XD9E.DE vs. QDVR.DE
XD9E.DE (Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - XD9E.DE tracks the MSCI USA Index (EUR Hedged) while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, XD9E.DE returned 9.77%/yr vs 11.75%/yr for QDVR.DE. Their correlation of 0.82 suggests significant overlap in exposure. XD9E.DE charges 0.12%/yr vs 0.20%/yr for QDVR.DE.
Performance
XD9E.DE vs. QDVR.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 QDVR.DE's 18.44% 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*
- —
QDVR.DE
- 1D
- 0.66%
- 1M
- 3.18%
- 6M
- 19.21%
- YTD
- 18.44%
- 1Y
- 25.12%
- 3Y*
- 14.41%
- 5Y*
- 11.75%
- 10Y*
- —
XD9E.DE vs. QDVR.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% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 18.44% | -0.78% | 20.30% | 20.30% | -14.41% | 43.73% | 13.45% | 35.58% | 3.67% |
Correlation
The correlation between XD9E.DE and QDVR.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.82 |
The correlation between XD9E.DE and QDVR.DE has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
XD9E.DE vs. QDVR.DE — Risk / Return Rank
XD9E.DE
QDVR.DE
XD9E.DE vs. QDVR.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 MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.50 | -1.54 |
| Martin ratioReturn relative to average drawdown | 7.74 | 11.70 | -3.96 |
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Drawdowns
XD9E.DE vs. QDVR.DE - Drawdown Comparison
The maximum XD9E.DE drawdown since its inception was -34.71%, which is greater than QDVR.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for XD9E.DE and QDVR.DE.
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Drawdown Indicators
| XD9E.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -32.86% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -7.15% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -23.88% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -23.88% | -3.22% |
Current DrawdownCurrent decline from peak | -1.50% | -1.25% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -5.16% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.14% | +0.10% |
Volatility
XD9E.DE vs. QDVR.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) is 4.08%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 4.36%. This indicates that XD9E.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.36% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 9.64% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 13.21% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 15.62% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 17.50% | -0.04% |
XD9E.DE vs. QDVR.DE - Expense Ratio Comparison
XD9E.DE has a 0.12% expense ratio, which is lower than QDVR.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. QDVR.DE - Dividend Comparison
Neither XD9E.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
XD9E.DE and QDVR.DE have a correlation of 0.72, 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 QDVR.DE.
XD9E.DE tracks MSCI USA Index (EUR Hedged), while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD9E.DE and 0.20% for QDVR.DE.
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