SPYW.DE vs. QDVD.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, 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 10 years, SPYW.DE returned 7.56%/yr vs 11.32%/yr for QDVD.DE. A 0.58 correlation means they provide meaningful diversification when combined. SPYW.DE charges 0.30%/yr vs 0.35%/yr for QDVD.DE.
Performance
SPYW.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYW.DE achieves a 7.38% return, which is significantly lower than QDVD.DE's 15.69% return. Over the past 10 years, SPYW.DE has underperformed QDVD.DE with an annualized return of 7.56%, while QDVD.DE has yielded a comparatively higher 11.32% annualized return.
SPYW.DE
- 1D
- -0.17%
- 1M
- 2.41%
- YTD
- 7.38%
- 6M
- 9.46%
- 1Y
- 11.00%
- 3Y*
- 13.77%
- 5Y*
- 8.15%
- 10Y*
- 7.56%
QDVD.DE
- 1D
- 0.51%
- 1M
- 5.00%
- YTD
- 15.69%
- 6M
- 16.08%
- 1Y
- 29.13%
- 3Y*
- 16.01%
- 5Y*
- 13.05%
- 10Y*
- 11.32%
SPYW.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 7.38% | 20.21% | 8.31% | 17.92% | -11.22% | 14.38% | -11.88% | 23.33% | -8.56% | 11.23% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 15.69% | 4.15% | 21.92% | 10.55% | -1.08% | 32.39% | -9.18% | 25.22% | 0.50% | 4.16% |
Correlation
The correlation between SPYW.DE and QDVD.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2014 | 0.58 |
The correlation between SPYW.DE and QDVD.DE shifts across timeframes, from 0.42 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYW.DE vs. QDVD.DE — Risk / Return Rank
SPYW.DE
QDVD.DE
SPYW.DE vs. QDVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.
| SPYW.DE | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 5.50 | -4.13 |
| Martin ratioReturn relative to average drawdown | 4.55 | 19.38 | -14.83 |
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Drawdowns
SPYW.DE vs. QDVD.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.67%, which is greater than QDVD.DE's maximum drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and QDVD.DE.
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Drawdown Indicators
| SPYW.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.67% | -32.55% | -6.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -5.27% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -21.55% | +9.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.99% | -21.55% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -38.67% | -32.55% | -6.12% |
Current DrawdownCurrent decline from peak | -0.69% | 0.00% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -4.67% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.50% | +0.90% |
Volatility
SPYW.DE vs. QDVD.DE - Volatility Comparison
The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.42%, while iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) has a volatility of 3.53%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky 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
| SPYW.DE | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 3.53% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 7.81% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 11.28% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.29% | 13.89% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 14.81% | +0.03% |
SPYW.DE vs. QDVD.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
SPYW.DE vs. QDVD.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.53%, more than QDVD.DE's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.07% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.53% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
SPYW.DE and QDVD.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for QDVD.DE.
SPYW.DE is categorized as Europe Equities, while QDVD.DE is ESG. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPYW.DE and 0.35% for QDVD.DE.
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