VOO vs. QDVX.DE
VOO (Vanguard S&P 500 ETF) and QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - VOO is a S&P 500 fund tracking the S&P 500 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, VOO returned 13.93%/yr vs 9.47%/yr for QDVX.DE. At a 0.47 correlation, their price movements are largely independent. VOO charges 0.03%/yr vs 0.28%/yr for QDVX.DE.
Performance
VOO vs. QDVX.DE - Performance Comparison
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Different Trading Currencies
VOO is traded in USD, while QDVX.DE is traded in EUR. To make them comparable, the QDVX.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VOO achieves a 10.99% return, which is significantly higher than QDVX.DE's 5.94% return.
VOO
- 1D
- 1.74%
- 1M
- 2.12%
- YTD
- 10.99%
- 6M
- 11.51%
- 1Y
- 27.95%
- 3Y*
- 21.25%
- 5Y*
- 13.93%
- 10Y*
- 15.72%
QDVX.DE
- 1D
- 0.37%
- 1M
- 3.95%
- YTD
- 5.94%
- 6M
- 7.20%
- 1Y
- 11.99%
- 3Y*
- 13.88%
- 5Y*
- 9.47%
- 10Y*
- —
VOO vs. QDVX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 10.99% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 11.34% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 5.94% | 25.64% | 4.46% | 18.85% | -4.73% | 9.47% | -1.22% | 24.03% | -10.89% | 7.10% |
Correlation
The correlation between VOO and QDVX.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.47 |
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Return for Risk
VOO vs. QDVX.DE — Risk / Return Rank
VOO
QDVX.DE
VOO vs. QDVX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.
| VOO | QDVX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.16 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 1.14 | +2.01 |
| Martin ratioReturn relative to average drawdown | 14.25 | 3.72 | +10.53 |
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Drawdowns
VOO vs. QDVX.DE - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum QDVX.DE drawdown of -39.78%. Use the drawdown chart below to compare losses from any high point for VOO and QDVX.DE.
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Drawdown Indicators
| VOO | QDVX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -39.78% | +5.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -10.46% | +1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -12.80% | -5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.89% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | — | — |
Current DrawdownCurrent decline from peak | -0.63% | -1.14% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -5.86% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 3.20% | -1.23% |
Volatility
VOO vs. QDVX.DE - Volatility Comparison
Vanguard S&P 500 ETF (VOO) has a higher volatility of 4.61% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 3.74%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier 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
| VOO | QDVX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.74% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.27% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 13.18% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 16.04% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 17.31% | +0.74% |
VOO vs. QDVX.DE - Expense Ratio Comparison
VOO has a 0.03% expense ratio, which is lower than QDVX.DE's 0.28% expense ratio.
Dividends
VOO vs. QDVX.DE - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.03%, less than QDVX.DE's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
VOO and QDVX.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOO is cheaper with a 0.03% expense ratio, compared with 0.28% for QDVX.DE.
VOO is categorized as S&P 500, while QDVX.DE is Europe Equities. VOO tracks S&P 500 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: 0.03% for VOO and 0.28% for QDVX.DE.
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