ESEH.DE vs. QDVF.DE
ESEH.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR H) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - ESEH.DE is a S&P 500 fund tracking the S&P 500 Composite (EUR Hedged) Net Return Index, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 10 years, ESEH.DE returned 12.49%/yr vs 8.02%/yr for QDVF.DE. At a 0.36 correlation, their price movements are largely independent. ESEH.DE charges 0.14%/yr vs 0.15%/yr for QDVF.DE.
Performance
ESEH.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESEH.DE achieves a 8.70% return, which is significantly lower than QDVF.DE's 28.86% return. Over the past 10 years, ESEH.DE has outperformed QDVF.DE with an annualized return of 12.49%, while QDVF.DE has yielded a comparatively lower 8.02% annualized return.
ESEH.DE
- 1D
- 0.16%
- 1M
- 0.03%
- 6M
- 8.65%
- YTD
- 8.70%
- 1Y
- 18.72%
- 3Y*
- 17.27%
- 5Y*
- 10.34%
- 10Y*
- 12.49%
QDVF.DE
- 1D
- -1.15%
- 1M
- 2.50%
- 6M
- 19.14%
- YTD
- 28.86%
- 1Y
- 32.69%
- 3Y*
- 13.09%
- 5Y*
- 22.19%
- 10Y*
- 8.02%
ESEH.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESEH.DE BNP Paribas Easy S&P 500 UCITS ETF EUR H | 8.70% | 14.79% | 22.63% | 23.30% | -21.43% | 28.68% | 16.53% | 27.67% | -93.43% | 1,643.89% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 28.86% | -2.69% | 9.20% | -3.72% | 72.35% | 68.03% | -40.35% | 13.03% | -14.93% | -13.31% |
Correlation
The correlation between ESEH.DE and QDVF.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.36 |
The correlation between ESEH.DE and QDVF.DE shifts across timeframes, from -0.20 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESEH.DE vs. QDVF.DE — Risk / Return Rank
ESEH.DE
QDVF.DE
ESEH.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESEH.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.89 | +0.39 |
| Martin ratioReturn relative to average drawdown | 9.06 | 4.70 | +4.36 |
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Drawdowns
ESEH.DE vs. QDVF.DE - Drawdown Comparison
The maximum ESEH.DE drawdown since its inception was -94.54%, which is greater than QDVF.DE's maximum drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for ESEH.DE and QDVF.DE.
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Drawdown Indicators
| ESEH.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.54% | -65.82% | -28.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -17.23% | +8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -27.15% | +8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -27.15% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -94.54% | -65.82% | -28.72% |
Current DrawdownCurrent decline from peak | -82.43% | -11.54% | -70.89% |
Average DrawdownAverage peak-to-trough decline | -68.20% | -17.79% | -50.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 6.93% | -4.75% |
Volatility
ESEH.DE vs. QDVF.DE - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF EUR H (ESEH.DE) is 2.73%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.15%. This indicates that ESEH.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.
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Volatility by Period
| ESEH.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 7.15% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 21.32% | -12.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 24.93% | -12.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 27.18% | -11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 410.50% | 29.70% | +380.80% |
ESEH.DE vs. QDVF.DE - Expense Ratio Comparison
ESEH.DE has a 0.14% 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
ESEH.DE vs. QDVF.DE - Dividend Comparison
Neither ESEH.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
ESEH.DE and QDVF.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEH.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEH.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for QDVF.DE.
ESEH.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. ESEH.DE tracks S&P 500 Composite (EUR Hedged) Net Return Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: BNP Paribas Easy and iShares. Their fees differ too: 0.14% for ESEH.DE and 0.15% for QDVF.DE.
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