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QDVC.DE vs. ENGW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVC.DE vs. ENGW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) and SPDR MSCI World Energy UCITS ETF (ENGW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVC.DE is traded in EUR, while ENGW.L is traded in GBP. To make them comparable, the ENGW.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVC.DE achieves a 8.40% return, which is significantly lower than ENGW.L's 31.96% return.


QDVC.DE

1D
0.46%
1M
4.30%
YTD
8.40%
6M
8.90%
1Y
14.76%
3Y*
11.54%
5Y*
7.32%
10Y*

ENGW.L

1D
-0.61%
1M
-1.01%
YTD
31.96%
6M
29.35%
1Y
44.95%
3Y*
15.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVC.DE vs. ENGW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
QDVC.DE
iShares Edge MSCI USA Size Factor UCITS ETF
8.40%-3.21%19.27%13.21%-11.67%
ENGW.L
SPDR MSCI World Energy UCITS ETF
31.96%1.60%8.55%0.01%13.99%

Correlation

The correlation between QDVC.DE and ENGW.L is 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.34

Over the past year, the correlation between QDVC.DE and ENGW.L has dropped to 0.09 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

QDVC.DE vs. ENGW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVC.DE
QDVC.DE Risk / Return Rank: 3535
Overall Rank
QDVC.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QDVC.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
QDVC.DE Omega Ratio Rank: 3232
Omega Ratio Rank
QDVC.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
QDVC.DE Martin Ratio Rank: 3737
Martin Ratio Rank

ENGW.L
ENGW.L Risk / Return Rank: 6666
Overall Rank
ENGW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 7070
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDVC.DE vs. ENGW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) and SPDR MSCI World Energy UCITS ETF (ENGW.L). 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.


QDVC.DEENGW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.91

3.04

-1.14

Martin ratioReturn relative to average drawdown

5.80

10.18

-4.38

QDVC.DE vs. ENGW.L - Sharpe Ratio Comparison

The current QDVC.DE Sharpe Ratio is 1.19, which is lower than the ENGW.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of QDVC.DE and ENGW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVC.DEENGW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.10

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.56

-0.02

Drawdowns

QDVC.DE vs. ENGW.L - Drawdown Comparison

The maximum QDVC.DE drawdown since its inception was -40.76%, which is greater than ENGW.L's maximum drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for QDVC.DE and ENGW.L.


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Drawdown Indicators


QDVC.DEENGW.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.76%

-23.64%

-17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

-14.70%

+7.00%

Max Drawdown (3Y)

Largest decline over 3 years

-25.54%

-23.64%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

Current Drawdown

Current decline from peak

-1.48%

-7.14%

+5.66%

Average Drawdown

Average peak-to-trough decline

-6.58%

-8.84%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

4.40%

-1.86%

Volatility

QDVC.DE vs. ENGW.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) is 2.89%, while SPDR MSCI World Energy UCITS ETF (ENGW.L) has a volatility of 8.18%. This indicates that QDVC.DE experiences smaller price fluctuations and is considered to be less risky than ENGW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVC.DEENGW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

8.18%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

18.25%

-10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

21.39%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

23.29%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

23.29%

-5.01%

QDVC.DE vs. ENGW.L - Expense Ratio Comparison

QDVC.DE has a 0.20% expense ratio, which is lower than ENGW.L's 0.30% expense ratio.


Dividends

QDVC.DE vs. ENGW.L - Dividend Comparison

Neither QDVC.DE nor ENGW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVC.DE and ENGW.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVC.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVC.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ENGW.L.

QDVC.DE is categorized as Mid Cap Blend Equities, while ENGW.L is Energy Equities. QDVC.DE tracks MSCI USA Mid-Cap Equal Weighted, while ENGW.L tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for QDVC.DE and 0.30% for ENGW.L.

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