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EUNA.DE vs. QDVF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNA.DE vs. QDVF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNA.DE achieves a -0.46% return, which is significantly lower than QDVF.DE's 32.71% return.


EUNA.DE

1D
0.22%
1M
0.18%
YTD
-0.46%
6M
-0.29%
1Y
1.18%
3Y*
2.28%
5Y*
-1.29%
10Y*

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)

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


2026 (YTD)202520242023202220212020201920182017
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.46%2.79%1.60%4.36%-13.52%-2.37%3.70%5.06%-1.17%-0.54%
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%3.30%

Correlation

The correlation between EUNA.DE and QDVF.DE is -0.34, 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

-0.34

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

-0.20

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

-0.20

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2017

-0.20

The correlation between EUNA.DE and QDVF.DE shifts across timeframes, from -0.34 (1 year) to -0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EUNA.DE
EUNA.DE Risk / Return Rank: 1414
Overall Rank
EUNA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1515
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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.


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

-1.49

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.06

1.32

-0.26

Calmar ratioReturn relative to maximum drawdown

0.43

2.54

-2.11

Martin ratioReturn relative to average drawdown

1.18

7.98

-6.80

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

The current EUNA.DE Sharpe Ratio is 0.34, which is lower than the QDVF.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of EUNA.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.


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Sharpe Ratios by Period


EUNA.DEQDVF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.82

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.79

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.28

-0.33

Drawdowns

EUNA.DE vs. QDVF.DE - Drawdown Comparison

The maximum EUNA.DE drawdown since its inception was -17.79%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and QDVF.DE.


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Drawdown Indicators


EUNA.DEQDVF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-65.81%

+48.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-17.23%

+14.48%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-27.13%

+23.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.03%

-27.13%

+10.10%

Max Drawdown (10Y)

Largest decline over 10 years

-65.81%

Current Drawdown

Current decline from peak

-8.66%

-8.92%

+0.26%

Average Drawdown

Average peak-to-trough decline

-6.76%

-17.41%

+10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

5.49%

-4.50%

Volatility

EUNA.DE vs. QDVF.DE - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) is 1.35%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that EUNA.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


EUNA.DEQDVF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

7.70%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

20.43%

-17.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

24.05%

-20.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

26.95%

-22.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

28.68%

-24.41%

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

EUNA.DE has a 0.10% 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

EUNA.DE vs. QDVF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EUNA.DE and QDVF.DE have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNA.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVF.DE.

EUNA.DE is categorized as Global Bonds, while QDVF.DE is Energy Equities. EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while QDVF.DE tracks S&P 500 Capped 35/20 Energy. Their fees differ too: 0.10% for EUNA.DE and 0.15% for QDVF.DE.

Portfolio Optimizer

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