XRSM.DE vs. QDVB.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.85%/yr vs 12.04%/yr for QDVB.DE. Their correlation of 0.92 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.20%/yr for QDVB.DE.
Performance
XRSM.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XRSM.DE having a 12.88% return and QDVB.DE slightly higher at 13.00%.
XRSM.DE
- 1D
- 0.30%
- 1M
- 1.59%
- 6M
- 12.20%
- YTD
- 12.88%
- 1Y
- 22.74%
- 3Y*
- 19.85%
- 5Y*
- 13.85%
- 10Y*
- 13.10%
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
XRSM.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 12.88% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -6.52% | 3.51% |
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% | -2.63% | 7.24% |
Correlation
The correlation between XRSM.DE and QDVB.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.92 |
The correlation between XRSM.DE and QDVB.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. QDVB.DE — Risk / Return Rank
XRSM.DE
QDVB.DE
XRSM.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.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.
| XRSM.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 3.30 | -0.64 |
| Martin ratioReturn relative to average drawdown | 9.25 | 12.09 | -2.84 |
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Drawdowns
XRSM.DE vs. QDVB.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than QDVB.DE's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and QDVB.DE.
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Drawdown Indicators
| XRSM.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -33.25% | -7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -6.77% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -22.69% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -22.69% | -1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.61% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -5.00% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.85% | +0.60% |
Volatility
XRSM.DE vs. QDVB.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.14% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.79%. This indicates that XRSM.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
| XRSM.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.79% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.30% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 11.20% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.56% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 17.93% | +0.20% |
XRSM.DE vs. QDVB.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% 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
XRSM.DE vs. QDVB.DE - Dividend Comparison
Neither XRSM.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and QDVB.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XRSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSM.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for QDVB.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XRSM.DE and 0.20% for QDVB.DE.
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