EUNL.DE vs. QDVF.DE
EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - EUNL.DE is a Global Equities fund tracking the MSCI World 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, EUNL.DE returned 12.82%/yr vs 8.97%/yr for QDVF.DE. At a 0.48 correlation, their price movements are largely independent. EUNL.DE charges 0.20%/yr vs 0.15%/yr for QDVF.DE.
Performance
EUNL.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNL.DE achieves a 10.86% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, EUNL.DE has outperformed QDVF.DE with an annualized return of 12.82%, while QDVF.DE has yielded a comparatively lower 8.97% annualized return.
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
QDVF.DE
- 1D
- -0.53%
- 1M
- 4.38%
- YTD
- 32.71%
- 6M
- 28.30%
- 1Y
- 45.00%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
EUNL.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
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 EUNL.DE and QDVF.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.48 |
The correlation between EUNL.DE and QDVF.DE shifts across timeframes, from -0.03 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUNL.DE vs. QDVF.DE — Risk / Return Rank
EUNL.DE
QDVF.DE
EUNL.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.
| EUNL.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.54 | +1.11 |
| Martin ratioReturn relative to average drawdown | 14.52 | 7.98 | +6.54 |
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
| EUNL.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.82 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.79 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.31 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.28 | +0.54 |
Drawdowns
EUNL.DE vs. QDVF.DE - Drawdown Comparison
The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and QDVF.DE.
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Drawdown Indicators
| EUNL.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -65.81% | +32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.50% | -17.23% | +10.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -27.13% | +5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -27.13% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -65.81% | +32.18% |
Current DrawdownCurrent decline from peak | -0.31% | -8.92% | +8.61% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -17.41% | +13.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 5.49% | -3.85% |
Volatility
EUNL.DE vs. QDVF.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 2.62%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that EUNL.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
| EUNL.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 7.70% | -5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 20.43% | -12.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 24.05% | -12.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 26.95% | -12.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 28.68% | -13.51% |
EUNL.DE vs. QDVF.DE - Expense Ratio Comparison
EUNL.DE has a 0.20% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUNL.DE vs. QDVF.DE - Dividend Comparison
Neither EUNL.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNL.DE and QDVF.DE have a correlation of -0.03, 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 0.20% for EUNL.DE.
EUNL.DE is categorized as Global Equities, while QDVF.DE is Energy Equities. EUNL.DE tracks MSCI World Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. Their fees differ too: 0.20% for EUNL.DE and 0.15% for QDVF.DE.
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