QDVX.DE vs. D5BL.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - QDVX.DE tracks the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, QDVX.DE returned 10.16%/yr vs 14.60%/yr for D5BL.DE. Their correlation of 0.85 suggests significant overlap in exposure. QDVX.DE charges 0.28%/yr vs 0.15%/yr for D5BL.DE.
Performance
QDVX.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVX.DE achieves a 4.78% return, which is significantly lower than D5BL.DE's 13.85% return.
QDVX.DE
- 1D
- 0.51%
- 1M
- -0.32%
- YTD
- 4.78%
- 6M
- 6.26%
- 1Y
- 7.42%
- 3Y*
- 10.77%
- 5Y*
- 10.16%
- 10Y*
- —
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
QDVX.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 4.78% | 11.35% | 10.70% | 15.30% | 0.75% | 19.00% | -10.08% | 26.55% | -6.30% | 2.31% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 4.44% |
Correlation
The correlation between QDVX.DE and D5BL.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2017 | 0.85 |
The correlation between QDVX.DE and D5BL.DE shifts across timeframes, from 0.74 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVX.DE vs. D5BL.DE — Risk / Return Rank
QDVX.DE
D5BL.DE
QDVX.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| QDVX.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.42 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 3.28 | -2.35 |
| Martin ratioReturn relative to average drawdown | 2.94 | 12.52 | -9.58 |
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
| QDVX.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 2.28 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.48 | +0.02 |
Drawdowns
QDVX.DE vs. D5BL.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and D5BL.DE.
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Drawdown Indicators
| QDVX.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -40.40% | +1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -10.02% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -17.36% | +3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -19.58% | +4.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -2.25% | -1.22% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -7.23% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.63% | 0.00% |
Volatility
QDVX.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 3.58%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that QDVX.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVX.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 4.83% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 11.54% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 14.44% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 15.59% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 17.76% | -2.41% |
QDVX.DE vs. D5BL.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
QDVX.DE vs. D5BL.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.21%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.21% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.19% | 1.56% |
Frequently Asked Questions
QDVX.DE and D5BL.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.28% for QDVX.DE.
QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.28% for QDVX.DE and 0.15% for D5BL.DE.
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