QDVX.DE vs. EXW1.DE
Compare and contrast key facts about iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE).
QDVX.DE and EXW1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVX.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. It was launched on Jun 12, 2017. EXW1.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX® 50. It was launched on Dec 27, 2000. Both QDVX.DE and EXW1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVX.DE or EXW1.DE.
Key characteristics
| QDVX.DE | EXW1.DE | |
|---|---|---|
| YTD Return | 11.54% | 10.16% |
| 1Y Return | 20.07% | 19.48% |
| 3Y Return (Ann) | 10.55% | 6.70% |
| 5Y Return (Ann) | 7.46% | 8.39% |
| Sharpe Ratio | 1.89 | 1.39 |
| Sortino Ratio | 2.58 | 1.98 |
| Omega Ratio | 1.33 | 1.24 |
| Calmar Ratio | 3.25 | 1.86 |
| Martin Ratio | 12.22 | 6.53 |
| Ulcer Index | 1.59% | 2.76% |
| Daily Std Dev | 10.31% | 12.94% |
| Max Drawdown | -38.46% | -57.82% |
| Current Drawdown | -3.98% | -4.06% |
Correlation
The correlation between QDVX.DE and EXW1.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.
Performance
QDVX.DE vs. EXW1.DE - Performance Comparison
In the year-to-date period, QDVX.DE achieves a 11.54% return, which is significantly higher than EXW1.DE's 10.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVX.DE vs. EXW1.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is higher than EXW1.DE's 0.10% expense ratio.
Risk-Adjusted Performance
QDVX.DE vs. EXW1.DE - Risk-Adjusted Performance 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 iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.
Dividends
QDVX.DE vs. EXW1.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.23%, more than EXW1.DE's 2.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.23% | 3.58% | 4.25% | 4.52% | 3.25% | 4.45% | 5.19% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.81% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% | 3.66% | 3.93% |
Drawdowns
QDVX.DE vs. EXW1.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, smaller than the maximum EXW1.DE drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and EXW1.DE. For additional features, visit the drawdowns tool.
Volatility
QDVX.DE vs. EXW1.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 4.38%, while iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) has a volatility of 5.30%. This indicates that QDVX.DE experiences smaller price fluctuations and is considered to be less risky than EXW1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.