USCP.DE vs. QDVR.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, USCP.DE returned 9.75%/yr vs 12.24%/yr for QDVR.DE. Their correlation of 0.89 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.20%/yr for QDVR.DE.
Performance
USCP.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USCP.DE achieves a 1.13% return, which is significantly lower than QDVR.DE's 14.85% return.
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
USCP.DE vs. QDVR.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) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
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 USCP.DE and QDVR.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.89 |
Over the past year, the correlation between USCP.DE and QDVR.DE has dropped to 0.63 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. QDVR.DE — Risk / Return Rank
USCP.DE
QDVR.DE
USCP.DE vs. QDVR.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 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.
| USCP.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.31 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.09 | -2.36 |
| Martin ratioReturn relative to average drawdown | 2.18 | 10.29 | -8.11 |
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
| USCP.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.76 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.78 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.89 | -0.15 |
Drawdowns
USCP.DE vs. QDVR.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, which is greater than QDVR.DE's maximum drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for USCP.DE and QDVR.DE.
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Drawdown Indicators
| USCP.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -32.87% | -1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -7.24% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -23.91% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -23.91% | +4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -7.42% | 0.00% | -7.42% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.41% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.18% | +0.16% |
Volatility
USCP.DE vs. QDVR.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) is 3.16%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that USCP.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
| USCP.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.67% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 9.02% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 12.69% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 15.53% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 16.34% | -0.23% |
USCP.DE vs. QDVR.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than QDVR.DE's 0.20% expense ratio.
Dividends
USCP.DE vs. QDVR.DE - Dividend Comparison
Neither USCP.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and QDVR.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVR.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 QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for USCP.DE and 0.20% for QDVR.DE.
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