QDVF.DE vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and NASDAQ 100 Index (^NDX).

QDVF.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Energy. It was launched on Nov 20, 2015.

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.

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)	34.34%	-2.67%	9.20%	-3.70%	72.13%	67.92%	-40.24%	13.02%	-14.92%	-13.30%
^NDX NASDAQ 100 Index	-3.41%	5.91%	33.12%	49.19%	-28.81%	36.10%	35.42%	41.08%	3.61%	15.35%

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 34.34% return, which is significantly higher than ^NDX's -3.41% return. Over the past 10 years, QDVF.DE has underperformed ^NDX with an annualized return of 10.25%, while ^NDX has yielded a comparatively higher 17.97% annualized return.

QDVF.DE

• 1D: -6.55%
• 1M: 5.08%
• YTD: 34.34%
• 6M: 36.04%
• 1Y: 21.34%
• 3Y*: 13.34%
• 5Y*: 23.59%
• 10Y*: 10.25%

^NDX

• 1D: 1.07%
• 1M: -2.88%
• YTD: -3.41%
• 6M: -1.77%
• 1Y: 15.31%
• 3Y*: 19.54%
• 5Y*: 12.90%
• 10Y*: 17.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 42
QDVF.DE Sharpe Ratio Rank: 43
QDVF.DE Sortino Ratio Rank: 39
QDVF.DE Omega Ratio Rank: 41
QDVF.DE Calmar Ratio Rank: 48
QDVF.DE Martin Ratio Rank: 38

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.85	0.62	+0.23
Sortino ratio Return per unit of downside risk	1.19	1.02	+0.17
Omega ratio Gain probability vs. loss probability	1.17	1.15	+0.02
Calmar ratio Return relative to maximum drawdown	1.37	1.14	+0.23
Martin ratio Return relative to average drawdown	3.85	3.83	+0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVF.DE vs. ^NDX - Sharpe Ratio Comparison

The current QDVF.DE Sharpe Ratio is 0.85, which is higher than the ^NDX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of QDVF.DE and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QDVF.DE	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	0.62	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.58	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.79	-0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.67	-0.38

Correlation

The correlation between QDVF.DE and ^NDX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	QDVF.DE	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-65.81%	-82.90%	+17.09%
Max Drawdown (1Y) Largest decline over 1 year	-22.18%	-12.72%	-9.46%
Max Drawdown (5Y) Largest decline over 5 years	-27.13%	-35.56%	+8.43%
Max Drawdown (10Y) Largest decline over 10 years	-65.81%	-35.56%	-30.25%
Current Drawdown Current decline from peak	-7.80%	-8.04%	+0.24%
Average Drawdown Average peak-to-trough decline	-17.51%	-24.72%	+7.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.54%	3.49%	+2.05%

Volatility

QDVF.DE vs. ^NDX - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 9.86% compared to NASDAQ 100 Index (^NDX) at 5.69%. 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.

Volatility by Period

	QDVF.DE	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.86%	5.69%	+4.17%
Volatility (6M) Calculated over the trailing 6-month period	16.20%	13.16%	+3.04%
Volatility (1Y) Calculated over the trailing 1-year period	25.09%	24.94%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.79%	22.26%	+4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.49%	22.85%	+5.64%