QDVR.DE vs. QUAL
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and QUAL (iShares MSCI USA Quality Factor ETF) are both Large Cap Blend Equities funds from iShares - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while QUAL tracks the MSCI USA Sector Neutral Quality Index. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 13.01%/yr for QUAL. A 0.56 correlation means they provide meaningful diversification when combined. QDVR.DE charges 0.20%/yr vs 0.15%/yr for QUAL.
Performance
QDVR.DE vs. QUAL - Performance Comparison
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Different Trading Currencies
QDVR.DE is traded in EUR, while QUAL is traded in USD. To make them comparable, the QUAL values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVR.DE achieves a 14.85% return, which is significantly higher than QUAL's 10.10% 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*
- —
QUAL
- 1D
- 0.00%
- 1M
- 4.67%
- YTD
- 10.10%
- 6M
- 9.12%
- 1Y
- 19.26%
- 3Y*
- 16.68%
- 5Y*
- 13.01%
- 10Y*
- 13.96%
QDVR.DE vs. QUAL - 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% |
QUAL iShares MSCI USA Quality Factor ETF | 10.90% | -0.72% | 30.36% | 26.96% | -15.57% | 36.43% | 7.39% | 36.92% | -1.28% | 7.24% |
Correlation
The correlation between QDVR.DE and QUAL is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.56 |
The correlation between QDVR.DE and QUAL shifts across timeframes, from 0.52 (5 years) to 0.64 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVR.DE vs. QUAL — Risk / Return Rank
QDVR.DE
QUAL
QDVR.DE vs. QUAL - 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 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.
| QDVR.DE | QUAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.75 | +0.34 |
| Martin ratioReturn relative to average drawdown | 10.29 | 10.53 | -0.25 |
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 | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.62 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.76 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.81 | +0.08 |
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 -33.56%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and QUAL.
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Drawdown Indicators
| QDVR.DE | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -33.56% | +0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -7.03% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -23.13% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -23.13% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.05% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.48% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.83% | +0.35% |
Volatility
QDVR.DE vs. QUAL - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 2.11%. 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.
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Volatility by Period
| QDVR.DE | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.11% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 8.67% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.95% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 17.14% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 18.56% | -2.22% |
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%.
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 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 MSCI USA Quality Factor ETF | 0.87% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
Frequently Asked Questions
QDVR.DE and QUAL have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUAL is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QUAL is cheaper with a 0.15% expense ratio, compared with 0.20% for QDVR.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while QUAL tracks MSCI USA Sector Neutral Quality Index. Their fees differ too: 0.20% for QDVR.DE and 0.15% for QUAL.
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