SXRU.DE vs. QDVB.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds from iShares - SXRU.DE tracks the Dow Jones Industrial Average while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.73%/yr vs 12.19%/yr for QDVB.DE. Their correlation of 0.87 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.20%/yr for QDVB.DE.
Performance
SXRU.DE vs. QDVB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRU.DE achieves a 12.48% return, which is significantly lower than QDVB.DE's 13.77% return.
SXRU.DE
- 1D
- 0.16%
- 1M
- 2.73%
- 6M
- 8.55%
- YTD
- 12.48%
- 1Y
- 24.39%
- 3Y*
- 15.80%
- 5Y*
- 10.73%
- 10Y*
- 12.32%
QDVB.DE
- 1D
- 0.68%
- 1M
- 2.58%
- 6M
- 10.15%
- YTD
- 13.77%
- 1Y
- 25.42%
- 3Y*
- 17.40%
- 5Y*
- 12.19%
- 10Y*
- —
SXRU.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 12.48% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 12.04% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.77% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
Correlation
The correlation between SXRU.DE and QDVB.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.87 |
The correlation between SXRU.DE and QDVB.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRU.DE vs. QDVB.DE — Risk / Return Rank
SXRU.DE
QDVB.DE
SXRU.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
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.
| SXRU.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.74 | -0.42 |
| Martin ratioReturn relative to average drawdown | 11.13 | 13.72 | -2.59 |
Loading charts...
Drawdowns
SXRU.DE vs. QDVB.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, which is greater than QDVB.DE's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and QDVB.DE.
Loading charts...
Drawdown Indicators
| SXRU.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -33.25% | -2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -6.77% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -22.69% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -22.69% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | 0.00% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.00% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.85% | +0.33% |
Volatility
SXRU.DE vs. QDVB.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.35%, while iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a volatility of 2.83%. This indicates that SXRU.DE experiences smaller price fluctuations and is considered to be less risky than QDVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRU.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.83% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 7.32% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 11.21% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 15.56% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 17.93% | -1.94% |
SXRU.DE vs. QDVB.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio.
Dividends
SXRU.DE vs. QDVB.DE - Dividend Comparison
Neither SXRU.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and QDVB.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE tracks Dow Jones Industrial Average, while QDVB.DE tracks MSCI USA Sector Neutral Quality. Their fees differ too: 0.33% for SXRU.DE and 0.20% for QDVB.DE.
Find the right allocation for SXRU.DE and QDVB.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer