PortfoliosLab logoPortfoliosLab logo
QDVX.DE vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDVX.DE vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QDVX.DE vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
0.83%11.35%10.70%15.30%1.17%18.51%-10.08%26.55%-6.29%2.21%
DGRW
WisdomTree U.S. Dividend Growth Fund
0.53%-1.14%24.71%15.10%-0.53%33.77%4.48%32.47%-0.94%8.82%
Different Trading Currencies

QDVX.DE is traded in EUR, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVX.DE achieves a 0.83% return, which is significantly higher than DGRW's 0.30% return.


QDVX.DE

1D
-0.11%
1M
-1.23%
YTD
0.83%
6M
2.83%
1Y
7.25%
3Y*
9.87%
5Y*
9.94%
10Y*

DGRW

1D
0.00%
1M
-3.93%
YTD
0.30%
6M
0.83%
1Y
4.11%
3Y*
11.63%
5Y*
11.27%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QDVX.DE vs. DGRW - Expense Ratio Comparison

Both QDVX.DE and DGRW have an expense ratio of 0.28%.


Return for Risk

QDVX.DE vs. DGRW — Risk / Return Rank

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

QDVX.DE
QDVX.DE Risk / Return Rank: 2828
Overall Rank
QDVX.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2626
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3131
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 3737
Overall Rank
DGRW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 3636
Sortino Ratio Rank
DGRW Omega Ratio Rank: 3939
Omega Ratio Rank
DGRW Calmar Ratio Rank: 3232
Calmar Ratio Rank
DGRW Martin Ratio Rank: 4040
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.

QDVX.DE vs. DGRW - 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 WisdomTree U.S. Dividend Growth Fund (DGRW). 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.DEDGRWDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.23

+0.30

Sortino ratio

Return per unit of downside risk

0.76

0.44

+0.32

Omega ratio

Gain probability vs. loss probability

1.12

1.07

+0.05

Calmar ratio

Return relative to maximum drawdown

1.07

0.30

+0.77

Martin ratio

Return relative to average drawdown

3.39

1.18

+2.21

QDVX.DE vs. DGRW - Sharpe Ratio Comparison

The current QDVX.DE Sharpe Ratio is 0.53, which is higher than the DGRW Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of QDVX.DE and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QDVX.DEDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.23

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.79

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.79

-0.30

Correlation

The correlation between QDVX.DE and DGRW is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QDVX.DE vs. DGRW - Dividend Comparison

QDVX.DE's dividend yield for the trailing twelve months is around 3.40%, more than DGRW's 1.43% yield.


TTM20252024202320222021202020192018201720162015
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.40%3.02%3.11%3.58%4.25%4.52%3.25%4.45%5.19%1.56%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

QDVX.DE vs. DGRW - Drawdown Comparison

The maximum QDVX.DE drawdown since its inception was -38.46%, which is greater than DGRW's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and DGRW.


Loading graphics...

Drawdown Indicators


QDVX.DEDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-32.04%

-6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-8.30%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-17.27%

+2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-5.38%

-5.72%

+0.34%

Average Drawdown

Average peak-to-trough decline

-4.81%

-3.04%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.53%

+0.08%

Volatility

QDVX.DE vs. DGRW - Volatility Comparison

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a higher volatility of 4.44% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.75%. This indicates that QDVX.DE's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QDVX.DEDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

3.75%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

8.13%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

17.80%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

14.24%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

17.02%

-1.29%