QDVX.DE vs. ELFC.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - QDVX.DE tracks the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 5 years, QDVX.DE returned 10.16%/yr vs 10.14%/yr for ELFC.DE. A 0.80 correlation means they provide meaningful diversification when combined. QDVX.DE charges 0.28%/yr vs 0.30%/yr for ELFC.DE.
Performance
QDVX.DE vs. ELFC.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 ELFC.DE's 12.62% 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*
- —
ELFC.DE
- 1D
- -0.33%
- 1M
- -0.31%
- YTD
- 12.62%
- 6M
- 11.95%
- 1Y
- 20.69%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
QDVX.DE vs. ELFC.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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | -7.15% | 19.94% | -4.03% | -1.34% |
Correlation
The correlation between QDVX.DE and ELFC.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2017 | 0.80 |
Over the past year, the correlation between QDVX.DE and ELFC.DE has dropped to 0.59 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
QDVX.DE vs. ELFC.DE — Risk / Return Rank
QDVX.DE
ELFC.DE
QDVX.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.33 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 3.00 | -2.06 |
| Martin ratioReturn relative to average drawdown | 2.94 | 8.42 | -5.48 |
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 | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.81 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.73 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.55 | -0.05 |
Drawdowns
QDVX.DE vs. ELFC.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, roughly equal to the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and ELFC.DE.
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Drawdown Indicators
| QDVX.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -37.68% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -6.71% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -15.02% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -16.85% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.68% | — |
Current DrawdownCurrent decline from peak | -2.25% | -1.60% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -4.70% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.39% | +0.24% |
Volatility
QDVX.DE vs. ELFC.DE - Volatility Comparison
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a higher volatility of 3.58% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that QDVX.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 2.62% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 8.07% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 11.12% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 13.76% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 16.40% | -1.05% |
QDVX.DE vs. ELFC.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
QDVX.DE vs. ELFC.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.21%, less than ELFC.DE's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
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% | 0.00% |
Frequently Asked Questions
QDVX.DE and ELFC.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVX.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVX.DE is cheaper with a 0.28% expense ratio, compared with 0.30% for ELFC.DE.
QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: iShares and Deka. Their fees differ too: 0.28% for QDVX.DE and 0.30% for ELFC.DE.
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