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QDVX.DE vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVX.DE vs. IAU - 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 iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVX.DE is traded in EUR, while IAU is traded in USD. To make them comparable, the IAU 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 7.36% return, which is significantly higher than IAU's 1.43% return.


QDVX.DE

1D
0.15%
1M
4.24%
YTD
7.36%
6M
8.69%
1Y
11.58%
3Y*
11.70%
5Y*
10.22%
10Y*

IAU

1D
2.39%
1M
-4.69%
YTD
1.43%
6M
1.60%
1Y
25.05%
3Y*
27.41%
5Y*
19.28%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVX.DE vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
7.36%11.29%10.80%15.21%0.82%18.84%-10.01%26.71%-6.49%-0.05%
IAU
iShares Gold Trust
1.43%44.49%35.22%9.45%5.53%3.18%14.73%20.65%2.85%-4.37%

Correlation

The correlation between QDVX.DE and IAU is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.02

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Return for Risk

QDVX.DE vs. IAU — 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: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2727
Overall Rank
IAU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAU Omega Ratio Rank: 3131
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2525
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. IAU - 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 iShares Gold Trust (IAU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QDVX.DEIAUDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.40

1.12

+0.28

Martin ratioReturn relative to average drawdown

4.60

3.22

+1.37

QDVX.DE vs. IAU - Sharpe Ratio Comparison

The current QDVX.DE Sharpe Ratio is 1.02, which is comparable to the IAU Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of QDVX.DE and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QDVX.DE vs. IAU - Drawdown Comparison

The maximum QDVX.DE drawdown since its inception was -38.42%, roughly equal to the maximum IAU drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and IAU.


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Drawdown Indicators


QDVX.DEIAUDifference

Max Drawdown

Largest peak-to-trough decline

-38.42%

-37.42%

-1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-22.47%

+14.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-22.47%

+8.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-22.47%

+7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

Current Drawdown

Current decline from peak

0.00%

-18.38%

+18.38%

Average Drawdown

Average peak-to-trough decline

-4.68%

-12.04%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

7.86%

-5.38%

Volatility

QDVX.DE vs. IAU - Volatility Comparison

The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 3.21%, while iShares Gold Trust (IAU) has a volatility of 7.39%. This indicates that QDVX.DE experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVX.DEIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

7.39%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

22.57%

-13.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

25.77%

-14.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

16.87%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

14.98%

+0.34%

QDVX.DE vs. IAU - Expense Ratio Comparison

QDVX.DE has a 0.28% expense ratio, which is higher than IAU's 0.25% expense ratio.


Dividends

QDVX.DE vs. IAU - Dividend Comparison

QDVX.DE's dividend yield for the trailing twelve months is around 3.13%, while IAU has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IAU
iShares Gold Trust
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)
3.13%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.20%0.74%

Frequently Asked Questions


QDVX.DE and IAU have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAU is cheaper with a 0.25% expense ratio, compared with 0.28% for QDVX.DE.

QDVX.DE is categorized as Europe Equities, while IAU is Gold. QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while IAU tracks LBMA Gold Price. Their fees differ too: 0.28% for QDVX.DE and 0.25% for IAU.

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