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SUSC vs. QDVX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSC vs. QDVX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSC is traded in USD, while QDVX.DE is traded in EUR. To make them comparable, the QDVX.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUSC achieves a 0.72% return, which is significantly lower than QDVX.DE's 5.94% return.


SUSC

1D
0.03%
1M
1.23%
YTD
0.72%
6M
1.11%
1Y
5.58%
3Y*
5.11%
5Y*
0.31%
10Y*

QDVX.DE

1D
0.37%
1M
3.95%
YTD
5.94%
6M
7.20%
1Y
11.99%
3Y*
13.88%
5Y*
9.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSC vs. QDVX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
0.72%7.57%1.91%8.58%-15.95%-1.57%9.57%14.43%-3.13%1.74%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
5.94%25.64%4.46%18.85%-4.73%9.47%-1.22%24.03%-10.89%4.62%

Correlation

The correlation between SUSC and QDVX.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2017

0.18

Over the past year, SUSC and QDVX.DE have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

SUSC vs. QDVX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSC
SUSC Risk / Return Rank: 3939
Overall Rank
SUSC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 4040
Sortino Ratio Rank
SUSC Omega Ratio Rank: 3636
Omega Ratio Rank
SUSC Calmar Ratio Rank: 4242
Calmar Ratio Rank
SUSC Martin Ratio Rank: 4040
Martin Ratio Rank

QDVX.DE
QDVX.DE Risk / Return Rank: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUSC vs. QDVX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) 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.


SUSCQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.23

1.16

+0.06

Calmar ratioReturn relative to maximum drawdown

1.95

1.14

+0.81

Martin ratioReturn relative to average drawdown

5.94

3.72

+2.22

SUSC vs. QDVX.DE - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 1.29, which is higher than the QDVX.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SUSC and QDVX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SUSC vs. QDVX.DE - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum QDVX.DE drawdown of -39.78%. Use the drawdown chart below to compare losses from any high point for SUSC and QDVX.DE.


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Drawdown Indicators


SUSCQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-39.78%

+17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-10.46%

+7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

-12.80%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-25.89%

+3.47%

Current Drawdown

Current decline from peak

-1.11%

-1.14%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.87%

-5.86%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.20%

-2.26%

Volatility

SUSC vs. QDVX.DE - Volatility Comparison

The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.46%, while iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a volatility of 3.74%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky 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


SUSCQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

3.74%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.30%

10.27%

-6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

13.18%

-8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

16.04%

-8.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.62%

17.31%

-9.69%

SUSC vs. QDVX.DE - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is lower than QDVX.DE's 0.28% expense ratio.


Dividends

SUSC vs. QDVX.DE - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.48%, more than QDVX.DE's 3.13% yield.


PositionTTM202520242023202220212020201920182017
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%
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.48%4.37%4.34%3.83%2.97%2.21%2.19%3.07%3.33%1.33%

Frequently Asked Questions


SUSC and QDVX.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSC is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSC is cheaper with a 0.18% expense ratio, compared with 0.28% for QDVX.DE.

SUSC is categorized as Corporate Bonds, while QDVX.DE is Europe Equities. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Their fees differ too: 0.18% for SUSC and 0.28% for QDVX.DE.

Portfolio Optimizer

Find the right allocation for SUSC and QDVX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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