SXRV.DE vs. QDVA.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index. Both are passively managed. Over the past 5 years, SXRV.DE returned 18.67%/yr vs 15.17%/yr for QDVA.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRV.DE charges 0.36%/yr vs 0.20%/yr for QDVA.DE.
Performance
SXRV.DE vs. QDVA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly lower than QDVA.DE's 30.20% return.
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
QDVA.DE
- 1D
- -2.00%
- 1M
- 10.68%
- YTD
- 30.20%
- 6M
- 29.85%
- 1Y
- 37.18%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 10Y*
- —
SXRV.DE vs. QDVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 40.00% | 5.98% | -13.66% | 22.93% | 17.39% | 31.13% | 1.12% | 20.30% |
Correlation
The correlation between SXRV.DE and QDVA.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.83 |
The correlation between SXRV.DE and QDVA.DE has been stable across timeframes, ranging from 0.77 to 0.86 - 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
SXRV.DE vs. QDVA.DE — Risk / Return Rank
SXRV.DE
QDVA.DE
SXRV.DE vs. QDVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.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.
| SXRV.DE | QDVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 3.89 | -0.13 |
| Martin ratioReturn relative to average drawdown | 11.16 | 12.67 | -1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRV.DE | QDVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.96 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.79 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.83 | +0.07 |
Drawdowns
SXRV.DE vs. QDVA.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, roughly equal to the maximum QDVA.DE drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and QDVA.DE.
Loading charts...
Drawdown Indicators
| SXRV.DE | QDVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -33.34% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -9.48% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -25.56% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -25.56% | -5.77% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -2.00% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -6.84% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.91% | +0.47% |
Volatility
SXRV.DE vs. QDVA.DE - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.26%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a volatility of 7.65%. This indicates that SXRV.DE experiences smaller price fluctuations and is considered to be less risky than QDVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRV.DE | QDVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 7.65% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 15.66% | -4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 18.82% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 19.11% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 19.19% | +0.46% |
SXRV.DE vs. QDVA.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than QDVA.DE's 0.20% expense ratio.
Dividends
SXRV.DE vs. QDVA.DE - Dividend Comparison
Neither SXRV.DE nor QDVA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and QDVA.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVA.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while QDVA.DE is Momentum. SXRV.DE tracks NASDAQ-100 Index, while QDVA.DE tracks MSCI USA Momentum Index. Their fees differ too: 0.36% for SXRV.DE and 0.20% for QDVA.DE.
Find the right allocation for SXRV.DE and QDVA.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