QDVR.DE vs. VNRT.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 14.33%/yr for VNRT.DE. Their correlation of 0.94 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.10%/yr for VNRT.DE.
Performance
QDVR.DE vs. VNRT.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 VNRT.DE's 11.18% 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*
- —
VNRT.DE
- 1D
- -0.06%
- 1M
- 5.35%
- YTD
- 11.18%
- 6M
- 11.26%
- 1Y
- 25.31%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
QDVR.DE vs. VNRT.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% | 3.64% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
Correlation
The correlation between QDVR.DE and VNRT.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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.94 |
The correlation between QDVR.DE and VNRT.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. VNRT.DE — Risk / Return Rank
QDVR.DE
VNRT.DE
QDVR.DE vs. VNRT.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 North America UCITS ETF Distributing (VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.55 | -0.46 |
| Martin ratioReturn relative to average drawdown | 10.29 | 12.68 | -2.40 |
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 | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.20 | -0.44 |
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 | 0.87 | +0.02 |
Drawdowns
QDVR.DE vs. VNRT.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, roughly equal to the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and VNRT.DE.
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Drawdown Indicators
| QDVR.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -34.52% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -7.10% | -0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -23.32% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -23.32% | -0.59% |
Current DrawdownCurrent decline from peak | 0.00% | -0.35% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.44% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.99% | +0.19% |
Volatility
QDVR.DE vs. VNRT.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.64%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.64% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 7.50% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.47% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 15.27% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.82% | -0.48% |
QDVR.DE vs. VNRT.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is higher than VNRT.DE's 0.10% 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. VNRT.DE - Dividend Comparison
QDVR.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
QDVR.DE and VNRT.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, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for QDVR.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for QDVR.DE and 0.10% for VNRT.DE.
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