AMEA.DE vs. QDVH.DE
AMEA.DE (Amundi MSCI Emerging Markets Asia UCITS ETF EUR) and QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) are both exchange-traded funds - AMEA.DE is a Asia Pacific Equities fund tracking the MSCI Emerging Markets Asia, while QDVH.DE is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials. Both are passively managed. Over the past 10 years, AMEA.DE returned 11.07%/yr vs 11.95%/yr for QDVH.DE. At a 0.43 correlation, their price movements are largely independent. AMEA.DE charges 0.20%/yr vs 0.15%/yr for QDVH.DE.
Performance
AMEA.DE vs. QDVH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMEA.DE achieves a 31.99% return, which is significantly higher than QDVH.DE's -4.21% return. Over the past 10 years, AMEA.DE has underperformed QDVH.DE with an annualized return of 11.07%, while QDVH.DE has yielded a comparatively higher 11.95% annualized return.
AMEA.DE
- 1D
- -1.91%
- 1M
- 5.25%
- YTD
- 31.99%
- 6M
- 32.57%
- 1Y
- 54.12%
- 3Y*
- 22.86%
- 5Y*
- 8.87%
- 10Y*
- 11.07%
QDVH.DE
- 1D
- 3.16%
- 1M
- 1.56%
- YTD
- -4.21%
- 6M
- -2.14%
- 1Y
- 2.40%
- 3Y*
- 15.33%
- 5Y*
- 8.98%
- 10Y*
- 11.95%
AMEA.DE vs. QDVH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEA.DE Amundi MSCI Emerging Markets Asia UCITS ETF EUR | 31.99% | 18.01% | 18.95% | 3.12% | -15.34% | 1.62% | 15.62% | 22.11% | -12.33% | 25.47% |
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.21% | 3.01% | 37.13% | 8.44% | -6.23% | 48.50% | -12.20% | 35.41% | -10.71% | 7.92% |
Correlation
The correlation between AMEA.DE and QDVH.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.43 |
Over the past year, the correlation between AMEA.DE and QDVH.DE has dropped to 0.23 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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
AMEA.DE vs. QDVH.DE — Risk / Return Rank
AMEA.DE
QDVH.DE
AMEA.DE vs. QDVH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.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.
| AMEA.DE | QDVH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +3.47 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.03 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 4.74 | 0.14 | +4.60 |
| Martin ratioReturn relative to average drawdown | 17.16 | 0.33 | +16.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMEA.DE | QDVH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 0.13 | +2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.49 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.57 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.48 | +0.08 |
Drawdowns
AMEA.DE vs. QDVH.DE - Drawdown Comparison
The maximum AMEA.DE drawdown since its inception was -34.43%, smaller than the maximum QDVH.DE drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for AMEA.DE and QDVH.DE.
Loading charts...
Drawdown Indicators
| AMEA.DE | QDVH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.43% | -42.39% | +7.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -12.76% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.48% | -21.72% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -21.72% | -7.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.31% | -42.39% | +9.08% |
Current DrawdownCurrent decline from peak | -2.69% | -9.46% | +6.77% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -7.90% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 5.55% | -2.34% |
Volatility
AMEA.DE vs. QDVH.DE - Volatility Comparison
Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) has a higher volatility of 8.10% compared to iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) at 4.30%. This indicates that AMEA.DE's price experiences larger fluctuations and is considered to be riskier than QDVH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMEA.DE | QDVH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 4.30% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 16.15% | 10.53% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 14.63% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 18.23% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 20.90% | -1.93% |
AMEA.DE vs. QDVH.DE - Expense Ratio Comparison
AMEA.DE has a 0.20% expense ratio, which is higher than QDVH.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
AMEA.DE vs. QDVH.DE - Dividend Comparison
Neither AMEA.DE nor QDVH.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEA.DE and QDVH.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVH.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for AMEA.DE.
AMEA.DE is categorized as Asia Pacific Equities, while QDVH.DE is Financials Equities. AMEA.DE tracks MSCI Emerging Markets Asia, while QDVH.DE tracks S&P 500 Capped 35/20 Financials. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AMEA.DE and 0.15% for QDVH.DE.
Find the right allocation for AMEA.DE and QDVH.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