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QDVW.DE vs. WEBN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVW.DE vs. WEBN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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, QDVW.DE achieves a 15.14% return, which is significantly higher than WEBN.DE's 12.37% return.


QDVW.DE

1D
0.01%
1M
5.59%
YTD
15.14%
6M
15.74%
1Y
28.64%
3Y*
16.22%
5Y*
12.76%
10Y*

WEBN.DE

1D
-0.24%
1M
3.63%
YTD
12.37%
6M
12.73%
1Y
26.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVW.DE vs. WEBN.DE - Yearly Performance Comparison


Correlation

The correlation between QDVW.DE and WEBN.DE is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.82

The correlation between QDVW.DE and WEBN.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

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Return for Risk

QDVW.DE vs. WEBN.DE — Risk / Return Rank

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

QDVW.DE
QDVW.DE Risk / Return Rank: 8686
Overall Rank
QDVW.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QDVW.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
QDVW.DE Omega Ratio Rank: 8484
Omega Ratio Rank
QDVW.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
QDVW.DE Martin Ratio Rank: 8787
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 7575
Overall Rank
WEBN.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEBN.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.

QDVW.DE vs. WEBN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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.


QDVW.DEWEBN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.50

1.41

+0.09

Calmar ratioReturn relative to maximum drawdown

5.02

4.03

+0.99

Martin ratioReturn relative to average drawdown

18.30

16.67

+1.63

QDVW.DE vs. WEBN.DE - Sharpe Ratio Comparison

The current QDVW.DE Sharpe Ratio is 2.74, which is comparable to the WEBN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of QDVW.DE and WEBN.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


QDVW.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.28

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.08

-0.33

Drawdowns

QDVW.DE vs. WEBN.DE - Drawdown Comparison

The maximum QDVW.DE drawdown since its inception was -31.56%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for QDVW.DE and WEBN.DE.


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Drawdown Indicators


QDVW.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.56%

-21.22%

-10.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.65%

-6.63%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

Current Drawdown

Current decline from peak

-0.17%

-0.65%

+0.48%

Average Drawdown

Average peak-to-trough decline

-3.84%

-3.11%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.61%

-0.06%

Volatility

QDVW.DE vs. WEBN.DE - Volatility Comparison

iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) have volatilities of 3.06% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVW.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.05%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

8.43%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

11.74%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.96%

14.90%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.73%

14.90%

-1.17%

QDVW.DE vs. WEBN.DE - Expense Ratio Comparison

QDVW.DE has a 0.38% expense ratio, which is higher than WEBN.DE's 0.07% expense ratio.


Dividends

QDVW.DE vs. WEBN.DE - Dividend Comparison

QDVW.DE's dividend yield for the trailing twelve months is around 2.15%, while WEBN.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
QDVW.DE
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist
2.15%2.37%2.52%2.85%3.04%2.63%3.05%3.02%3.25%0.79%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDVW.DE and WEBN.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.38% for QDVW.DE.

QDVW.DE is categorized as Global Equity Income, while WEBN.DE is Global Equities. QDVW.DE tracks MSCI World High Dividend Yield Advanced Select Index USD, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.38% for QDVW.DE and 0.07% for WEBN.DE.

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