VNRA.DE vs. QDVB.DE
VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - VNRA.DE tracks the FTSE North America while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, VNRA.DE returned 14.37%/yr vs 12.04%/yr for QDVB.DE. With a 0.96 correlation, they move nearly in lockstep. VNRA.DE charges 0.10%/yr vs 0.20%/yr for QDVB.DE.
Performance
VNRA.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VNRA.DE having a 12.89% return and QDVB.DE slightly higher at 13.00%.
VNRA.DE
- 1D
- 0.20%
- 1M
- 1.60%
- 6M
- 11.98%
- YTD
- 12.89%
- 1Y
- 23.48%
- 3Y*
- 20.28%
- 5Y*
- 14.37%
- 10Y*
- —
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
VNRA.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 12.89% | 5.72% | 33.35% | 24.31% | -13.97% | 39.73% | 8.72% | -3.11% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 10.39% |
Correlation
The correlation between VNRA.DE and QDVB.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.96 |
The correlation between VNRA.DE and QDVB.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
VNRA.DE vs. QDVB.DE — Risk / Return Rank
VNRA.DE
QDVB.DE
VNRA.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.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.
| VNRA.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.30 | -0.03 |
| Martin ratioReturn relative to average drawdown | 11.53 | 12.09 | -0.56 |
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Drawdowns
VNRA.DE vs. QDVB.DE - Drawdown Comparison
The maximum VNRA.DE drawdown since its inception was -34.48%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and QDVB.DE.
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Drawdown Indicators
| VNRA.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.48% | -33.25% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.77% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -22.69% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.07% | -22.69% | -0.38% |
Current DrawdownCurrent decline from peak | -0.14% | -0.61% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -5.00% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.85% | +0.18% |
Volatility
VNRA.DE vs. QDVB.DE - Volatility Comparison
Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.70% 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
| VNRA.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.79% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 7.30% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 11.20% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 15.56% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 17.93% | -0.18% |
VNRA.DE vs. QDVB.DE - Expense Ratio Comparison
VNRA.DE has a 0.10% expense ratio, which is lower than QDVB.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VNRA.DE vs. QDVB.DE - Dividend Comparison
Neither VNRA.DE nor QDVB.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 0.00% | 0.26% | 0.98% | 1.24% | 1.45% | 0.73% | 0.27% |
Frequently Asked Questions
With a correlation of 0.91, VNRA.DE and QDVB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VNRA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRA.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for QDVB.DE.
VNRA.DE tracks FTSE North America, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VNRA.DE and 0.20% for QDVB.DE.
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