F500.DE vs. QDVD.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) are both exchange-traded funds - F500.DE is a S&P 500 fund tracking the S&P 500 ESG+, while QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 13.23%/yr for QDVD.DE. Their correlation of 0.86 suggests significant overlap in exposure. F500.DE charges 0.12%/yr vs 0.35%/yr for QDVD.DE.
Performance
F500.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly lower than QDVD.DE's 15.54% return.
F500.DE
- 1D
- 0.66%
- 1M
- 5.52%
- YTD
- 11.02%
- 6M
- 11.61%
- 1Y
- 28.59%
- 3Y*
- 18.57%
- 5Y*
- 15.55%
- 10Y*
- —
QDVD.DE
- 1D
- -0.46%
- 1M
- 7.80%
- YTD
- 15.54%
- 6M
- 15.45%
- 1Y
- 28.51%
- 3Y*
- 16.63%
- 5Y*
- 13.23%
- 10Y*
- 11.60%
F500.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.02% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -11.70% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 15.54% | 4.42% | 22.09% | 10.74% | -0.99% | 32.91% | -8.85% | 25.57% | -7.12% |
Correlation
The correlation between F500.DE and QDVD.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.86 |
The correlation between F500.DE and QDVD.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
F500.DE vs. QDVD.DE — Risk / Return Rank
F500.DE
QDVD.DE
F500.DE vs. QDVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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.
| F500.DE | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.47 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 5.86 | -1.98 |
| Martin ratioReturn relative to average drawdown | 14.92 | 20.16 | -5.24 |
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
| F500.DE | QDVD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.55 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.94 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.82 | +0.06 |
Drawdowns
F500.DE vs. QDVD.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum QDVD.DE drawdown of -32.58%. Use the drawdown chart below to compare losses from any high point for F500.DE and QDVD.DE.
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Drawdown Indicators
| F500.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -32.58% | -1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -4.84% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -21.55% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -21.55% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.58% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.62% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.41% | +0.50% |
Volatility
F500.DE vs. QDVD.DE - Volatility Comparison
The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 2.88%, while iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) has a volatility of 3.57%. This indicates that F500.DE experiences smaller price fluctuations and is considered to be less risky than QDVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F500.DE | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.57% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 7.47% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 11.11% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 13.86% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 14.80% | +2.20% |
F500.DE vs. QDVD.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
F500.DE vs. QDVD.DE - Dividend Comparison
F500.DE has not paid dividends to shareholders, while QDVD.DE's dividend yield for the trailing twelve months is around 1.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.75% | 1.96% | 2.02% | 2.21% | 2.43% | 2.35% | 3.07% | 2.63% | 2.80% | 2.58% | 2.44% | 2.68% |
Frequently Asked Questions
F500.DE and QDVD.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F500.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for QDVD.DE.
F500.DE is categorized as S&P 500, while QDVD.DE is ESG. F500.DE tracks S&P 500 ESG+, while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for F500.DE and 0.35% for QDVD.DE.
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