IBCK.DE vs. QDVF.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility, 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, IBCK.DE returned 10.32%/yr vs 8.97%/yr for QDVF.DE. At a 0.41 correlation, their price movements are largely independent. IBCK.DE charges 0.20%/yr vs 0.15%/yr for QDVF.DE.
Performance
IBCK.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, IBCK.DE has outperformed QDVF.DE with an annualized return of 10.32%, while QDVF.DE has yielded a comparatively lower 8.97% annualized return.
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.51%
- YTD
- 5.14%
- 6M
- 5.73%
- 1Y
- 9.44%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
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%
IBCK.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
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 IBCK.DE and QDVF.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.41 |
Over the past year, the correlation between IBCK.DE and QDVF.DE has dropped to 0.14 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
IBCK.DE vs. QDVF.DE — Risk / Return Rank
IBCK.DE
QDVF.DE
IBCK.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| IBCK.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.54 | -0.71 |
| Martin ratioReturn relative to average drawdown | 5.31 | 7.98 | -2.67 |
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
| IBCK.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.82 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.79 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.31 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.28 | +0.60 |
Drawdowns
IBCK.DE vs. QDVF.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and QDVF.DE.
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Drawdown Indicators
| IBCK.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -65.81% | +32.70% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -17.23% | +12.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -27.13% | +9.58% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -27.13% | +9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -65.81% | +32.70% |
Current DrawdownCurrent decline from peak | -0.47% | -8.92% | +8.45% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -17.41% | +12.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 5.49% | -3.74% |
Volatility
IBCK.DE vs. QDVF.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.26%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that IBCK.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
| IBCK.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 7.70% | -5.44% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 20.43% | -14.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 24.05% | -15.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 26.95% | -14.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 28.68% | -14.66% |
IBCK.DE vs. QDVF.DE - Expense Ratio Comparison
IBCK.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
IBCK.DE vs. QDVF.DE - Dividend Comparison
Neither IBCK.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCK.DE and QDVF.DE have a correlation of 0.14, 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 IBCK.DE.
IBCK.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. IBCK.DE tracks S&P 500 Minimum Volatility, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. Their fees differ too: 0.20% for IBCK.DE and 0.15% for QDVF.DE.
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