SC0H.DE vs. QDVB.DE
SC0H.DE (Invesco MSCI USA UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - SC0H.DE tracks the MSCI USA while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, SC0H.DE returned 13.48%/yr vs 12.04%/yr for QDVB.DE. With a 0.96 correlation, they move nearly in lockstep. SC0H.DE charges 0.05%/yr vs 0.20%/yr for QDVB.DE.
Performance
SC0H.DE vs. QDVB.DE - Performance Comparison
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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*
- —
SC0H.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SC0H.DE
QDVB.DE
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.DE | QDVB.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.11% | -0.61% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -5.00% | -3.50% |
Ulcer IndexDepth 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.DE | QDVB.DE | Difference | |
|---|---|---|---|
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.
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.
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