QDVR.DE vs. 5HEE.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, QDVR.DE returned 11.41%/yr vs 3.35%/yr for 5HEE.DE. Their correlation of 0.83 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.75%/yr for 5HEE.DE.
Performance
QDVR.DE vs. 5HEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVR.DE achieves a 16.61% return, which is significantly higher than 5HEE.DE's 4.85% return.
QDVR.DE
- 1D
- -0.61%
- 1M
- -0.06%
- 6M
- 14.30%
- YTD
- 16.61%
- 1Y
- 22.86%
- 3Y*
- 14.48%
- 5Y*
- 11.41%
- 10Y*
- 14.58%
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
QDVR.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 16.61% | -0.78% | 20.30% | 20.30% | -14.41% | 43.73% | 13.45% | 35.58% | 6.20% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | 3.84% |
Correlation
The correlation between QDVR.DE and 5HEE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018 | 0.84 |
Over the past year, the correlation between QDVR.DE and 5HEE.DE has dropped to 0.50 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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
QDVR.DE vs. 5HEE.DE — Risk / Return Rank
QDVR.DE
5HEE.DE
QDVR.DE vs. 5HEE.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 (EUR) (5HEE.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 | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.42 | +1.76 |
| Martin ratioReturn relative to average drawdown | 10.46 | 3.42 | +7.04 |
Loading charts...
Drawdowns
QDVR.DE vs. 5HEE.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.86%, roughly equal to the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and 5HEE.DE.
Loading charts...
Drawdown Indicators
| QDVR.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -32.56% | -0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -6.95% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.88% | -22.48% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -23.88% | -22.48% | -1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -32.86% | — | — |
Current DrawdownCurrent decline from peak | -2.77% | -7.28% | +4.51% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -6.27% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.89% | -0.71% |
Volatility
QDVR.DE vs. 5HEE.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) have volatilities of 4.10% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVR.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 4.31% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 8.40% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 11.13% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 14.99% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 16.92% | +0.28% |
QDVR.DE vs. 5HEE.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
QDVR.DE vs. 5HEE.DE - Dividend Comparison
Neither QDVR.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and 5HEE.DE have a correlation of 0.50, 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 5HEE.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while 5HEE.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 5HEE.DE.
Find the right allocation for QDVR.DE and 5HEE.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