QDVR.DE vs. IBCY.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds from iShares - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 10.27%/yr for IBCY.DE. Their correlation of 0.89 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.35%/yr for IBCY.DE.
Performance
QDVR.DE vs. IBCY.DE - Performance Comparison
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Returns By Period
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.35%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
QDVR.DE vs. IBCY.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% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | 0.17% | 28.63% | -6.73% | 6.21% |
Correlation
The correlation between QDVR.DE and IBCY.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.89 |
Over the past year, the correlation between QDVR.DE and IBCY.DE has dropped to 0.44 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
QDVR.DE vs. IBCY.DE — Risk / Return Rank
QDVR.DE
IBCY.DE
QDVR.DE vs. IBCY.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 Edge MSCI USA Multifactor UCITS ETF (IBCY.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 | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.56 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 4.08 | -1.00 |
| Martin ratioReturn relative to average drawdown | 10.29 | 19.99 | -9.70 |
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 | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.70 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.69 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.63 | +0.26 |
Drawdowns
QDVR.DE vs. IBCY.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and IBCY.DE.
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Drawdown Indicators
| QDVR.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -35.54% | +2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -3.26% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -22.91% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -22.91% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.54% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.95% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 0.67% | +1.51% |
Volatility
QDVR.DE vs. IBCY.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than IBCY.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 | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 0.00% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 0.00% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 7.99% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 14.77% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.12% | +0.22% |
QDVR.DE vs. IBCY.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Dividends
QDVR.DE vs. IBCY.DE - Dividend Comparison
Neither QDVR.DE nor IBCY.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and IBCY.DE have a correlation of 0.44, 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 0.35% for IBCY.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. Their fees differ too: 0.20% for QDVR.DE and 0.35% for IBCY.DE.
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