QDVR.DE vs. QUAL
Compare and contrast key facts about iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
QDVR.DE and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVR.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA SRI Select Reduced Fossil Fuels. It was launched on Jul 11, 2016. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013. Both QDVR.DE and QUAL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVR.DE or QUAL.
Key characteristics
| QDVR.DE | QUAL | |
|---|---|---|
| YTD Return | 9.81% | 21.77% |
| 1Y Return | 16.89% | 36.16% |
| 3Y Return (Ann) | 9.57% | 11.00% |
| 5Y Return (Ann) | 14.30% | 15.63% |
| Sharpe Ratio | 1.47 | 2.55 |
| Daily Std Dev | 11.96% | 13.22% |
| Max Drawdown | -32.87% | -34.06% |
| Current Drawdown | -1.60% | -0.32% |
Correlation
The correlation between QDVR.DE and QUAL is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QDVR.DE vs. QUAL - Performance Comparison
In the year-to-date period, QDVR.DE achieves a 9.81% return, which is significantly lower than QUAL's 21.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVR.DE vs. QUAL - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is higher than QUAL's 0.15% 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%.
Risk-Adjusted Performance
QDVR.DE vs. QUAL - Risk-Adjusted Performance 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 Quality Factor ETF (QUAL). 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.
Dividends
QDVR.DE vs. QUAL - Dividend Comparison
QDVR.DE has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 1.00%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.00% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
Drawdowns
QDVR.DE vs. QUAL - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, roughly equal to the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and QUAL. For additional features, visit the drawdowns tool.
Volatility
QDVR.DE vs. QUAL - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 4.61% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 3.85%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.