SXR8.DE vs. QDVB.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 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, SXR8.DE returned 14.77%/yr vs 12.96%/yr for QDVB.DE. With a 0.97 correlation, they move nearly in lockstep. SXR8.DE charges 0.07%/yr vs 0.20%/yr for QDVB.DE.
Performance
SXR8.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 11.37% return, which is significantly higher than QDVB.DE's 9.84% return.
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
QDVB.DE
- 1D
- 0.72%
- 1M
- 4.83%
- YTD
- 9.84%
- 6M
- 9.30%
- 1Y
- 19.63%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
SXR8.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.84% | 0.36% | 29.35% | 26.56% | -16.50% | 39.05% | 5.36% | 37.25% | -2.65% | 7.18% |
Correlation
The correlation between SXR8.DE and QDVB.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.97 |
The correlation between SXR8.DE and QDVB.DE has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. QDVB.DE — Risk / Return Rank
SXR8.DE
QDVB.DE
SXR8.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) 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.
| SXR8.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.92 | +0.66 |
| Martin ratioReturn relative to average drawdown | 12.71 | 10.33 | +2.38 |
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
| SXR8.DE | QDVB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.77 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.83 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.83 | -0.03 |
Drawdowns
SXR8.DE vs. QDVB.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum QDVB.DE drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and QDVB.DE.
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Drawdown Indicators
| SXR8.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -33.26% | -0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.74% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -22.66% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -22.66% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | 0.00% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -4.97% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.91% | +0.10% |
Volatility
SXR8.DE vs. QDVB.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 2.65% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.46%. This indicates that SXR8.DE'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
| SXR8.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.46% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.27% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 11.09% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 15.53% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.44% | -0.35% |
SXR8.DE vs. QDVB.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than QDVB.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
SXR8.DE vs. QDVB.DE - Dividend Comparison
Neither SXR8.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, SXR8.DE and QDVB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVB.DE.
SXR8.DE is categorized as S&P 500, while QDVB.DE is Large Cap Blend Equities. SXR8.DE tracks S&P 500 Index, while QDVB.DE tracks MSCI USA Sector Neutral Quality. Their fees differ too: 0.07% for SXR8.DE and 0.20% for QDVB.DE.
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