XDNE.DE vs. QDVD.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) are both exchange-traded funds - XDNE.DE is a Japan Equities fund tracking the MSCI Japan Select Screened Index (EUR Hedged), while QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 10 years, XDNE.DE returned 13.40%/yr vs 10.64%/yr for QDVD.DE. A 0.56 correlation means they provide meaningful diversification when combined. XDNE.DE charges 0.25%/yr vs 0.35%/yr for QDVD.DE.
Performance
XDNE.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDNE.DE having a 16.11% return and QDVD.DE slightly higher at 16.77%. Over the past 10 years, XDNE.DE has outperformed QDVD.DE with an annualized return of 13.40%, while QDVD.DE has yielded a comparatively lower 10.64% annualized return.
XDNE.DE
- 1D
- -2.56%
- 1M
- -4.37%
- 6M
- 9.10%
- YTD
- 16.11%
- 1Y
- 41.96%
- 3Y*
- 23.75%
- 5Y*
- 18.26%
- 10Y*
- 13.40%
QDVD.DE
- 1D
- -0.50%
- 1M
- 0.93%
- 6M
- 13.02%
- YTD
- 16.77%
- 1Y
- 25.86%
- 3Y*
- 16.90%
- 5Y*
- 12.60%
- 10Y*
- 10.64%
XDNE.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 16.11% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -17.40% | 19.33% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.77% | 4.15% | 21.92% | 10.55% | -1.08% | 32.39% | -9.18% | 25.22% | 0.50% | 4.16% |
Correlation
The correlation between XDNE.DE and QDVD.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.56 |
The correlation between XDNE.DE and QDVD.DE has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. QDVD.DE — Risk / Return Rank
XDNE.DE
QDVD.DE
XDNE.DE vs. QDVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) and iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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.
| XDNE.DE | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.44 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 5.33 | -1.14 |
| Martin ratioReturn relative to average drawdown | 13.97 | 18.72 | -4.75 |
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Drawdowns
XDNE.DE vs. QDVD.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, which is greater than QDVD.DE's maximum drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and QDVD.DE.
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Drawdown Indicators
| XDNE.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -32.55% | -2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -4.83% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -21.55% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -21.55% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -32.55% | -2.65% |
Current DrawdownCurrent decline from peak | -6.51% | -1.59% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -4.63% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.38% | +1.62% |
Volatility
XDNE.DE vs. QDVD.DE - Volatility Comparison
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a higher volatility of 7.16% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) at 2.63%. This indicates that XDNE.DE's price experiences larger fluctuations and is considered to be riskier than QDVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDNE.DE | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 2.63% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.76% | 7.75% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.07% | 11.02% | +10.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 13.87% | +4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.49% | 14.79% | +3.70% |
XDNE.DE vs. QDVD.DE - Expense Ratio Comparison
XDNE.DE has a 0.25% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
XDNE.DE vs. QDVD.DE - Dividend Comparison
XDNE.DE has not paid dividends to shareholders, while QDVD.DE's dividend yield for the trailing twelve months is around 1.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.48% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDNE.DE and QDVD.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDNE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNE.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for QDVD.DE.
XDNE.DE is categorized as Japan Equities, while QDVD.DE is ESG. XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDNE.DE and 0.35% for QDVD.DE.
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