SODJ.DE vs. QDVD.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) are both exchange-traded funds - SODJ.DE is a Japan Equities fund tracking the MSCI Japan Screened Index, while QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 12.61%/yr for QDVD.DE. A 0.56 correlation means they provide meaningful diversification when combined. SODJ.DE charges 0.15%/yr vs 0.35%/yr for QDVD.DE.
Performance
SODJ.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly higher than QDVD.DE's 16.81% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
QDVD.DE
- 1D
- -0.26%
- 1M
- 0.51%
- 6M
- 14.53%
- YTD
- 16.81%
- 1Y
- 26.15%
- 3Y*
- 17.23%
- 5Y*
- 12.61%
- 10Y*
- 10.69%
SODJ.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.81% | 4.15% | 21.92% | 10.55% | -1.08% | 32.39% | -9.18% | 25.22% | -5.72% |
Correlation
The correlation between SODJ.DE and QDVD.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 | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.56 |
The correlation between SODJ.DE and QDVD.DE has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. QDVD.DE — Risk / Return Rank
SODJ.DE
QDVD.DE
SODJ.DE vs. QDVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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.
| SODJ.DE | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 5.39 | -1.73 |
| Martin ratioReturn relative to average drawdown | 11.99 | 18.98 | -6.98 |
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Drawdowns
SODJ.DE vs. QDVD.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, smaller than the maximum QDVD.DE drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and QDVD.DE.
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Drawdown Indicators
| SODJ.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -32.55% | +4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -4.83% | -5.75% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -21.55% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -21.55% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.55% | — |
Current DrawdownCurrent decline from peak | -3.76% | -1.56% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -4.63% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.37% | +1.86% |
Volatility
SODJ.DE vs. QDVD.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) at 2.54%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier than QDVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SODJ.DE | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 2.54% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 7.84% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 11.20% | +8.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 13.87% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 14.79% | +3.43% |
SODJ.DE vs. QDVD.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
SODJ.DE vs. QDVD.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, which matches QDVD.DE's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.48% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SODJ.DE and QDVD.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, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for QDVD.DE.
SODJ.DE is categorized as Japan Equities, while QDVD.DE is ESG. SODJ.DE tracks MSCI Japan Screened Index, while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.15% for SODJ.DE and 0.35% for QDVD.DE.
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