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SC0H.DE vs. QDVB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. QDVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SC0H.DE having a 13.12% return and QDVB.DE slightly lower at 13.00%.


SC0H.DE

1D
0.28%
1M
1.63%
6M
12.11%
YTD
13.12%
1Y
23.38%
3Y*
19.55%
5Y*
13.48%
10Y*
14.66%

QDVB.DE

1D
0.25%
1M
1.44%
6M
11.06%
YTD
13.00%
1Y
22.41%
3Y*
17.14%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0H.DE vs. QDVB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0H.DE
Invesco MSCI USA UCITS ETF
13.12%4.77%32.56%23.59%-15.54%38.99%9.76%35.07%-1.12%6.55%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
13.00%0.35%29.28%26.64%-16.49%39.07%5.34%37.19%-2.63%7.24%

Correlation

The correlation between SC0H.DE and QDVB.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2016

0.96

The correlation between SC0H.DE and QDVB.DE has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

SC0H.DE vs. QDVB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0H.DE
SC0H.DE Risk / Return Rank: 7575
Overall Rank
SC0H.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 7474
Martin Ratio Rank

QDVB.DE
QDVB.DE Risk / Return Rank: 7979
Overall Rank
QDVB.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 7979
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 8080
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.

SC0H.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.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.


SC0H.DEQDVB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.18

3.30

-0.12

Martin ratioReturn relative to average drawdown

10.91

12.09

-1.18

SC0H.DE vs. QDVB.DE - Sharpe Ratio Comparison

The current SC0H.DE Sharpe Ratio is 1.94, which is comparable to the QDVB.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SC0H.DE and QDVB.DE, 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

SC0H.DE vs. QDVB.DE - Drawdown Comparison

The maximum SC0H.DE drawdown since its inception was -41.34%, which is greater than QDVB.DE's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and QDVB.DE.


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Drawdown Indicators


SC0H.DEQDVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.34%

-33.25%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-6.77%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-23.65%

-22.69%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

-22.69%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-0.11%

-0.61%

+0.50%

Average Drawdown

Average peak-to-trough decline

-8.50%

-5.00%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.85%

+0.29%

Volatility

SC0H.DE vs. QDVB.DE - Volatility Comparison

Invesco MSCI USA UCITS ETF (SC0H.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.84% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0H.DEQDVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

2.79%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

7.30%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

11.20%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

15.56%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

17.93%

-1.71%

SC0H.DE vs. QDVB.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% expense ratio, which is lower than QDVB.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SC0H.DE vs. QDVB.DE - Dividend Comparison

Neither SC0H.DE nor QDVB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, SC0H.DE and QDVB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for QDVB.DE.

SC0H.DE tracks MSCI USA, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for SC0H.DE and 0.20% for QDVB.DE.

Portfolio Optimizer

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