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QDVS.DE vs. IQQE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVS.DE vs. IQQE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM SRI UCITS ETF (QDVS.DE) and iShares MSCI EM UCITS ETF (Dist) (IQQE.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, QDVS.DE achieves a 17.24% return, which is significantly lower than IQQE.DE's 27.09% return.


QDVS.DE

1D
-1.71%
1M
0.53%
YTD
17.24%
6M
17.96%
1Y
35.67%
3Y*
14.20%
5Y*
5.01%
10Y*

IQQE.DE

1D
-1.70%
1M
3.86%
YTD
27.09%
6M
27.76%
1Y
48.91%
3Y*
20.70%
5Y*
8.39%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVS.DE vs. IQQE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVS.DE
iShares MSCI EM SRI UCITS ETF
17.24%16.78%11.26%-2.12%-12.39%6.97%6.67%19.37%-6.54%18.05%
IQQE.DE
iShares MSCI EM UCITS ETF (Dist)
27.09%19.76%13.75%5.63%-14.17%4.20%7.47%20.26%-11.31%19.90%

Correlation

The correlation between QDVS.DE and IQQE.DE is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.94

The correlation between QDVS.DE and IQQE.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

QDVS.DE vs. IQQE.DE — Risk / Return Rank

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

QDVS.DE
QDVS.DE Risk / Return Rank: 6666
Overall Rank
QDVS.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QDVS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
QDVS.DE Omega Ratio Rank: 6363
Omega Ratio Rank
QDVS.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
QDVS.DE Martin Ratio Rank: 6969
Martin Ratio Rank

IQQE.DE
IQQE.DE Risk / Return Rank: 8484
Overall Rank
IQQE.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IQQE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IQQE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQQE.DE Martin Ratio Rank: 8383
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.

QDVS.DE vs. IQQE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (QDVS.DE) and iShares MSCI EM UCITS ETF (Dist) (IQQE.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.


QDVS.DEIQQE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.38

1.50

-0.12

Calmar ratioReturn relative to maximum drawdown

3.50

4.59

-1.09

Martin ratioReturn relative to average drawdown

12.67

16.67

-4.01

QDVS.DE vs. IQQE.DE - Sharpe Ratio Comparison

The current QDVS.DE Sharpe Ratio is 2.11, which is comparable to the IQQE.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of QDVS.DE and IQQE.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


QDVS.DEIQQE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.78

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.49

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.27

+0.14

Drawdowns

QDVS.DE vs. IQQE.DE - Drawdown Comparison

The maximum QDVS.DE drawdown since its inception was -36.51%, smaller than the maximum IQQE.DE drawdown of -59.33%. Use the drawdown chart below to compare losses from any high point for QDVS.DE and IQQE.DE.


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Drawdown Indicators


QDVS.DEIQQE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.51%

-59.33%

+22.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-10.78%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.83%

-19.41%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-24.02%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

Current Drawdown

Current decline from peak

-3.00%

-2.60%

-0.40%

Average Drawdown

Average peak-to-trough decline

-8.82%

-12.99%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.98%

-0.16%

Volatility

QDVS.DE vs. IQQE.DE - Volatility Comparison

The current volatility for iShares MSCI EM SRI UCITS ETF (QDVS.DE) is 6.00%, while iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) has a volatility of 7.24%. This indicates that QDVS.DE experiences smaller price fluctuations and is considered to be less risky than IQQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVS.DEIQQE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

7.24%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

15.03%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

17.83%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

16.78%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

18.33%

+0.35%

QDVS.DE vs. IQQE.DE - Expense Ratio Comparison

QDVS.DE has a 0.25% expense ratio, which is higher than IQQE.DE's 0.18% 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

QDVS.DE vs. IQQE.DE - Dividend Comparison

QDVS.DE has not paid dividends to shareholders, while IQQE.DE's dividend yield for the trailing twelve months is around 1.49%.


PositionTTM20252024202320222021202020192018201720162015
IQQE.DE
iShares MSCI EM UCITS ETF (Dist)
1.49%1.87%2.19%2.34%2.91%1.99%1.53%1.75%1.94%1.42%1.83%2.22%
QDVS.DE
iShares MSCI EM SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, QDVS.DE and IQQE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IQQE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for QDVS.DE.

QDVS.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels, while IQQE.DE tracks MSCI Emerging Markets. Their fees differ too: 0.25% for QDVS.DE and 0.18% for IQQE.DE.

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