AMEE.DE vs. QDVF.DE
AMEE.DE (Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both Energy Equities funds - AMEE.DE tracks the Bloomberg Hydrogen ESG while QDVF.DE tracks the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 10 years, AMEE.DE returned 15.13%/yr vs 8.97%/yr for QDVF.DE. A 0.66 correlation means they provide meaningful diversification when combined. AMEE.DE charges 0.45%/yr vs 0.15%/yr for QDVF.DE.
Performance
AMEE.DE vs. QDVF.DE - Performance Comparison
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%
AMEE.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
AMEE.DE
QDVF.DE
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.DE | QDVF.DE | Difference | |
|---|---|---|---|
| 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 |
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
| AMEE.DE | QDVF.DE | Difference | |
|---|---|---|---|
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.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.54% | -8.92% | +5.38% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -17.41% | +6.76% |
Ulcer IndexDepth 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.DE | QDVF.DE | Difference | |
|---|---|---|---|
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.
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.
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