H4ZF.DE vs. QDVF.DE
H4ZF.DE (HSBC S&P 500 UCITS ETF USD) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - H4ZF.DE is a S&P 500 fund tracking the S&P 500 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, H4ZF.DE returned 15.80%/yr vs 8.97%/yr for QDVF.DE. At a 0.46 correlation, their price movements are largely independent. H4ZF.DE charges 0.09%/yr vs 0.15%/yr for QDVF.DE.
Performance
H4ZF.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H4ZF.DE achieves a 11.35% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, H4ZF.DE has outperformed QDVF.DE with an annualized return of 15.80%, while QDVF.DE has yielded a comparatively lower 8.97% annualized return.
H4ZF.DE
- 1D
- -0.12%
- 1M
- 5.21%
- YTD
- 11.35%
- 6M
- 11.39%
- 1Y
- 25.60%
- 3Y*
- 18.88%
- 5Y*
- 14.74%
- 10Y*
- 15.80%
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%
H4ZF.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H4ZF.DE HSBC S&P 500 UCITS ETF USD | 11.35% | 4.74% | 32.24% | 22.66% | -14.40% | 40.68% | 7.94% | 36.99% | 0.78% | 8.65% |
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 H4ZF.DE and QDVF.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.46 |
The correlation between H4ZF.DE and QDVF.DE shifts across timeframes, from -0.01 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
H4ZF.DE vs. QDVF.DE — Risk / Return Rank
H4ZF.DE
QDVF.DE
H4ZF.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF USD (H4ZF.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.
| H4ZF.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.54 | +1.02 |
| Martin ratioReturn relative to average drawdown | 12.69 | 7.98 | +4.70 |
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
| H4ZF.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.82 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.79 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.31 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.28 | +0.74 |
Drawdowns
H4ZF.DE vs. QDVF.DE - Drawdown Comparison
The maximum H4ZF.DE drawdown since its inception was -33.82%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for H4ZF.DE and QDVF.DE.
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Drawdown Indicators
| H4ZF.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -65.81% | +31.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -17.23% | +10.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -27.13% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -27.13% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -65.81% | +31.99% |
Current DrawdownCurrent decline from peak | -0.44% | -8.92% | +8.48% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -17.41% | +13.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 5.49% | -3.48% |
Volatility
H4ZF.DE vs. QDVF.DE - Volatility Comparison
The current volatility for HSBC S&P 500 UCITS ETF USD (H4ZF.DE) is 2.68%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that H4ZF.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
| H4ZF.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 7.70% | -5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 20.43% | -12.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 24.05% | -12.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 26.95% | -11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 28.68% | -12.56% |
H4ZF.DE vs. QDVF.DE - Expense Ratio Comparison
H4ZF.DE has a 0.09% 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
H4ZF.DE vs. QDVF.DE - Dividend Comparison
H4ZF.DE's dividend yield for the trailing twelve months is around 0.82%, while QDVF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H4ZF.DE HSBC S&P 500 UCITS ETF USD | 0.82% | 0.95% | 0.96% | 1.19% | 1.32% | 0.91% | 2.24% | 2.98% | 3.49% | 3.23% | 3.29% | 4.21% |
QDVF.DE iShares S&P 500 Energy Sector 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% |
Frequently Asked Questions
H4ZF.DE and QDVF.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H4ZF.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZF.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for QDVF.DE.
H4ZF.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. H4ZF.DE tracks S&P 500 Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.09% for H4ZF.DE and 0.15% for QDVF.DE.
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