QDVR.DE vs. USCP.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 9.75%/yr for USCP.DE. Their correlation of 0.89 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.65%/yr for USCP.DE.
Performance
QDVR.DE vs. USCP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVR.DE achieves a 14.85% return, which is significantly higher than USCP.DE's 1.13% 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*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
QDVR.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
Correlation
The correlation between QDVR.DE and USCP.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
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 USCP.DE has dropped to 0.63 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVR.DE vs. USCP.DE — Risk / Return Rank
QDVR.DE
USCP.DE
QDVR.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.09 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 0.72 | +2.36 |
| Martin ratioReturn relative to average drawdown | 10.29 | 2.18 | +8.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVR.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.51 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.67 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.74 | +0.15 |
Drawdowns
QDVR.DE vs. USCP.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and USCP.DE.
Loading charts...
Drawdown Indicators
| QDVR.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -34.80% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -7.04% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -19.22% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -19.22% | -4.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.42% | +7.42% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.90% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.34% | -0.16% |
Volatility
QDVR.DE vs. USCP.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.16%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVR.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.16% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 7.23% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 10.00% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 14.46% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.11% | +0.23% |
QDVR.DE vs. USCP.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
QDVR.DE vs. USCP.DE - Dividend Comparison
Neither QDVR.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and USCP.DE have a correlation of 0.63, 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 0.65% for USCP.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for QDVR.DE and 0.65% for USCP.DE.
Find the right allocation for QDVR.DE and USCP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer