SGAS.DE vs. QDVB.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds from iShares - SGAS.DE tracks the MSCI USA ESG Screened while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, SGAS.DE returned 13.79%/yr vs 12.02%/yr for QDVB.DE. With a 0.95 correlation, they move nearly in lockstep. SGAS.DE charges 0.07%/yr vs 0.20%/yr for QDVB.DE.
Performance
SGAS.DE vs. QDVB.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with SGAS.DE having a 12.85% return and QDVB.DE slightly higher at 13.28%.
SGAS.DE
- 1D
- 0.07%
- 1M
- 3.30%
- 6M
- 11.21%
- YTD
- 12.85%
- 1Y
- 25.25%
- 3Y*
- 20.15%
- 5Y*
- 13.79%
- 10Y*
- —
QDVB.DE
- 1D
- 0.43%
- 1M
- 2.72%
- 6M
- 10.35%
- YTD
- 13.28%
- 1Y
- 23.36%
- 3Y*
- 17.24%
- 5Y*
- 12.02%
- 10Y*
- —
SGAS.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 12.85% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.28% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -9.58% |
Correlation
The correlation between SGAS.DE and QDVB.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.95 |
The correlation between SGAS.DE and QDVB.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGAS.DE vs. QDVB.DE — Risk / Return Rank
SGAS.DE
QDVB.DE
SGAS.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 3.44 | -0.48 |
| Martin ratioReturn relative to average drawdown | 10.23 | 12.59 | -2.36 |
Loading charts...
Drawdowns
SGAS.DE vs. QDVB.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.50%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and QDVB.DE.
Loading charts...
Drawdown Indicators
| SGAS.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -33.25% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -6.77% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -22.69% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -22.69% | -2.00% |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -5.00% | -0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.85% | +0.61% |
Volatility
SGAS.DE vs. QDVB.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.43% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.93%. This indicates that SGAS.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGAS.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 2.93% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 7.47% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 11.21% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.56% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 17.94% | +0.24% |
SGAS.DE vs. QDVB.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% 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
SGAS.DE vs. QDVB.DE - Dividend Comparison
Neither SGAS.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and QDVB.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVB.DE.
SGAS.DE tracks MSCI USA ESG Screened, while QDVB.DE tracks MSCI USA Sector Neutral Quality. Their fees differ too: 0.07% for SGAS.DE and 0.20% for QDVB.DE.
Find the right allocation for SGAS.DE and QDVB.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer