5ESG.DE vs. QDVF.DE
5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 5 years, 5ESG.DE returned 15.67%/yr vs 21.44%/yr for QDVF.DE. At a 0.35 correlation, their price movements are largely independent. 5ESG.DE charges 0.17%/yr vs 0.15%/yr for QDVF.DE.
Performance
5ESG.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESG.DE achieves a 11.18% return, which is significantly lower than QDVF.DE's 32.71% return.
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
QDVF.DE
- 1D
- -0.53%
- 1M
- -0.30%
- YTD
- 32.71%
- 6M
- 29.55%
- 1Y
- 43.90%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
5ESG.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -3.70% | 72.13% | 67.92% | 22.03% |
Correlation
The correlation between 5ESG.DE and QDVF.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.35 |
Over the past year, the correlation between 5ESG.DE and QDVF.DE has dropped to 0.01 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
5ESG.DE vs. QDVF.DE — Risk / Return Rank
5ESG.DE
QDVF.DE
5ESG.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.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.
| 5ESG.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.32 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.54 | +1.58 |
| Martin ratioReturn relative to average drawdown | 15.77 | 7.98 | +7.79 |
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
| 5ESG.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.82 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.79 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.28 | +0.93 |
Drawdowns
5ESG.DE vs. QDVF.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -23.40%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and QDVF.DE.
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Drawdown Indicators
| 5ESG.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -65.81% | +42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -17.23% | +10.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -27.13% | +3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -27.13% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.92% | +8.92% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -17.41% | +13.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 5.49% | -3.68% |
Volatility
5ESG.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) is 2.77%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than QDVF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5ESG.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 7.70% | -4.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 20.43% | -12.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 24.05% | -12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 26.95% | -11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 28.68% | -11.87% |
5ESG.DE vs. QDVF.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
5ESG.DE vs. QDVF.DE - Dividend Comparison
Neither 5ESG.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESG.DE and QDVF.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVF.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for 5ESG.DE.
5ESG.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. 5ESG.DE tracks S&P 500 ESG Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.17% for 5ESG.DE and 0.15% for QDVF.DE.
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