XZMD.DE vs. QDVR.DE
XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - XZMD.DE tracks the Russell 1000 TR USD while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 3 years, XZMD.DE returned 18.73%/yr vs 14.58%/yr for QDVR.DE. Their correlation of 0.91 suggests significant overlap in exposure. XZMD.DE charges 0.15%/yr vs 0.20%/yr for QDVR.DE.
Performance
XZMD.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMD.DE achieves a 8.27% return, which is significantly lower than QDVR.DE's 14.85% return.
XZMD.DE
- 1D
- 0.72%
- 1M
- 5.36%
- YTD
- 8.27%
- 6M
- 9.20%
- 1Y
- 23.50%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
XZMD.DE vs. QDVR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 8.27% | 5.05% | 32.63% | 26.55% | -9.55% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -8.18% |
Correlation
The correlation between XZMD.DE and QDVR.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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.91 |
The correlation between XZMD.DE and QDVR.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
XZMD.DE vs. QDVR.DE — Risk / Return Rank
XZMD.DE
QDVR.DE
XZMD.DE vs. QDVR.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 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.
| XZMD.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.09 | -0.91 |
| Martin ratioReturn relative to average drawdown | 7.70 | 10.29 | -2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZMD.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.76 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.89 | -0.01 |
Drawdowns
XZMD.DE vs. QDVR.DE - Drawdown Comparison
The maximum XZMD.DE drawdown since its inception was -24.74%, smaller than the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for XZMD.DE and QDVR.DE.
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Drawdown Indicators
| XZMD.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -32.87% | +8.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -7.24% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -23.91% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.91% | — |
Current DrawdownCurrent decline from peak | -0.34% | 0.00% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -4.41% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.18% | +0.86% |
Volatility
XZMD.DE vs. QDVR.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) is 3.09%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that XZMD.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
| XZMD.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.67% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 9.02% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.69% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 15.53% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 16.34% | -0.31% |
XZMD.DE vs. QDVR.DE - Expense Ratio Comparison
XZMD.DE has a 0.15% 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
XZMD.DE vs. QDVR.DE - Dividend Comparison
XZMD.DE's dividend yield for the trailing twelve months is around 0.68%, while QDVR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 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 QDVR.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, 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 QDVR.DE.
XZMD.DE tracks Russell 1000 TR USD, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XZMD.DE and 0.20% for QDVR.DE.
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