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

Performance

QDVW.DE vs. WTEM.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 WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
QDVW.DE
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist
2.27%10.76%16.43%13.08%-1.82%26.14%-9.19%26.51%-3.61%3.76%
WTEM.DE
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
-2.37%3.47%15.77%14.05%-9.25%30.16%5.77%37.07%-5.66%8.10%

Returns By Period

In the year-to-date period, QDVW.DE achieves a 2.27% return, which is significantly higher than WTEM.DE's -2.37% return.


QDVW.DE

1D
1.68%
1M
-2.73%
YTD
2.27%
6M
7.90%
1Y
13.22%
3Y*
12.68%
5Y*
10.71%
10Y*

WTEM.DE

1D
1.98%
1M
-4.93%
YTD
-2.37%
6M
1.14%
1Y
4.20%
3Y*
8.66%
5Y*
7.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both QDVW.DE and WTEM.DE have an expense ratio of 0.38%.


Return for Risk

QDVW.DE vs. WTEM.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: 4949
Overall Rank
QDVW.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
QDVW.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
QDVW.DE Omega Ratio Rank: 4747
Omega Ratio Rank
QDVW.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
QDVW.DE Martin Ratio Rank: 6161
Martin Ratio Rank

WTEM.DE
WTEM.DE Risk / Return Rank: 2020
Overall Rank
WTEM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WTEM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WTEM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
WTEM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
WTEM.DE Martin Ratio Rank: 2424
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. WTEM.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 WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.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.DEWTEM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.29

+0.61

Sortino ratio

Return per unit of downside risk

1.25

0.48

+0.77

Omega ratio

Gain probability vs. loss probability

1.19

1.07

+0.12

Calmar ratio

Return relative to maximum drawdown

1.37

0.59

+0.77

Martin ratio

Return relative to average drawdown

6.71

2.17

+4.55

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

The current QDVW.DE Sharpe Ratio is 0.90, which is higher than the WTEM.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of QDVW.DE and WTEM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QDVW.DEWTEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.29

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.58

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.75

-0.09

Correlation

The correlation between QDVW.DE and WTEM.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QDVW.DE vs. WTEM.DE - Dividend Comparison

QDVW.DE's dividend yield for the trailing twelve months is around 2.71%, while WTEM.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
QDVW.DE
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist
2.71%2.37%2.52%2.85%3.04%2.63%3.05%3.02%3.25%0.79%
WTEM.DE
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QDVW.DE vs. WTEM.DE - Drawdown Comparison

The maximum QDVW.DE drawdown since its inception was -31.56%, roughly equal to the maximum WTEM.DE drawdown of -30.76%. Use the drawdown chart below to compare losses from any high point for QDVW.DE and WTEM.DE.


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Drawdown Indicators


QDVW.DEWTEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.56%

-30.76%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-11.79%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-19.62%

+0.98%

Current Drawdown

Current decline from peak

-3.34%

-5.41%

+2.07%

Average Drawdown

Average peak-to-trough decline

-3.91%

-3.79%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.15%

-0.10%

Volatility

QDVW.DE vs. WTEM.DE - Volatility Comparison

The current volatility for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) is 4.16%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) has a volatility of 4.55%. This indicates that QDVW.DE experiences smaller price fluctuations and is considered to be less risky than WTEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVW.DEWTEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.55%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

8.07%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

14.52%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

13.34%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.77%

14.44%

-0.67%