XZMD.DE vs. QDVB.DE
XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - XZMD.DE tracks the Russell 1000 TR USD while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 3 years, XZMD.DE returned 18.45%/yr vs 17.14%/yr for QDVB.DE. Their correlation of 0.93 suggests significant overlap in exposure. XZMD.DE charges 0.15%/yr vs 0.20%/yr for QDVB.DE.
Performance
XZMD.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMD.DE achieves a 9.01% return, which is significantly lower than QDVB.DE's 13.00% return.
XZMD.DE
- 1D
- 0.00%
- 1M
- 0.53%
- 6M
- 8.17%
- YTD
- 9.01%
- 1Y
- 20.75%
- 3Y*
- 18.45%
- 5Y*
- —
- 10Y*
- —
QDVB.DE
- 1D
- 0.25%
- 1M
- 1.44%
- 6M
- 11.06%
- YTD
- 13.00%
- 1Y
- 22.41%
- 3Y*
- 17.14%
- 5Y*
- 12.04%
- 10Y*
- —
XZMD.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 9.01% | 5.05% | 32.63% | 26.55% | -13.35% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -8.22% |
Correlation
The correlation between XZMD.DE and QDVB.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022 | 0.93 |
The correlation between XZMD.DE and QDVB.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
XZMD.DE vs. QDVB.DE — Risk / Return Rank
XZMD.DE
QDVB.DE
XZMD.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.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.
| XZMD.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.30 | -1.36 |
| Martin ratioReturn relative to average drawdown | 6.85 | 12.09 | -5.24 |
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Drawdowns
XZMD.DE vs. QDVB.DE - Drawdown Comparison
The maximum XZMD.DE drawdown since its inception was -24.74%, smaller than the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for XZMD.DE and QDVB.DE.
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Drawdown Indicators
| XZMD.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -33.25% | +8.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -6.77% | -3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -22.69% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.69% | — |
Current DrawdownCurrent decline from peak | -1.02% | -0.61% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -5.00% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.85% | +1.19% |
Volatility
XZMD.DE vs. QDVB.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) has a higher volatility of 3.36% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.79%. This indicates that XZMD.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
| XZMD.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.79% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 7.30% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 11.20% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 15.56% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 17.93% | -1.80% |
XZMD.DE vs. QDVB.DE - Expense Ratio Comparison
XZMD.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
XZMD.DE vs. QDVB.DE - Dividend Comparison
XZMD.DE's dividend yield for the trailing twelve months is around 0.68%, while QDVB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 0.68% | 0.81% | 0.91% | 0.97% | 0.58% |
Frequently Asked Questions
XZMD.DE and QDVB.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMD.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for QDVB.DE.
XZMD.DE tracks Russell 1000 TR USD, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XZMD.DE and 0.20% for QDVB.DE.
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