F500.DE vs. QDVF.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - F500.DE is a S&P 500 fund tracking the S&P 500 ESG+, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 21.44%/yr for QDVF.DE. At a 0.40 correlation, their price movements are largely independent. F500.DE charges 0.12%/yr vs 0.15%/yr for QDVF.DE.
Performance
F500.DE vs. QDVF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, F500.DE achieves a 11.02% return, which is significantly lower than QDVF.DE's 32.71% 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*
- —
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%
F500.DE vs. QDVF.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% |
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% | -20.46% |
Correlation
The correlation between F500.DE and QDVF.DE is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.40 |
The correlation between F500.DE and QDVF.DE shifts across timeframes, from -0.00 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
F500.DE vs. QDVF.DE — Risk / Return Rank
F500.DE
QDVF.DE
F500.DE vs. QDVF.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 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.
| F500.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.32 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.54 | +1.35 |
| Martin ratioReturn relative to average drawdown | 14.92 | 7.98 | +6.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| F500.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 1.82 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.79 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.28 | +0.59 |
Drawdowns
F500.DE vs. QDVF.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for F500.DE and QDVF.DE.
Loading charts...
Drawdown Indicators
| F500.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -65.81% | +32.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -17.23% | +9.90% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -27.13% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -27.13% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.92% | +8.92% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -17.41% | +12.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 5.49% | -3.58% |
Volatility
F500.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 2.88%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that F500.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.
Loading charts...
Volatility by Period
| F500.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 7.70% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 20.43% | -12.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 24.05% | -12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 26.95% | -11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 28.68% | -11.68% |
F500.DE vs. QDVF.DE - Expense Ratio Comparison
F500.DE has a 0.12% 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
F500.DE vs. QDVF.DE - Dividend Comparison
Neither F500.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
F500.DE and QDVF.DE have a correlation of -0.00, 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 0.15% for QDVF.DE.
F500.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. F500.DE tracks S&P 500 ESG+, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for F500.DE and 0.15% for QDVF.DE.
Find the right allocation for F500.DE and QDVF.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer