XD9E.DE vs. QDVB.DE
XD9E.DE (Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - XD9E.DE tracks the MSCI USA Index (EUR Hedged) while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, XD9E.DE returned 9.77%/yr vs 12.18%/yr for QDVB.DE. Their correlation of 0.83 suggests significant overlap in exposure. XD9E.DE charges 0.12%/yr vs 0.20%/yr for QDVB.DE.
Performance
XD9E.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD9E.DE achieves a 7.69% return, which is significantly lower than QDVB.DE's 13.00% return.
XD9E.DE
- 1D
- 0.17%
- 1M
- -0.94%
- 6M
- 8.68%
- YTD
- 7.69%
- 1Y
- 17.37%
- 3Y*
- 17.80%
- 5Y*
- 9.77%
- 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*
- —
XD9E.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XD9E.DE Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) | 7.69% | 14.99% | 22.93% | 24.29% | -23.21% | 26.83% | 18.09% | 27.42% | -7.23% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | 1.76% |
Correlation
The correlation between XD9E.DE and QDVB.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.83 |
The correlation between XD9E.DE and QDVB.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
XD9E.DE vs. QDVB.DE — Risk / Return Rank
XD9E.DE
QDVB.DE
XD9E.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.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.
| XD9E.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.39 | -1.43 |
| Martin ratioReturn relative to average drawdown | 7.74 | 12.48 | -4.73 |
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Drawdowns
XD9E.DE vs. QDVB.DE - Drawdown Comparison
The maximum XD9E.DE drawdown since its inception was -34.71%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for XD9E.DE and QDVB.DE.
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Drawdown Indicators
| XD9E.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -33.25% | -1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -6.77% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -22.69% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -22.69% | -4.41% |
Current DrawdownCurrent decline from peak | -1.50% | -0.61% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -5.01% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.84% | +0.40% |
Volatility
XD9E.DE vs. QDVB.DE - Volatility Comparison
Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) has a higher volatility of 4.08% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 3.04%. This indicates that XD9E.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
| XD9E.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.04% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 7.42% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 11.24% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 15.56% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 17.95% | -0.49% |
XD9E.DE vs. QDVB.DE - Expense Ratio Comparison
XD9E.DE has a 0.12% 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
XD9E.DE vs. QDVB.DE - Dividend Comparison
Neither XD9E.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
XD9E.DE and QDVB.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD9E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD9E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for QDVB.DE.
XD9E.DE tracks MSCI USA Index (EUR Hedged), while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD9E.DE and 0.20% for QDVB.DE.
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