PortfoliosLab logoPortfoliosLab logo
6TVM.DE vs. QDVF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6TVM.DE vs. QDVF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 6TVM.DE achieves a 11.44% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, 6TVM.DE has underperformed QDVF.DE with an annualized return of -9.90%, while QDVF.DE has yielded a comparatively higher 8.97% annualized return.


6TVM.DE

1D
-0.15%
1M
4.39%
YTD
11.44%
6M
10.76%
1Y
25.53%
3Y*
18.94%
5Y*
14.84%
10Y*
-9.90%

QDVF.DE

1D
-0.53%
1M
4.38%
YTD
32.71%
6M
28.30%
1Y
45.00%
3Y*
13.74%
5Y*
21.44%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

6TVM.DE vs. QDVF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
11.44%4.72%32.59%22.48%-14.18%40.78%-90.41%32.64%-2.54%6.56%
QDVF.DE
iShares S&P 500 Energy Sector UCITS ETF (Acc)
32.71%-2.67%9.20%-3.70%72.13%67.92%-40.24%13.02%-14.92%-13.30%

Correlation

The correlation between 6TVM.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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.46

The correlation between 6TVM.DE and QDVF.DE shifts across timeframes, from -0.01 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

6TVM.DE vs. QDVF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6TVM.DE
6TVM.DE Risk / Return Rank: 6969
Overall Rank
6TVM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 7070
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
6TVM.DE Martin Ratio Rank: 6969
Martin Ratio Rank

QDVF.DE
QDVF.DE Risk / Return Rank: 5151
Overall Rank
QDVF.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QDVF.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
QDVF.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVF.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QDVF.DE Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

6TVM.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.


6TVM.DEQDVF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.41

1.32

+0.09

Calmar ratioReturn relative to maximum drawdown

3.59

2.54

+1.05

Martin ratioReturn relative to average drawdown

12.74

7.98

+4.76

6TVM.DE vs. QDVF.DE - Sharpe Ratio Comparison

The current 6TVM.DE Sharpe Ratio is 2.20, which is comparable to the QDVF.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of 6TVM.DE and QDVF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


6TVM.DEQDVF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.82

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.79

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

0.31

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.28

-0.34

Drawdowns

6TVM.DE vs. QDVF.DE - Drawdown Comparison

The maximum 6TVM.DE drawdown since its inception was -92.05%, which is greater than QDVF.DE's maximum drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for 6TVM.DE and QDVF.DE.


Loading charts...

Drawdown Indicators


6TVM.DEQDVF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.05%

-65.81%

-26.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-17.23%

+10.13%

Max Drawdown (3Y)

Largest decline over 3 years

-23.38%

-27.13%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-27.13%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-92.05%

-65.81%

-26.24%

Current Drawdown

Current decline from peak

-79.81%

-8.92%

-70.89%

Average Drawdown

Average peak-to-trough decline

-34.18%

-17.41%

-16.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

5.49%

-3.49%

Volatility

6TVM.DE vs. QDVF.DE - Volatility Comparison

The current volatility for Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) is 2.61%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that 6TVM.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.


Loading charts...

Volatility by Period


6TVM.DEQDVF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

7.70%

-5.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

20.43%

-12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

24.05%

-12.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

26.95%

-11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.08%

28.68%

+4.40%

6TVM.DE vs. QDVF.DE - Expense Ratio Comparison

6TVM.DE has a 0.05% expense ratio, which is lower than QDVF.DE's 0.15% 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

6TVM.DE vs. QDVF.DE - Dividend Comparison

6TVM.DE's dividend yield for the trailing twelve months is around 0.77%, while QDVF.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.77%0.86%1.21%0.95%2.04%0.93%0.51%
QDVF.DE
iShares S&P 500 Energy Sector UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


6TVM.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, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for QDVF.DE.

6TVM.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. 6TVM.DE tracks S&P 500 Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for 6TVM.DE and 0.15% for QDVF.DE.

Portfolio Optimizer

Find the right allocation for 6TVM.DE and QDVF.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer