SWDA.L vs. QDVB.DE
SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both exchange-traded funds - SWDA.L is a Global Equities fund tracking the MSCI World Index, while QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, SWDA.L returned 12.61%/yr vs 12.93%/yr for QDVB.DE. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
SWDA.L vs. QDVB.DE - Performance Comparison
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Different Trading Currencies
SWDA.L is traded in GBp, while QDVB.DE is traded in EUR. To make them comparable, the QDVB.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SWDA.L having a 8.84% return and QDVB.DE slightly higher at 9.09%.
SWDA.L
- 1D
- 1.55%
- 1M
- 1.62%
- YTD
- 8.84%
- 6M
- 9.32%
- 1Y
- 24.97%
- 3Y*
- 17.08%
- 5Y*
- 12.61%
- 10Y*
- 13.92%
QDVB.DE
- 1D
- 1.07%
- 1M
- 4.31%
- YTD
- 9.09%
- 6M
- 8.98%
- 1Y
- 22.88%
- 3Y*
- 16.70%
- 5Y*
- 12.93%
- 10Y*
- —
SWDA.L vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 8.84% | 12.64% | 21.11% | 17.59% | -8.33% | 23.64% | 12.25% | 23.03% | -3.78% | 11.78% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.09% | 5.57% | 23.65% | 24.11% | -11.92% | 29.26% | 11.28% | 30.05% | -1.25% | 11.82% |
Correlation
The correlation between SWDA.L and QDVB.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.88 |
The correlation between SWDA.L and QDVB.DE has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
SWDA.L vs. QDVB.DE — Risk / Return Rank
SWDA.L
QDVB.DE
SWDA.L vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) 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.
| SWDA.L | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 3.39 | +0.40 |
| Martin ratioReturn relative to average drawdown | 14.90 | 12.76 | +2.14 |
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Drawdowns
SWDA.L vs. QDVB.DE - Drawdown Comparison
The maximum SWDA.L drawdown since its inception was -41.70%, which is greater than QDVB.DE's maximum drawdown of -25.78%. Use the drawdown chart below to compare losses from any high point for SWDA.L and QDVB.DE.
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Drawdown Indicators
| SWDA.L | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.70% | -25.78% | -15.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -6.71% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -21.23% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -18.50% | -21.23% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | -25.58% | — | — |
Current DrawdownCurrent decline from peak | -1.23% | 0.00% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -4.20% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 1.79% | -0.12% |
Volatility
SWDA.L vs. QDVB.DE - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a higher volatility of 3.28% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.70%. This indicates that SWDA.L'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.
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Volatility by Period
| SWDA.L | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 2.70% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 7.30% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.47% | 10.77% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 15.12% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 17.82% | -3.24% |
SWDA.L vs. QDVB.DE - Expense Ratio Comparison
Both SWDA.L and QDVB.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SWDA.L vs. QDVB.DE - Dividend Comparison
Neither SWDA.L nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
SWDA.L and QDVB.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SWDA.L and QDVB.DE have the same expense ratio: 0.20% per year.
SWDA.L is categorized as Global Equities, while QDVB.DE is Large Cap Blend Equities. SWDA.L tracks MSCI World Index, while QDVB.DE tracks MSCI USA Sector Neutral Quality.
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