SGAS.DE vs. QDVX.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while QDVX.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Both are passively managed. Over the past 5 years, SGAS.DE returned 14.75%/yr vs 10.22%/yr for QDVX.DE. A 0.61 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.28%/yr for QDVX.DE.
Performance
SGAS.DE vs. QDVX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.05% return, which is significantly higher than QDVX.DE's 7.36% return.
SGAS.DE
- 1D
- 1.65%
- 1M
- 2.18%
- YTD
- 11.05%
- 6M
- 12.43%
- 1Y
- 27.18%
- 3Y*
- 19.46%
- 5Y*
- 14.75%
- 10Y*
- —
QDVX.DE
- 1D
- 0.15%
- 1M
- 4.24%
- YTD
- 7.36%
- 6M
- 8.69%
- 1Y
- 11.58%
- 3Y*
- 11.70%
- 5Y*
- 10.22%
- 10Y*
- —
SGAS.DE vs. QDVX.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) | 11.05% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
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% | -4.77% |
Correlation
The correlation between SGAS.DE and QDVX.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.61 |
The correlation between SGAS.DE and QDVX.DE shifts across timeframes, from 0.45 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGAS.DE vs. QDVX.DE — Risk / Return Rank
SGAS.DE
QDVX.DE
SGAS.DE vs. QDVX.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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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 | QDVX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.19 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.40 | +1.78 |
| Martin ratioReturn relative to average drawdown | 11.05 | 4.60 | +6.46 |
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Drawdowns
SGAS.DE vs. QDVX.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.50%, smaller than the maximum QDVX.DE drawdown of -38.42%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and QDVX.DE.
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Drawdown Indicators
| SGAS.DE | QDVX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -38.42% | +4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -8.23% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -14.02% | -10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -14.62% | -10.07% |
Current DrawdownCurrent decline from peak | -0.59% | 0.00% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -4.68% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.48% | -0.03% |
Volatility
SGAS.DE vs. QDVX.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.75% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 3.21%. This indicates that SGAS.DE's price experiences larger fluctuations and is considered to be riskier than QDVX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAS.DE | QDVX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.21% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.76% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 11.28% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 12.89% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 15.32% | +2.92% |
SGAS.DE vs. QDVX.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than QDVX.DE's 0.28% expense ratio.
Dividends
SGAS.DE vs. QDVX.DE - Dividend Comparison
SGAS.DE has not paid dividends to shareholders, while QDVX.DE's dividend yield for the trailing twelve months is around 3.13%.
| 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% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGAS.DE and QDVX.DE have a correlation of 0.45, 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 0.28% for QDVX.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while QDVX.DE is Europe Equities. SGAS.DE tracks MSCI USA ESG Screened, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Their fees differ too: 0.07% for SGAS.DE and 0.28% for QDVX.DE.
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