USCP.DE vs. QDVB.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, USCP.DE returned 9.73%/yr vs 12.04%/yr for QDVB.DE. Their correlation of 0.88 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.20%/yr for QDVB.DE.
Performance
USCP.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USCP.DE achieves a 5.88% return, which is significantly lower than QDVB.DE's 13.00% return.
USCP.DE
- 1D
- 0.00%
- 1M
- 3.42%
- 6M
- 4.15%
- YTD
- 5.88%
- 1Y
- 9.99%
- 3Y*
- 10.84%
- 5Y*
- 9.73%
- 10Y*
- 13.01%
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
USCP.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 5.88% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 7.24% |
Correlation
The correlation between USCP.DE and QDVB.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.88 |
Over the past year, the correlation between USCP.DE and QDVB.DE has dropped to 0.62 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. QDVB.DE — Risk / Return Rank
USCP.DE
QDVB.DE
USCP.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USCP.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.30 | -1.88 |
| Martin ratioReturn relative to average drawdown | 4.20 | 12.09 | -7.89 |
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Drawdowns
USCP.DE vs. QDVB.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for USCP.DE and QDVB.DE.
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Drawdown Indicators
| USCP.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -33.25% | -1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -6.77% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -22.69% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -22.69% | +3.47% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -3.07% | -0.61% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -5.00% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.85% | +0.52% |
Volatility
USCP.DE vs. QDVB.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.89% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCP.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.79% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 7.30% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 11.20% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 15.56% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 17.93% | -1.83% |
USCP.DE vs. QDVB.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio.
Dividends
USCP.DE vs. QDVB.DE - Dividend Comparison
Neither USCP.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and QDVB.DE have a correlation of 0.62, 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 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for USCP.DE and 0.20% for QDVB.DE.
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