QDVF.DE vs. E500.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while E500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, QDVF.DE returned 8.97%/yr vs 12.71%/yr for E500.DE. At a 0.37 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.05%/yr for E500.DE.
Performance
QDVF.DE vs. E500.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 E500.DE's 8.91% return. Over the past 10 years, QDVF.DE has underperformed E500.DE with an annualized return of 8.97%, while E500.DE has yielded a comparatively higher 12.71% 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%
E500.DE
- 1D
- 0.01%
- 1M
- 4.31%
- YTD
- 8.91%
- 6M
- 9.68%
- 1Y
- 24.57%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
QDVF.DE vs. E500.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% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.91% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 18.82% |
Correlation
The correlation between QDVF.DE and E500.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.37 |
The correlation between QDVF.DE and E500.DE shifts across timeframes, from -0.20 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVF.DE vs. E500.DE — Risk / Return Rank
QDVF.DE
E500.DE
QDVF.DE vs. E500.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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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 | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.80 | -0.27 |
| Martin ratioReturn relative to average drawdown | 7.98 | 11.96 | -3.98 |
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 | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.08 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.69 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.78 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.73 | -0.45 |
Drawdowns
QDVF.DE vs. E500.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than E500.DE's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and E500.DE.
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Drawdown Indicators
| QDVF.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -34.20% | -31.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -8.73% | -8.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -18.50% | -8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -25.83% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | -34.20% | -31.61% |
Current DrawdownCurrent decline from peak | -8.92% | -0.59% | -8.33% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -4.97% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 2.05% | +3.44% |
Volatility
QDVF.DE vs. E500.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) at 3.11%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than E500.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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 3.11% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 8.64% | +11.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 11.77% | +12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 15.99% | +10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 16.61% | +12.07% |
QDVF.DE vs. E500.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is higher than E500.DE's 0.05% expense ratio. However, 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. E500.DE - Dividend Comparison
Neither QDVF.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and E500.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for QDVF.DE.
QDVF.DE is categorized as Energy Equities, while E500.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while E500.DE tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVF.DE and 0.05% for E500.DE.
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