I500.DE vs. QDVF.DE
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - I500.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 5 years, I500.DE returned 15.00%/yr vs 21.44%/yr for QDVF.DE. At a 0.31 correlation, their price movements are largely independent. I500.DE charges 0.07%/yr vs 0.15%/yr for QDVF.DE.
Performance
I500.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly lower than QDVF.DE's 32.71% return.
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
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%
I500.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 7.37% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -3.70% | 72.13% | 67.92% | 21.48% |
Correlation
The correlation between I500.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 (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.31 |
The correlation between I500.DE and QDVF.DE shifts across timeframes, from -0.01 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
I500.DE vs. QDVF.DE — Risk / Return Rank
I500.DE
QDVF.DE
I500.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| I500.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 2.54 | +1.07 |
| Martin ratioReturn relative to average drawdown | 12.82 | 7.98 | +4.84 |
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
| I500.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.82 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.79 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.28 | +0.85 |
Drawdowns
I500.DE vs. QDVF.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for I500.DE and QDVF.DE.
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Drawdown Indicators
| I500.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -65.81% | +42.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -17.23% | +10.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -27.13% | +3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -27.13% | +3.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | -0.46% | -8.92% | +8.46% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -17.41% | +13.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 5.49% | -3.48% |
Volatility
I500.DE vs. QDVF.DE - Volatility Comparison
The current volatility for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) is 2.65%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that I500.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
| I500.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 7.70% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 20.43% | -12.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 24.05% | -12.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 26.95% | -11.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 28.68% | -13.55% |
I500.DE vs. QDVF.DE - Expense Ratio Comparison
I500.DE has a 0.07% 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
I500.DE vs. QDVF.DE - Dividend Comparison
Neither I500.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
I500.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, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVF.DE.
I500.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. I500.DE tracks S&P 500 Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. Their fees differ too: 0.07% for I500.DE and 0.15% for QDVF.DE.
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