V3YL.DE vs. QDVD.DE
V3YL.DE (Vanguard ESG North America All Cap UCITS ETF (USD) Distributing) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) are both exchange-traded funds - V3YL.DE is a Large Cap Blend Equities fund tracking the FTSE North America All Cap Choice Index, while QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 3 years, V3YL.DE returned 18.67%/yr vs 16.63%/yr for QDVD.DE. Their correlation of 0.85 suggests significant overlap in exposure. V3YL.DE charges 0.12%/yr vs 0.35%/yr for QDVD.DE.
Performance
V3YL.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3YL.DE achieves a 11.04% return, which is significantly lower than QDVD.DE's 15.54% return.
V3YL.DE
- 1D
- 0.09%
- 1M
- 6.24%
- YTD
- 11.04%
- 6M
- 11.23%
- 1Y
- 25.49%
- 3Y*
- 18.67%
- 5Y*
- —
- 10Y*
- —
QDVD.DE
- 1D
- -0.46%
- 1M
- 7.80%
- YTD
- 15.54%
- 6M
- 15.45%
- 1Y
- 28.51%
- 3Y*
- 16.63%
- 5Y*
- 13.23%
- 10Y*
- 11.60%
V3YL.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3YL.DE Vanguard ESG North America All Cap UCITS ETF (USD) Distributing | 11.04% | 4.17% | 31.45% | 26.32% | -17.36% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 15.54% | 4.42% | 22.09% | 10.74% | -11.35% |
Correlation
The correlation between V3YL.DE and QDVD.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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2022 | 0.85 |
The correlation between V3YL.DE and QDVD.DE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
V3YL.DE vs. QDVD.DE — Risk / Return Rank
V3YL.DE
QDVD.DE
V3YL.DE vs. QDVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG North America All Cap UCITS ETF (USD) Distributing (V3YL.DE) and iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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.
| V3YL.DE | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.47 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 5.86 | -3.22 |
| Martin ratioReturn relative to average drawdown | 9.53 | 20.16 | -10.62 |
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
| V3YL.DE | QDVD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 2.55 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.82 | +0.01 |
Drawdowns
V3YL.DE vs. QDVD.DE - Drawdown Comparison
The maximum V3YL.DE drawdown since its inception was -24.77%, smaller than the maximum QDVD.DE drawdown of -32.58%. Use the drawdown chart below to compare losses from any high point for V3YL.DE and QDVD.DE.
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Drawdown Indicators
| V3YL.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.77% | -32.58% | +7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -4.84% | -4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -24.77% | -21.55% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.58% | — |
Current DrawdownCurrent decline from peak | -0.50% | -0.46% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -4.62% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.41% | +1.26% |
Volatility
V3YL.DE vs. QDVD.DE - Volatility Comparison
The current volatility for Vanguard ESG North America All Cap UCITS ETF (USD) Distributing (V3YL.DE) is 3.16%, while iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) has a volatility of 3.57%. This indicates that V3YL.DE experiences smaller price fluctuations and is considered to be less risky than QDVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V3YL.DE | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.57% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | 7.47% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.11% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 13.86% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 14.80% | +0.77% |
V3YL.DE vs. QDVD.DE - Expense Ratio Comparison
V3YL.DE has a 0.12% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
V3YL.DE vs. QDVD.DE - Dividend Comparison
V3YL.DE's dividend yield for the trailing twelve months is around 0.63%, less than QDVD.DE's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.75% | 1.96% | 2.02% | 2.21% | 2.43% | 2.35% | 3.07% | 2.63% | 2.80% | 2.58% | 2.44% | 2.68% |
V3YL.DE Vanguard ESG North America All Cap UCITS ETF (USD) Distributing | 0.63% | 0.71% | 0.78% | 0.99% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
V3YL.DE and QDVD.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, V3YL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3YL.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for QDVD.DE.
V3YL.DE is categorized as Large Cap Blend Equities, while QDVD.DE is ESG. V3YL.DE tracks FTSE North America All Cap Choice Index, while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for V3YL.DE and 0.35% for QDVD.DE.
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