QDVX.DE vs. SXRY.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - QDVX.DE tracks the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, QDVX.DE returned 11.08%/yr vs 20.54%/yr for SXRY.DE. A 0.77 correlation means they provide meaningful diversification when combined. QDVX.DE charges 0.28%/yr vs 0.33%/yr for SXRY.DE.
Performance
QDVX.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVX.DE achieves a 9.85% return, which is significantly lower than SXRY.DE's 18.23% return.
QDVX.DE
- 1D
- 0.71%
- 1M
- 3.98%
- YTD
- 9.85%
- 6M
- 10.52%
- 1Y
- 16.54%
- 3Y*
- 13.68%
- 5Y*
- 11.08%
- 10Y*
- —
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
QDVX.DE vs. SXRY.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) | 9.85% | 11.29% | 10.80% | 15.21% | 0.82% | 18.84% | -10.01% | 26.71% | -6.49% | -0.05% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 4.41% |
Correlation
The correlation between QDVX.DE and SXRY.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.77 |
The correlation between QDVX.DE and SXRY.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
QDVX.DE vs. SXRY.DE — Risk / Return Rank
QDVX.DE
SXRY.DE
QDVX.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.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.
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.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 3.85 | -1.85 |
| Martin ratioReturn relative to average drawdown | 6.67 | 14.30 | -7.63 |
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Drawdowns
QDVX.DE vs. SXRY.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.42%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and SXRY.DE.
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Drawdown Indicators
| QDVX.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.42% | -43.59% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -9.69% | +1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -17.61% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -14.62% | -25.00% | +10.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -11.61% | +6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.61% | -0.13% |
Volatility
QDVX.DE vs. SXRY.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 2.50%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that QDVX.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 3.90% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 12.78% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 15.89% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 18.29% | -5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 19.65% | -4.35% |
QDVX.DE vs. SXRY.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
QDVX.DE vs. SXRY.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.06%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.06% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.20% | 0.74% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVX.DE and SXRY.DE have a correlation of 0.72, 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 0.33% for SXRY.DE.
QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.28% for QDVX.DE and 0.33% for SXRY.DE.
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