QDVR.DE vs. FTGU.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, QDVR.DE returned 11.41%/yr vs 11.49%/yr for FTGU.DE. Their correlation of 0.89 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.65%/yr for FTGU.DE.
Performance
QDVR.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QDVR.DE having a 16.61% return and FTGU.DE slightly lower at 16.48%.
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%
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
QDVR.DE vs. FTGU.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) | 16.61% | -0.78% | 20.30% | 20.30% | -14.41% | 43.73% | 13.45% | 35.58% | 1.80% | 7.14% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 29.47% | -6.78% | 7.36% |
Correlation
The correlation between QDVR.DE and FTGU.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.89 |
The correlation between QDVR.DE and FTGU.DE has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. FTGU.DE — Risk / Return Rank
QDVR.DE
FTGU.DE
QDVR.DE vs. FTGU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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 | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 7.52 | -4.33 |
| Martin ratioReturn relative to average drawdown | 10.46 | 19.59 | -9.12 |
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Drawdowns
QDVR.DE vs. FTGU.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.86%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and FTGU.DE.
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Drawdown Indicators
| QDVR.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -99.98% | +67.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -3.70% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.88% | -24.38% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.88% | -24.38% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -32.86% | — | — |
Current DrawdownCurrent decline from peak | -2.77% | -3.21% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -5.12% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.42% | +0.76% |
Volatility
QDVR.DE vs. FTGU.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 4.10% compared to First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) at 3.76%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than FTGU.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 | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.76% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 8.22% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 12.21% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 15.48% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 132,531.53% | -132,514.33% |
QDVR.DE vs. FTGU.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
QDVR.DE vs. FTGU.DE - Dividend Comparison
Neither QDVR.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and FTGU.DE have a correlation of 0.81, 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 0.65% for FTGU.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for QDVR.DE and 0.65% for FTGU.DE.
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