QDVF.DE vs. ^NDX
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) is Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, QDVF.DE returned 7.79%/yr vs 20.47%/yr for ^NDX. At a 0.13 correlation, their price movements are largely independent.
Performance
QDVF.DE vs. ^NDX - Performance Comparison
Loading charts...
Different Trading Currencies
QDVF.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVF.DE achieves a 21.96% return, which is significantly higher than ^NDX's 19.32% return. Over the past 10 years, QDVF.DE has underperformed ^NDX with an annualized return of 7.79%, while ^NDX has yielded a comparatively higher 20.47% annualized return.
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%
^NDX
- 1D
- -2.04%
- 1M
- -2.69%
- 6M
- 19.26%
- YTD
- 19.32%
- 1Y
- 31.86%
- 3Y*
- 22.54%
- 5Y*
- 15.62%
- 10Y*
- 20.47%
QDVF.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -13.31% |
^NDX NASDAQ 100 Index | 19.32% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between QDVF.DE and ^NDX is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.13 |
The correlation between QDVF.DE and ^NDX shifts across timeframes, from -0.07 (1 year) to 0.13 (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
QDVF.DE vs. ^NDX — Risk / Return Rank
QDVF.DE
^NDX
QDVF.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and NASDAQ 100 Index (^NDX). 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.
| QDVF.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.02 | -1.43 |
| Martin ratioReturn relative to average drawdown | 4.18 | 9.22 | -5.05 |
Loading charts...
Drawdowns
QDVF.DE vs. ^NDX - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.82%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and ^NDX.
Loading charts...
Drawdown Indicators
| QDVF.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.82% | -46.44% | -19.38% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -11.19% | -6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -27.15% | -27.30% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -31.53% | +4.38% |
Max Drawdown (10Y)Largest decline over 10 years | -65.82% | -31.53% | -34.29% |
Current DrawdownCurrent decline from peak | -16.28% | -3.43% | -12.85% |
Average DrawdownAverage peak-to-trough decline | -17.81% | -8.00% | -9.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.58% | 3.66% | +2.92% |
Volatility
QDVF.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) is 6.33%, while NASDAQ 100 Index (^NDX) has a volatility of 8.92%. This indicates that QDVF.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVF.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 8.92% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 20.92% | 14.01% | +6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 18.17% | +6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.11% | 22.54% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.65% | 22.97% | +6.68% |
Frequently Asked Questions
QDVF.DE and ^NDX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for QDVF.DE and ^NDX
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