SXR4.DE vs. QDVR.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds from iShares - SXR4.DE tracks the MSCI USA while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, SXR4.DE returned 14.32%/yr vs 12.24%/yr for QDVR.DE. Their correlation of 0.94 suggests significant overlap in exposure. SXR4.DE charges 0.07%/yr vs 0.20%/yr for QDVR.DE.
Performance
SXR4.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR4.DE achieves a 11.29% return, which is significantly lower than QDVR.DE's 14.85% return.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
QDVR.DE
- 1D
- 0.06%
- 1M
- 4.69%
- YTD
- 14.85%
- 6M
- 14.33%
- 1Y
- 22.48%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
SXR4.DE vs. QDVR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 35.53% | 1.82% | 8.55% |
Correlation
The correlation between SXR4.DE and QDVR.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.94 |
The correlation between SXR4.DE and QDVR.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
SXR4.DE vs. QDVR.DE — Risk / Return Rank
SXR4.DE
QDVR.DE
SXR4.DE vs. QDVR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| SXR4.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.09 | +0.33 |
| Martin ratioReturn relative to average drawdown | 11.92 | 10.29 | +1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXR4.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.76 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.78 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.89 | -0.12 |
Drawdowns
SXR4.DE vs. QDVR.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, roughly equal to the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and QDVR.DE.
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Drawdown Indicators
| SXR4.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -32.87% | -1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -7.24% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -23.91% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -23.91% | +0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | 0.00% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.41% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.18% | -0.07% |
Volatility
SXR4.DE vs. QDVR.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 2.73%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR4.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.67% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 9.02% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 12.69% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 15.53% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.34% | -0.11% |
SXR4.DE vs. QDVR.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than QDVR.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXR4.DE vs. QDVR.DE - Dividend Comparison
Neither SXR4.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR4.DE and QDVR.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVR.DE.
SXR4.DE tracks MSCI USA, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. Their fees differ too: 0.07% for SXR4.DE and 0.20% for QDVR.DE.
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