VGWD.DE vs. QDVX.DE
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - VGWD.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while QDVX.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. Both are passively managed. Over the past 5 years, VGWD.DE returned 11.77%/yr vs 10.22%/yr for QDVX.DE. A 0.79 correlation means they provide meaningful diversification when combined. VGWD.DE charges 0.29%/yr vs 0.28%/yr for QDVX.DE.
Performance
VGWD.DE vs. QDVX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWD.DE achieves a 14.09% return, which is significantly higher than QDVX.DE's 7.36% return.
VGWD.DE
- 1D
- 0.09%
- 1M
- 3.91%
- YTD
- 14.09%
- 6M
- 15.22%
- 1Y
- 27.30%
- 3Y*
- 15.91%
- 5Y*
- 11.77%
- 10Y*
- —
QDVX.DE
- 1D
- 0.15%
- 1M
- 4.24%
- YTD
- 7.36%
- 6M
- 8.69%
- 1Y
- 11.58%
- 3Y*
- 11.70%
- 5Y*
- 10.22%
- 10Y*
- —
VGWD.DE vs. QDVX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 14.09% | 13.16% | 15.75% | 7.29% | 0.08% | 27.89% | -9.60% | 25.03% | -8.03% | 1.24% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 7.36% | 11.29% | 10.80% | 15.21% | 0.82% | 18.84% | -10.01% | 26.71% | -6.49% | -0.05% |
Correlation
The correlation between VGWD.DE and QDVX.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.79 |
The correlation between VGWD.DE and QDVX.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
VGWD.DE vs. QDVX.DE — Risk / Return Rank
VGWD.DE
QDVX.DE
VGWD.DE vs. QDVX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.
| VGWD.DE | QDVX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.19 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 1.40 | +3.27 |
| Martin ratioReturn relative to average drawdown | 18.26 | 4.60 | +13.66 |
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Drawdowns
VGWD.DE vs. QDVX.DE - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, smaller than the maximum QDVX.DE drawdown of -38.42%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and QDVX.DE.
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Drawdown Indicators
| VGWD.DE | QDVX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -38.42% | +3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -8.23% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -14.02% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -14.62% | -2.24% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -4.68% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.48% | -0.99% |
Volatility
VGWD.DE vs. QDVX.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.35%, while iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a volatility of 3.21%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than QDVX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWD.DE | QDVX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.21% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 8.76% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.39% | 11.28% | -1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.55% | 12.89% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 15.32% | -1.10% |
VGWD.DE vs. QDVX.DE - Expense Ratio Comparison
VGWD.DE has a 0.29% expense ratio, which is higher than QDVX.DE's 0.28% expense ratio.
Dividends
VGWD.DE vs. QDVX.DE - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.45%, less than QDVX.DE's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.13% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.20% | 0.74% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.45% | 2.84% | 3.05% | 3.40% | 3.78% | 3.02% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
VGWD.DE and QDVX.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVX.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVX.DE is cheaper with a 0.28% expense ratio, compared with 0.29% for VGWD.DE.
VGWD.DE is categorized as Dividend, while QDVX.DE is Europe Equities. VGWD.DE tracks FTSE All-World High Dividend Yield Index, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VGWD.DE and 0.28% for QDVX.DE.
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