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QDVR.DE vs. IBCY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVR.DE vs. IBCY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVR.DE vs. IBCY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVR.DE
QDVR.DE Risk / Return Rank: 5555
Overall Rank
QDVR.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 5959
Martin Ratio Rank

IBCY.DE
IBCY.DE Risk / Return Rank: 7272
Overall Rank
IBCY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEIBCY.DEDifference
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

QDVR.DE vs. IBCY.DE - Sharpe Ratio Comparison

The current QDVR.DE Sharpe Ratio is 1.76, which is comparable to the IBCY.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of QDVR.DE and IBCY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVR.DEIBCY.DEDifference

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.DEIBCY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.41%

-4.95%

+0.54%

Ulcer Index

Depth 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.DEIBCY.DEDifference

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.


Tickers have no history of dividend payments

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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