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WEBC.DE vs. QDVB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBC.DE vs. QDVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEBC.DE achieves a 11.45% return, which is significantly lower than QDVB.DE's 13.00% return.


WEBC.DE

1D
0.29%
1M
0.85%
6M
12.39%
YTD
11.45%
1Y
23.01%
3Y*
5Y*
10Y*

QDVB.DE

1D
0.43%
1M
3.59%
6M
13.87%
YTD
13.00%
1Y
23.06%
3Y*
16.79%
5Y*
12.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBC.DE vs. QDVB.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WEBC.DE
Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist)
11.45%3.77%30.70%6.86%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
13.00%0.35%29.28%4.85%

Correlation

The correlation between WEBC.DE and QDVB.DE is 0.92, 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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2023

0.93

The correlation between WEBC.DE and QDVB.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

WEBC.DE vs. QDVB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEBC.DE
WEBC.DE Risk / Return Rank: 6969
Overall Rank
WEBC.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WEBC.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
WEBC.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBC.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
WEBC.DE Martin Ratio Rank: 6666
Martin Ratio Rank

QDVB.DE
QDVB.DE Risk / Return Rank: 7979
Overall Rank
QDVB.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 7979
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEBC.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.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.


WEBC.DEQDVB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

2.84

3.39

-0.55

Martin ratioReturn relative to average drawdown

9.80

12.48

-2.67

WEBC.DE vs. QDVB.DE - Sharpe Ratio Comparison

The current WEBC.DE Sharpe Ratio is 1.88, which is comparable to the QDVB.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of WEBC.DE and QDVB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WEBC.DE vs. QDVB.DE - Drawdown Comparison

The maximum WEBC.DE drawdown since its inception was -23.69%, smaller than the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for WEBC.DE and QDVB.DE.


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Drawdown Indicators


WEBC.DEQDVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-33.25%

+9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-6.77%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

Current Drawdown

Current decline from peak

-0.70%

-0.61%

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.36%

-5.01%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.84%

+0.50%

Volatility

WEBC.DE vs. QDVB.DE - Volatility Comparison

Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE) has a higher volatility of 3.61% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 3.04%. This indicates that WEBC.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBC.DEQDVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.04%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

7.42%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.23%

11.24%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

15.56%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

17.95%

-3.26%

WEBC.DE vs. QDVB.DE - Expense Ratio Comparison

WEBC.DE has a 0.15% 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

WEBC.DE vs. QDVB.DE - Dividend Comparison

WEBC.DE's dividend yield for the trailing twelve months is around 0.78%, while QDVB.DE has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.92, WEBC.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, WEBC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBC.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for QDVB.DE.

WEBC.DE tracks MSCI North America ESG Broad CTB Select Index, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for WEBC.DE and 0.20% for QDVB.DE.

Portfolio Optimizer

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