QDVR.DE vs. VGVF.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) are both exchange-traded funds - QDVR.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels, while VGVF.DE is a Global Equities fund tracking the FTSE Developed. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 13.14%/yr for VGVF.DE. Their correlation of 0.91 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.12%/yr for VGVF.DE.
Performance
QDVR.DE vs. VGVF.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 VGVF.DE's 12.58% 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*
- —
VGVF.DE
- 1D
- -0.15%
- 1M
- 5.21%
- YTD
- 12.58%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 18.25%
- 5Y*
- 13.14%
- 10Y*
- —
QDVR.DE vs. VGVF.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% | 8.47% |
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 12.58% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | 3.27% |
Correlation
The correlation between QDVR.DE and VGVF.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.91 |
The correlation between QDVR.DE and VGVF.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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. VGVF.DE — Risk / Return Rank
QDVR.DE
VGVF.DE
QDVR.DE vs. VGVF.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 Vanguard FTSE Developed World UCITS ETF Acc (VGVF.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 | VGVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.44 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 4.19 | -1.10 |
| Martin ratioReturn relative to average drawdown | 10.29 | 17.27 | -6.98 |
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 | VGVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.34 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.93 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.79 | +0.10 |
Drawdowns
QDVR.DE vs. VGVF.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, roughly equal to the maximum VGVF.DE drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and VGVF.DE.
Loading charts...
Drawdown Indicators
| QDVR.DE | VGVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -33.54% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.28% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -21.17% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -21.17% | -2.74% |
Current DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.91% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.53% | +0.65% |
Volatility
QDVR.DE vs. VGVF.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) at 2.86%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than VGVF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVR.DE | VGVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.86% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 8.02% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.22% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 13.96% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.23% | +0.11% |
QDVR.DE vs. VGVF.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is higher than VGVF.DE's 0.12% 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. VGVF.DE - Dividend Comparison
Neither QDVR.DE nor VGVF.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and VGVF.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for QDVR.DE.
QDVR.DE is categorized as Large Cap Blend Equities, while VGVF.DE is Global Equities. QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while VGVF.DE tracks FTSE Developed. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVR.DE and 0.12% for VGVF.DE.
Find the right allocation for QDVR.DE and VGVF.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