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

Performance

QDVX.DE vs. SUSC - 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 ESG Aware USD Corporate Bond ETF (SUSC). 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 SUSC is traded in USD. To make them comparable, the SUSC 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 SUSC's 2.05% 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*

SUSC

1D
-0.19%
1M
1.52%
YTD
2.05%
6M
2.50%
1Y
5.19%
3Y*
3.09%
5Y*
0.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVX.DE vs. SUSC - 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%0.35%
SUSC
iShares ESG Aware USD Corporate Bond ETF
2.05%-5.20%8.64%5.32%-10.75%5.79%0.54%17.02%1.42%-1.39%

Correlation

The correlation between QDVX.DE and SUSC is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.09

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2017

0.05

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Return for Risk

QDVX.DE vs. SUSC — 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

SUSC
SUSC Risk / Return Rank: 3939
Overall Rank
SUSC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 4040
Sortino Ratio Rank
SUSC Omega Ratio Rank: 3636
Omega Ratio Rank
SUSC Calmar Ratio Rank: 4242
Calmar Ratio Rank
SUSC 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. SUSC - 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 ESG Aware USD Corporate Bond ETF (SUSC). 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.DESUSCDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

1.40

1.32

+0.08

Martin ratioReturn relative to average drawdown

4.60

4.05

+0.55

QDVX.DE vs. SUSC - Sharpe Ratio Comparison

The current QDVX.DE Sharpe Ratio is 1.02, which is comparable to the SUSC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of QDVX.DE and SUSC, 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. SUSC - Drawdown Comparison

The maximum QDVX.DE drawdown since its inception was -38.42%, which is greater than SUSC's maximum drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and SUSC.


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Drawdown Indicators


QDVX.DESUSCDifference

Max Drawdown

Largest peak-to-trough decline

-38.42%

-16.27%

-22.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-3.95%

-4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-11.96%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-13.45%

-1.17%

Current Drawdown

Current decline from peak

0.00%

-5.48%

+5.48%

Average Drawdown

Average peak-to-trough decline

-4.68%

-5.18%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

1.28%

+1.20%

Volatility

QDVX.DE vs. SUSC - Volatility Comparison

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a higher volatility of 3.21% compared to iShares ESG Aware USD Corporate Bond ETF (SUSC) at 1.00%. This indicates that QDVX.DE's price experiences larger fluctuations and is considered to be riskier than SUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVX.DESUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

1.00%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

4.47%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

5.96%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

8.67%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

9.24%

+6.08%

QDVX.DE vs. SUSC - Expense Ratio Comparison

QDVX.DE has a 0.28% expense ratio, which is higher than SUSC's 0.18% expense ratio.


Dividends

QDVX.DE vs. SUSC - Dividend Comparison

QDVX.DE's dividend yield for the trailing twelve months is around 3.13%, less than SUSC's 4.48% yield.


PositionTTM202520242023202220212020201920182017
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%
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.48%4.37%4.34%3.83%2.97%2.21%2.19%3.07%3.33%1.33%

Frequently Asked Questions


QDVX.DE and SUSC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSC is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSC is cheaper with a 0.18% expense ratio, compared with 0.28% for QDVX.DE.

QDVX.DE is categorized as Europe Equities, while SUSC is Corporate Bonds. QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index. Their fees differ too: 0.28% for QDVX.DE and 0.18% for SUSC.

Portfolio Optimizer

Find the right allocation for QDVX.DE and SUSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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