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 8.97%/yr vs 20.72%/yr for ^NDX. At a 0.13 correlation, their price movements are largely independent.
Performance
QDVF.DE vs. ^NDX - Performance Comparison
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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%
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) | 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
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.
| QDVF.DE | ^NDX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVF.DE | ^NDX | Difference | |
|---|---|---|---|
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 | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.92% | -0.69% | -8.23% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -8.00% | -9.41% |
Ulcer IndexDepth 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 | ^NDX | Difference | |
|---|---|---|---|
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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