EPRA.L vs. QDVH.DE
EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) and QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) are both exchange-traded funds - EPRA.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while QDVH.DE is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials. Both are passively managed. Over the past 5 years, EPRA.L returned 2.03%/yr vs 9.13%/yr for QDVH.DE. At a 0.49 correlation, their price movements are largely independent. EPRA.L charges 0.10%/yr vs 0.15%/yr for QDVH.DE.
Performance
EPRA.L vs. QDVH.DE - Performance Comparison
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Different Trading Currencies
EPRA.L is traded in GBp, while QDVH.DE is traded in EUR. To make them comparable, the QDVH.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EPRA.L achieves a 6.79% return, which is significantly higher than QDVH.DE's -4.96% return.
EPRA.L
- 1D
- 0.23%
- 1M
- -0.61%
- YTD
- 6.79%
- 6M
- 6.50%
- 1Y
- 12.77%
- 3Y*
- 6.12%
- 5Y*
- 2.03%
- 10Y*
- —
QDVH.DE
- 1D
- 3.29%
- 1M
- 2.20%
- YTD
- -4.96%
- 6M
- -2.69%
- 1Y
- 4.60%
- 3Y*
- 15.50%
- 5Y*
- 9.13%
- 10Y*
- 13.04%
EPRA.L vs. QDVH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR | 6.79% | 3.12% | 1.31% | 4.40% | -16.02% | 27.84% | -11.99% | 17.30% | -0.56% | 0.64% |
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.96% | 8.37% | 31.15% | 6.27% | -1.10% | 38.03% | -7.24% | 28.36% | -9.45% | 10.81% |
Correlation
The correlation between EPRA.L and QDVH.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2017 | 0.49 |
The correlation between EPRA.L and QDVH.DE shifts across timeframes, from 0.37 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EPRA.L vs. QDVH.DE — Risk / Return Rank
EPRA.L
QDVH.DE
EPRA.L vs. QDVH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) 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.
| EPRA.L | QDVH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.06 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.36 | +1.06 |
| Martin ratioReturn relative to average drawdown | 5.00 | 0.84 | +4.16 |
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
| EPRA.L | QDVH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.32 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.50 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.59 | -0.40 |
Drawdowns
EPRA.L vs. QDVH.DE - Drawdown Comparison
The maximum EPRA.L drawdown since its inception was -35.65%, roughly equal to the maximum QDVH.DE drawdown of -35.95%. Use the drawdown chart below to compare losses from any high point for EPRA.L and QDVH.DE.
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Drawdown Indicators
| EPRA.L | QDVH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -35.95% | +0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -12.79% | +3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -17.01% | -19.76% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -19.76% | -6.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.95% | — |
Current DrawdownCurrent decline from peak | -3.51% | -6.60% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -6.10% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 5.49% | -2.94% |
Volatility
EPRA.L vs. QDVH.DE - Volatility Comparison
The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) is 3.19%, while iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) has a volatility of 4.47%. This indicates that EPRA.L experiences smaller price fluctuations and is considered to be less risky than QDVH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPRA.L | QDVH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 4.47% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 10.67% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 14.37% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.74% | 17.92% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 20.51% | -5.01% |
EPRA.L vs. QDVH.DE - Expense Ratio Comparison
EPRA.L has a 0.10% expense ratio, which is lower than QDVH.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
EPRA.L vs. QDVH.DE - Dividend Comparison
Neither EPRA.L nor QDVH.DE has paid dividends to shareholders.
Frequently Asked Questions
EPRA.L and QDVH.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVH.DE.
EPRA.L is categorized as REIT, while QDVH.DE is Financials Equities. EPRA.L tracks FTSE EPRA Nareit Global TR USD, while QDVH.DE tracks S&P 500 Capped 35/20 Financials. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for EPRA.L and 0.15% for QDVH.DE.
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