QDVF.DE vs. 5MVW.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both Energy Equities funds from iShares - QDVF.DE tracks the S&P 500 Capped 35/20 Energy while 5MVW.DE tracks the MSCI World Energy. Both are passively managed. Over the past 5 years, QDVF.DE returned 21.44%/yr vs 20.31%/yr for 5MVW.DE. With a 0.97 correlation, they move nearly in lockstep. QDVF.DE charges 0.15%/yr vs 0.18%/yr for 5MVW.DE.
Performance
QDVF.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with QDVF.DE having a 32.71% return and 5MVW.DE slightly higher at 32.79%.
QDVF.DE
- 1D
- -0.53%
- 1M
- 4.38%
- YTD
- 32.71%
- 6M
- 28.30%
- 1Y
- 45.00%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
QDVF.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 5.51% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
Correlation
The correlation between QDVF.DE and 5MVW.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.97 |
The correlation between QDVF.DE and 5MVW.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
QDVF.DE vs. 5MVW.DE — Risk / Return Rank
QDVF.DE
5MVW.DE
QDVF.DE vs. 5MVW.DE - 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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE). 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 | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.97 | -0.43 |
| Martin ratioReturn relative to average drawdown | 7.98 | 9.81 | -1.83 |
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 | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.10 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.45 | -0.17 |
Drawdowns
QDVF.DE vs. 5MVW.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than 5MVW.DE's maximum drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and 5MVW.DE.
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Drawdown Indicators
| QDVF.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -56.87% | -8.94% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -15.05% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -23.76% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -23.76% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | — | — |
Current DrawdownCurrent decline from peak | -8.92% | -7.49% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -13.53% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 4.56% | +0.93% |
Volatility
QDVF.DE vs. 5MVW.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) at 6.76%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than 5MVW.DE 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 | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 6.76% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 18.33% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 21.33% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 23.99% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 29.20% | -0.52% |
QDVF.DE vs. 5MVW.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than 5MVW.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVF.DE vs. 5MVW.DE - Dividend Comparison
QDVF.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, QDVF.DE and 5MVW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, QDVF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVF.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for 5MVW.DE.
QDVF.DE tracks S&P 500 Capped 35/20 Energy, while 5MVW.DE tracks MSCI World Energy. Their fees differ too: 0.15% for QDVF.DE and 0.18% for 5MVW.DE.
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