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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 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%
*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)
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.

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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: 3535
Overall Rank
QDVF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
QDVF.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
QDVF.DE Omega Ratio Rank: 3535
Omega Ratio Rank
QDVF.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
QDVF.DE Martin Ratio Rank: 3333
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 7070
Overall Rank
^NDX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
^NDX Omega Ratio Rank: 6666
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7676
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7272
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.

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^NDXDifference
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

QDVF.DE vs. ^NDX - Sharpe Ratio Comparison

The current QDVF.DE Sharpe Ratio is 1.12, which is lower than the ^NDX Sharpe Ratio of 1.86. 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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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.


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Drawdown Indicators


QDVF.DE^NDXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.28%

-3.43%

-12.85%

Average Drawdown

Average peak-to-trough decline

-17.81%

-8.00%

-9.81%

Ulcer Index

Depth 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.


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Volatility by Period


QDVF.DE^NDXDifference

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.

Portfolio Optimizer

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