USUE.DE vs. QDVB.DE
USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - USUE.DE tracks the MSCI USA Select Factor Mix while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, USUE.DE returned 11.86%/yr vs 12.25%/yr for QDVB.DE. Their correlation of 0.83 suggests significant overlap in exposure. USUE.DE charges 0.25%/yr vs 0.20%/yr for QDVB.DE.
Performance
USUE.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USUE.DE achieves a 17.59% return, which is significantly higher than QDVB.DE's 10.48% return.
USUE.DE
- 1D
- 0.77%
- 1M
- 5.03%
- YTD
- 17.59%
- 6M
- 17.88%
- 1Y
- 27.09%
- 3Y*
- 17.63%
- 5Y*
- 11.86%
- 10Y*
- —
QDVB.DE
- 1D
- -0.69%
- 1M
- 1.28%
- YTD
- 10.48%
- 6M
- 10.79%
- 1Y
- 22.56%
- 3Y*
- 16.85%
- 5Y*
- 12.25%
- 10Y*
- —
USUE.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 17.59% | 0.99% | 25.07% | 12.96% | -8.61% | 35.62% | -6.54% | 32.71% | -12.55% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.48% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -8.79% |
Correlation
The correlation between USUE.DE and QDVB.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2018 | 0.83 |
The correlation between USUE.DE and QDVB.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
USUE.DE vs. QDVB.DE — Risk / Return Rank
USUE.DE
QDVB.DE
USUE.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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.
| USUE.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.52 | 3.32 | +2.20 |
| Martin ratioReturn relative to average drawdown | 18.47 | 12.21 | +6.26 |
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Drawdowns
USUE.DE vs. QDVB.DE - Drawdown Comparison
The maximum USUE.DE drawdown since its inception was -39.26%, 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 USUE.DE and QDVB.DE.
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Drawdown Indicators
| USUE.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.26% | -33.25% | -6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.89% | -6.77% | +1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -20.79% | -22.69% | +1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -22.69% | +1.90% |
Current DrawdownCurrent decline from peak | 0.00% | -0.82% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -5.02% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.84% | -0.38% |
Volatility
USUE.DE vs. QDVB.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.48% and 2.49%, 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
| USUE.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 2.49% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | 7.46% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 11.15% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 15.55% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 17.96% | -1.05% |
USUE.DE vs. QDVB.DE - Expense Ratio Comparison
USUE.DE has a 0.25% expense ratio, which is higher than QDVB.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
USUE.DE vs. QDVB.DE - Dividend Comparison
Neither USUE.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
USUE.DE and QDVB.DE have a correlation of 0.78, 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 0.25% for USUE.DE.
USUE.DE tracks MSCI USA Select Factor Mix, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for USUE.DE and 0.20% for QDVB.DE.
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