QDVF.DE vs. B500.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and B500.DE (Amundi S&P 500 Buyback ETF) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while B500.DE is a S&P 500 fund tracking the S&P 500 Buyback NTR. Both are passively managed. Over the past 10 years, QDVF.DE returned 8.97%/yr vs 12.79%/yr for B500.DE. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
QDVF.DE vs. B500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVF.DE achieves a 32.71% return, which is significantly higher than B500.DE's 8.94% return. Over the past 10 years, QDVF.DE has underperformed B500.DE with an annualized return of 8.97%, while B500.DE has yielded a comparatively higher 12.79% annualized return.
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%
B500.DE
- 1D
- 0.86%
- 1M
- 5.03%
- YTD
- 8.94%
- 6M
- 9.45%
- 1Y
- 20.46%
- 3Y*
- 15.34%
- 5Y*
- 11.15%
- 10Y*
- 12.79%
QDVF.DE vs. B500.DE - 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% |
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
Correlation
The correlation between QDVF.DE and B500.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.58 |
Over the past year, the correlation between QDVF.DE and B500.DE has dropped to 0.23 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
QDVF.DE vs. B500.DE — Risk / Return Rank
QDVF.DE
B500.DE
QDVF.DE vs. B500.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 Amundi S&P 500 Buyback ETF (B500.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 | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.30 | -1.76 |
| Martin ratioReturn relative to average drawdown | 7.98 | 11.16 | -3.18 |
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 | B500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.66 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.68 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.67 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.52 | -0.24 |
Drawdowns
QDVF.DE vs. B500.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than B500.DE's maximum drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and B500.DE.
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Drawdown Indicators
| QDVF.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -42.49% | -23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -4.75% | -12.48% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -23.66% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -23.66% | -3.47% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | -42.49% | -23.32% |
Current DrawdownCurrent decline from peak | -8.92% | 0.00% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -6.31% | -11.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 1.83% | +3.66% |
Volatility
QDVF.DE vs. B500.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to Amundi S&P 500 Buyback ETF (B500.DE) at 2.99%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than B500.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 | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 2.99% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 7.82% | +12.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 12.29% | +11.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 16.18% | +10.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 18.96% | +9.72% |
QDVF.DE vs. B500.DE - Expense Ratio Comparison
Both QDVF.DE and B500.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QDVF.DE vs. B500.DE - Dividend Comparison
Neither QDVF.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and B500.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVF.DE and B500.DE have the same expense ratio: 0.15% per year.
QDVF.DE is categorized as Energy Equities, while B500.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: iShares and Amundi.
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