% compared to Vanguard S&P 500 ETF (VOO) at 2.06%. This indicates that QDVI.DE's price experiences larger fluctuations and is considered to be riskier than VOO 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 | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 2.06% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 8.55% | +3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 12.20% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 16.69% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 18.53% | +0.17% |
QDVI.DE vs. VOO - Expense Ratio Comparison
QDVI.DE has a 0.20% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVI.DE vs. VOO - Dividend Comparison
QDVI.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
QDVI.DE and VOO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOO is cheaper with a 0.03% expense ratio, compared with 0.20% for QDVI.DE.
QDVI.DE is categorized as Large Cap Value Equities, while VOO is S&P 500. QDVI.DE tracks MSCI USA Enhanced Value, while VOO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVI.DE and 0.03% for VOO.
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