QDVR.DE vs. 5HED.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and 5HED.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while 5HED.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.09%/yr vs 3.65%/yr for 5HED.DE. Their correlation of 0.82 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.75%/yr for 5HED.DE.
Performance
QDVR.DE vs. 5HED.DE - Performance Comparison
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Different Trading Currencies
QDVR.DE is traded in EUR, while 5HED.DE is traded in USD. To make them comparable, the 5HED.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVR.DE achieves a 17.46% return, which is significantly higher than 5HED.DE's 3.91% return.
QDVR.DE
- 1D
- 0.11%
- 1M
- 4.40%
- YTD
- 17.46%
- 6M
- 17.84%
- 1Y
- 26.35%
- 3Y*
- 15.28%
- 5Y*
- 12.09%
- 10Y*
- —
5HED.DE
- 1D
- 0.57%
- 1M
- 4.85%
- YTD
- 3.91%
- 6M
- 4.77%
- 1Y
- 11.11%
- 3Y*
- 3.05%
- 5Y*
- 3.65%
- 10Y*
- —
QDVR.DE vs. 5HED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 17.46% | -0.78% | 20.30% | 20.30% | -14.41% | 43.73% | 13.45% | 35.58% | -5.04% |
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | 3.91% | -7.59% | 10.48% | 12.57% | -11.75% | 32.56% | 12.72% | 34.00% | -5.07% |
Correlation
The correlation between QDVR.DE and 5HED.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2018 | 0.82 |
Over the past year, the correlation between QDVR.DE and 5HED.DE has dropped to 0.53 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
QDVR.DE vs. 5HED.DE — Risk / Return Rank
QDVR.DE
5HED.DE
QDVR.DE vs. 5HED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.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.
| QDVR.DE | 5HED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.16 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 1.58 | +2.09 |
| Martin ratioReturn relative to average drawdown | 12.30 | 3.84 | +8.46 |
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Drawdowns
QDVR.DE vs. 5HED.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.86%, roughly equal to the maximum 5HED.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and 5HED.DE.
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Drawdown Indicators
| QDVR.DE | 5HED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -32.31% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -6.99% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -23.88% | -21.72% | -2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.88% | -21.72% | -2.16% |
Current DrawdownCurrent decline from peak | -0.33% | -8.04% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -6.50% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.89% | -0.75% |
Volatility
QDVR.DE vs. 5HED.DE - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) is 3.66%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) has a volatility of 3.99%. This indicates that QDVR.DE experiences smaller price fluctuations and is considered to be less risky than 5HED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVR.DE | 5HED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 3.99% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 8.98% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.88% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 15.64% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 17.51% | 0.00% |
QDVR.DE vs. 5HED.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is lower than 5HED.DE's 0.75% expense ratio.
Dividends
QDVR.DE vs. 5HED.DE - Dividend Comparison
Neither QDVR.DE nor 5HED.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and 5HED.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVR.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HED.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while 5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for QDVR.DE and 0.75% for 5HED.DE.
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