IS31.DE vs. QDVF.DE
IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - IS31.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility Index (EUR Hedged), 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, IS31.DE returned 5.98%/yr vs 18.67%/yr for QDVF.DE. At a 0.28 correlation, their price movements are largely independent. IS31.DE charges 0.25%/yr vs 0.15%/yr for QDVF.DE.
Performance
IS31.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS31.DE achieves a 3.24% return, which is significantly lower than QDVF.DE's 21.96% return.
IS31.DE
- 1D
- 0.09%
- 1M
- 0.37%
- 6M
- 4.54%
- YTD
- 3.24%
- 1Y
- 7.12%
- 3Y*
- 10.62%
- 5Y*
- 5.98%
- 10Y*
- —
QDVF.DE
- 1D
- -0.41%
- 1M
- -8.56%
- 6M
- 20.75%
- YTD
- 21.96%
- 1Y
- 27.56%
- 3Y*
- 9.96%
- 5Y*
- 18.67%
- 10Y*
- 7.79%
IS31.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 3.24% | 9.27% | 16.79% | 6.75% | -14.54% | 23.93% | 5.67% | 27.41% | -8.01% | 10.34% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 21.96% | -2.69% | 9.20% | -3.72% | 72.35% | 68.03% | -40.35% | 13.03% | -14.93% | -8.04% |
Correlation
The correlation between IS31.DE and QDVF.DE is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2017 | 0.28 |
The correlation between IS31.DE and QDVF.DE shifts across timeframes, from -0.08 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS31.DE vs. QDVF.DE — Risk / Return Rank
IS31.DE
QDVF.DE
IS31.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 EUR Hedged (Acc) (IS31.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS31.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.59 | -0.52 |
| Martin ratioReturn relative to average drawdown | 4.05 | 4.18 | -0.13 |
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Drawdowns
IS31.DE vs. QDVF.DE - Drawdown Comparison
The maximum IS31.DE drawdown since its inception was -33.66%, smaller than the maximum QDVF.DE drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for IS31.DE and QDVF.DE.
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Drawdown Indicators
| IS31.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -65.82% | +32.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -17.23% | +10.59% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -27.15% | +14.59% |
Max Drawdown (5Y)Largest decline over 5 years | -20.75% | -27.15% | +6.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.82% | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.28% | +16.28% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -17.81% | +12.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 6.58% | -4.83% |
Volatility
IS31.DE vs. QDVF.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) is 2.94%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 6.33%. This indicates that IS31.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
| IS31.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 6.33% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 20.92% | -14.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 24.49% | -15.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 27.11% | -14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 29.65% | -15.27% |
IS31.DE vs. QDVF.DE - Expense Ratio Comparison
IS31.DE has a 0.25% 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
IS31.DE vs. QDVF.DE - Dividend Comparison
Neither IS31.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
IS31.DE and QDVF.DE have a correlation of -0.08, 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 0.25% for IS31.DE.
IS31.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged), while QDVF.DE tracks S&P 500 Capped 35/20 Energy. Their fees differ too: 0.25% for IS31.DE and 0.15% for QDVF.DE.
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