IUSA.DE vs. QDVF.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - IUSA.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, IUSA.DE returned 15.16%/yr vs 8.97%/yr for QDVF.DE. At a 0.47 correlation, their price movements are largely independent. IUSA.DE charges 0.07%/yr vs 0.15%/yr for QDVF.DE.
Performance
IUSA.DE vs. QDVF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.42% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, IUSA.DE has outperformed QDVF.DE with an annualized return of 15.16%, while QDVF.DE has yielded a comparatively lower 8.97% annualized return.
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
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%
IUSA.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | 7.30% |
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 IUSA.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 | 0.47 |
The correlation between IUSA.DE and QDVF.DE shifts across timeframes, from -0.01 (1 year) to 0.47 (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
IUSA.DE vs. QDVF.DE — Risk / Return Rank
IUSA.DE
QDVF.DE
IUSA.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.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.
| IUSA.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 2.54 | +1.09 |
| Martin ratioReturn relative to average drawdown | 12.88 | 7.98 | +4.90 |
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
| IUSA.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.82 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.79 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.31 | +0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.28 | +0.39 |
Drawdowns
IUSA.DE vs. QDVF.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and QDVF.DE.
Loading charts...
Drawdown Indicators
| IUSA.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -65.81% | +15.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -17.23% | +10.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -27.13% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -27.13% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -65.81% | +32.18% |
Current DrawdownCurrent decline from peak | -0.46% | -8.92% | +8.46% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -17.41% | +10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 5.49% | -3.49% |
Volatility
IUSA.DE vs. QDVF.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 2.67%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that IUSA.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
| IUSA.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 7.70% | -5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 20.43% | -12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 24.05% | -12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 26.95% | -11.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 28.68% | -12.62% |
IUSA.DE vs. QDVF.DE - Expense Ratio Comparison
IUSA.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
IUSA.DE vs. QDVF.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, while QDVF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
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
IUSA.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, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVF.DE.
IUSA.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. IUSA.DE tracks S&P 500 Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. Their fees differ too: 0.07% for IUSA.DE and 0.15% for QDVF.DE.
Find the right allocation for IUSA.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