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QDVF.DE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

QDVF.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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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 32.71% return, which is significantly higher than ^NDX's 21.80% return. Over the past 10 years, QDVF.DE has underperformed ^NDX with an annualized return of 8.97%, while ^NDX has yielded a comparatively higher 20.72% annualized return.


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%

^NDX

1D
-0.67%
1M
9.26%
YTD
21.80%
6M
19.18%
1Y
37.64%
3Y*
24.43%
5Y*
18.26%
10Y*
20.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVF.DE vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
^NDX
NASDAQ 100 Index
21.80%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 -0.04, 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

-0.04

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

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.13

The correlation between QDVF.DE and ^NDX shifts across timeframes, from -0.04 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVF.DE vs. ^NDX — Risk / Return Rank

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

QDVF.DE
QDVF.DE Risk / Return Rank: 5151
Overall Rank
QDVF.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QDVF.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
QDVF.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVF.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QDVF.DE Martin Ratio Rank: 4848
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 8383
Overall Rank
^NDX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8484
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8282
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8080
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.

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.


QDVF.DE^NDXDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.54

3.38

-0.84

Martin ratioReturn relative to average drawdown

7.98

10.55

-2.57

QDVF.DE vs. ^NDX - Sharpe Ratio Comparison

The current QDVF.DE Sharpe Ratio is 1.82, which is comparable to the ^NDX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of QDVF.DE and ^NDX, 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


QDVF.DE^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.32

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.82

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.91

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.73

-0.45

Drawdowns

QDVF.DE vs. ^NDX - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.81%, 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.


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Drawdown Indicators


QDVF.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-46.44%

-19.37%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-11.19%

-6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-27.13%

-27.30%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-31.53%

+4.40%

Max Drawdown (10Y)

Largest decline over 10 years

-65.81%

-31.53%

-34.28%

Current Drawdown

Current decline from peak

-8.92%

-0.69%

-8.23%

Average Drawdown

Average peak-to-trough decline

-17.41%

-8.00%

-9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

3.58%

+1.91%

Volatility

QDVF.DE vs. ^NDX - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVF.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

3.80%

+3.90%

Volatility (6M)

Calculated over the trailing 6-month period

20.43%

11.58%

+8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

16.31%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

22.24%

+4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

22.83%

+5.85%

Frequently Asked Questions


QDVF.DE and ^NDX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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