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QDVR.DE vs. XZMU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVR.DE vs. XZMU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XZMU.DE's 8.21% 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*

XZMU.DE

1D
0.69%
1M
5.33%
YTD
8.21%
6M
9.17%
1Y
23.46%
3Y*
18.71%
5Y*
14.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVR.DE vs. XZMU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-4.80%
XZMU.DE
Xtrackers MSCI USA ESG UCITS ETF 1C
8.21%5.12%32.57%26.56%-17.86%45.90%9.13%36.81%-5.06%

Correlation

The correlation between QDVR.DE and XZMU.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

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2018

0.93

The correlation between QDVR.DE and XZMU.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

QDVR.DE vs. XZMU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVR.DE
QDVR.DE Risk / Return Rank: 5555
Overall Rank
QDVR.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 5959
Martin Ratio Rank

XZMU.DE
XZMU.DE Risk / Return Rank: 5151
Overall Rank
XZMU.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XZMU.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XZMU.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XZMU.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZMU.DE Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDVR.DE vs. XZMU.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 Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.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.DEXZMU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.01

Calmar ratioReturn relative to maximum drawdown

3.09

2.16

+0.93

Martin ratioReturn relative to average drawdown

10.29

7.62

+2.67

QDVR.DE vs. XZMU.DE - Sharpe Ratio Comparison

The current QDVR.DE Sharpe Ratio is 1.76, which is comparable to the XZMU.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of QDVR.DE and XZMU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVR.DEXZMU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.84

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.89

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.94

-0.05

Drawdowns

QDVR.DE vs. XZMU.DE - Drawdown Comparison

The maximum QDVR.DE drawdown since its inception was -32.87%, roughly equal to the maximum XZMU.DE drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and XZMU.DE.


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Drawdown Indicators


QDVR.DEXZMU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.87%

-33.82%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-10.82%

+3.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.91%

-24.76%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

-24.76%

+0.85%

Current Drawdown

Current decline from peak

0.00%

-0.48%

+0.48%

Average Drawdown

Average peak-to-trough decline

-4.41%

-5.40%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.07%

-0.89%

Volatility

QDVR.DE vs. XZMU.DE - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) at 3.08%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than XZMU.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.DEXZMU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.08%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

8.87%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

12.73%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

16.23%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

17.89%

-1.55%

QDVR.DE vs. XZMU.DE - Expense Ratio Comparison

QDVR.DE has a 0.20% expense ratio, which is higher than XZMU.DE'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. XZMU.DE - Dividend Comparison

Neither QDVR.DE nor XZMU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVR.DE and XZMU.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, XZMU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZMU.DE 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 XZMU.DE tracks MSCI USA Low Carbon SRI Leaders. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for QDVR.DE and 0.15% for XZMU.DE.

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