QDVR.DE vs. GACA.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 13.63%/yr for GACA.DE. Their correlation of 0.93 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.14%/yr for GACA.DE.
Performance
QDVR.DE vs. GACA.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 GACA.DE's 10.44% return.
QDVR.DE
- 1D
- 0.06%
- 1M
- 4.69%
- YTD
- 14.85%
- 6M
- 14.33%
- 1Y
- 22.48%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
GACA.DE
- 1D
- -0.16%
- 1M
- 5.10%
- YTD
- 10.44%
- 6M
- 10.26%
- 1Y
- 20.78%
- 3Y*
- 17.51%
- 5Y*
- 13.63%
- 10Y*
- —
QDVR.DE vs. GACA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 9.41% |
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 10.44% | 3.94% | 29.59% | 21.02% | -14.66% | 38.66% | 7.33% | 8.54% |
Correlation
The correlation between QDVR.DE and GACA.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2019 | 0.93 |
The correlation between QDVR.DE and GACA.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. GACA.DE — Risk / Return Rank
QDVR.DE
GACA.DE
QDVR.DE vs. GACA.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 Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.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 | GACA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.32 | +0.77 |
| Martin ratioReturn relative to average drawdown | 10.29 | 8.09 | +2.20 |
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 | GACA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.60 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.87 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.84 | +0.05 |
Drawdowns
QDVR.DE vs. GACA.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, roughly equal to the maximum GACA.DE drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and GACA.DE.
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Drawdown Indicators
| QDVR.DE | GACA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -33.50% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -8.95% | +1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -23.68% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -23.68% | -0.23% |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -5.08% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.57% | -0.39% |
Volatility
QDVR.DE vs. GACA.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) at 3.46%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than GACA.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 | GACA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.46% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 8.82% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 13.00% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 15.42% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.22% | -0.88% |
QDVR.DE vs. GACA.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is higher than GACA.DE's 0.14% 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
QDVR.DE vs. GACA.DE - Dividend Comparison
Neither QDVR.DE nor GACA.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and GACA.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for QDVR.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.20% for QDVR.DE and 0.14% for GACA.DE.
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