QDVR.DE vs. MVEA.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds from iShares - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 6.87%/yr for MVEA.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVR.DE vs. MVEA.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 MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
QDVR.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 21.70% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between QDVR.DE and MVEA.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.81 |
Over the past year, the correlation between QDVR.DE and MVEA.DE has dropped to 0.55 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
QDVR.DE vs. MVEA.DE — Risk / Return Rank
QDVR.DE
MVEA.DE
QDVR.DE vs. MVEA.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 Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.02 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 0.17 | +2.92 |
| Martin ratioReturn relative to average drawdown | 10.29 | 0.35 | +9.94 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.09 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.55 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.66 | +0.23 |
Drawdowns
QDVR.DE vs. MVEA.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and MVEA.DE.
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Drawdown Indicators
| QDVR.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -17.47% | -15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -4.92% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -17.47% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -17.47% | -6.44% |
Current DrawdownCurrent decline from peak | 0.00% | -10.27% | +10.27% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -5.38% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.39% | -0.21% |
Volatility
QDVR.DE vs. MVEA.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 Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.72% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 5.90% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 8.97% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 12.27% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 12.79% | +3.55% |
QDVR.DE vs. MVEA.DE - Expense Ratio Comparison
Both QDVR.DE and MVEA.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. MVEA.DE - Dividend Comparison
Neither QDVR.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and MVEA.DE have a correlation of 0.55, 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 MVEA.DE have the same expense ratio: 0.20% per year.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while MVEA.DE tracks Russell 1000 TR USD.
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