QDVX.DE vs. ZPRV.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - QDVX.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 5 years, QDVX.DE returned 10.22%/yr vs 11.12%/yr for ZPRV.DE. A 0.63 correlation means they provide meaningful diversification when combined. QDVX.DE charges 0.28%/yr vs 0.30%/yr for ZPRV.DE.
Performance
QDVX.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVX.DE achieves a 7.36% return, which is significantly lower than ZPRV.DE's 17.92% 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*
- —
ZPRV.DE
- 1D
- -0.11%
- 1M
- 7.03%
- YTD
- 17.92%
- 6M
- 17.41%
- 1Y
- 37.90%
- 3Y*
- 16.83%
- 5Y*
- 11.12%
- 10Y*
- 12.09%
QDVX.DE vs. ZPRV.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) | 7.36% | 11.29% | 10.80% | 15.21% | 0.82% | 18.84% | -10.01% | 26.71% | -6.49% | -0.05% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 17.92% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | 2.65% |
Correlation
The correlation between QDVX.DE and ZPRV.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.63 |
The correlation between QDVX.DE and ZPRV.DE has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.
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Return for Risk
QDVX.DE vs. ZPRV.DE — Risk / Return Rank
QDVX.DE
ZPRV.DE
QDVX.DE vs. ZPRV.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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 6.43 | -5.02 |
| Martin ratioReturn relative to average drawdown | 4.60 | 20.11 | -15.51 |
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Drawdowns
QDVX.DE vs. ZPRV.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.42%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and ZPRV.DE.
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Drawdown Indicators
| QDVX.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.42% | -46.04% | +7.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -5.87% | -2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -31.14% | +17.12% |
Max Drawdown (5Y)Largest decline over 5 years | -14.62% | -31.14% | +16.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -9.12% | +4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.88% | +0.60% |
Volatility
QDVX.DE vs. ZPRV.DE - Volatility Comparison
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a higher volatility of 3.21% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 2.97%. This indicates that QDVX.DE's price experiences larger fluctuations and is considered to be riskier than ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.97% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 9.66% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.28% | 15.70% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.89% | 20.38% | -7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 22.87% | -7.55% |
QDVX.DE vs. ZPRV.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
QDVX.DE vs. ZPRV.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.13%, while ZPRV.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) | 3.13% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.20% | 0.74% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 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 ZPRV.DE have a correlation of 0.56, 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 ZPRV.DE.
QDVX.DE is categorized as Europe Equities, while ZPRV.DE is Small Cap Value Equities. QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.28% for QDVX.DE and 0.30% for ZPRV.DE.
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