QDVR.DE vs. EUNL.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - QDVR.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels, while EUNL.DE is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 12.89%/yr for EUNL.DE. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVR.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVR.DE achieves a 14.85% return, which is significantly higher than EUNL.DE's 10.86% return.
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
QDVR.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 35.53% | 1.82% | 8.55% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between QDVR.DE and EUNL.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.93 |
The correlation between QDVR.DE and EUNL.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. EUNL.DE — Risk / Return Rank
QDVR.DE
EUNL.DE
QDVR.DE vs. EUNL.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 iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.
| QDVR.DE | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.64 | -0.56 |
| Martin ratioReturn relative to average drawdown | 10.29 | 14.52 | -4.23 |
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
| QDVR.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.12 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.90 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.82 | +0.07 |
Drawdowns
QDVR.DE vs. EUNL.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, roughly equal to the maximum EUNL.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and EUNL.DE.
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Drawdown Indicators
| QDVR.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -33.63% | +0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.50% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -21.73% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -21.73% | -2.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.63% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.31% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.25% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.64% | +0.54% |
Volatility
QDVR.DE vs. EUNL.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.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 | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.62% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 7.72% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.16% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 14.17% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 15.17% | +1.17% |
QDVR.DE vs. EUNL.DE - Expense Ratio Comparison
Both QDVR.DE and EUNL.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
QDVR.DE vs. EUNL.DE - Dividend Comparison
Neither QDVR.DE nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and EUNL.DE have a correlation of 0.87, 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.
QDVR.DE and EUNL.DE have the same expense ratio: 0.20% per year.
QDVR.DE is categorized as Large Cap Blend Equities, while EUNL.DE is Global Equities. QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while EUNL.DE tracks MSCI World Index.
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