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

Performance

AMEE.DE vs. QDVF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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, AMEE.DE achieves a 27.83% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, AMEE.DE has outperformed QDVF.DE with an annualized return of 15.13%, while QDVF.DE has yielded a comparatively lower 8.97% annualized return.


AMEE.DE

1D
-0.87%
1M
-2.39%
YTD
27.83%
6M
26.99%
1Y
61.42%
3Y*
32.97%
5Y*
28.59%
10Y*
15.13%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEE.DE vs. QDVF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
27.83%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%5.51%
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 AMEE.DE and QDVF.DE is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

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

0.53

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

0.66

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

0.66

Over the past year, the correlation between AMEE.DE and QDVF.DE has dropped to 0.04 - well below their long-term average of 0.66, 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

AMEE.DE vs. QDVF.DE — Risk / Return Rank

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

AMEE.DE
AMEE.DE Risk / Return Rank: 9191
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9393
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.

AMEE.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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.


AMEE.DEQDVF.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.52

1.32

+0.21

Calmar ratioReturn relative to maximum drawdown

7.71

2.54

+5.18

Martin ratioReturn relative to average drawdown

23.88

7.98

+15.89

AMEE.DE vs. QDVF.DE - Sharpe Ratio Comparison

The current AMEE.DE Sharpe Ratio is 3.24, which is higher than the QDVF.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of AMEE.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


AMEE.DEQDVF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

1.82

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.79

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.31

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.28

+0.13

Drawdowns

AMEE.DE vs. QDVF.DE - Drawdown Comparison

The maximum AMEE.DE drawdown since its inception was -59.14%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for AMEE.DE and QDVF.DE.


Loading charts...

Drawdown Indicators


AMEE.DEQDVF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-65.81%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-17.23%

+9.31%

Max Drawdown (3Y)

Largest decline over 3 years

-15.74%

-27.13%

+11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-27.13%

+7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-59.14%

-65.81%

+6.67%

Current Drawdown

Current decline from peak

-3.54%

-8.92%

+5.38%

Average Drawdown

Average peak-to-trough decline

-10.65%

-17.41%

+6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

5.49%

-2.93%

Volatility

AMEE.DE vs. QDVF.DE - Volatility Comparison

The current volatility for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) is 7.10%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that AMEE.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


AMEE.DEQDVF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

7.70%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

20.43%

-6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

24.05%

-5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.25%

26.95%

-4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.74%

28.68%

-2.94%

AMEE.DE vs. QDVF.DE - Expense Ratio Comparison

AMEE.DE has a 0.45% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio.


Dividends

AMEE.DE vs. QDVF.DE - Dividend Comparison

Neither AMEE.DE nor QDVF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMEE.DE and QDVF.DE have a correlation of 0.04, 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 0.45% for AMEE.DE.

AMEE.DE tracks Bloomberg Hydrogen ESG, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for AMEE.DE and 0.15% for QDVF.DE.

Portfolio Optimizer

Find the right allocation for AMEE.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