PortfoliosLab logoPortfoliosLab logo
QDVF.DE vs. EFRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVF.DE vs. EFRW.DE - 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 iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QDVF.DE achieves a 32.71% return, which is significantly higher than EFRW.DE's 8.09% 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%

EFRW.DE

1D
0.36%
1M
2.58%
YTD
8.09%
6M
8.98%
1Y
17.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVF.DE vs. EFRW.DE - Yearly Performance Comparison


Correlation

The correlation between QDVF.DE and EFRW.DE is -0.01, 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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 13, 2025

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QDVF.DE vs. EFRW.DE — 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: 5151
Overall Rank
QDVF.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QDVF.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
QDVF.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVF.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QDVF.DE Martin Ratio Rank: 4848
Martin Ratio Rank

EFRW.DE
EFRW.DE Risk / Return Rank: 4747
Overall Rank
EFRW.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EFRW.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EFRW.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EFRW.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
EFRW.DE Martin Ratio Rank: 5050
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. EFRW.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 S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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.DEEFRW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

2.54

2.37

+0.17

Martin ratioReturn relative to average drawdown

7.98

8.32

-0.34

QDVF.DE vs. EFRW.DE - Sharpe Ratio Comparison

The current QDVF.DE Sharpe Ratio is 1.82, which is comparable to the EFRW.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of QDVF.DE and EFRW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QDVF.DEEFRW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.55

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

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

1.55

-1.27

Drawdowns

QDVF.DE vs. EFRW.DE - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than EFRW.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and EFRW.DE.


Loading charts...

Drawdown Indicators


QDVF.DEEFRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-7.12%

-58.69%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-7.12%

-10.11%

Max Drawdown (3Y)

Largest decline over 3 years

-27.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

Max Drawdown (10Y)

Largest decline over 10 years

-65.81%

Current Drawdown

Current decline from peak

-8.92%

0.00%

-8.92%

Average Drawdown

Average peak-to-trough decline

-17.41%

-1.35%

-16.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

2.03%

+3.46%

Volatility

QDVF.DE vs. EFRW.DE - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) at 2.64%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than EFRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDVF.DEEFRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

2.64%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

20.43%

7.67%

+12.76%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

10.91%

+13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

11.32%

+15.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

11.32%

+17.36%

QDVF.DE vs. EFRW.DE - Expense Ratio Comparison

QDVF.DE has a 0.15% expense ratio, which is lower than EFRW.DE's 0.17% 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. EFRW.DE - Dividend Comparison

Neither QDVF.DE nor EFRW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVF.DE and EFRW.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.17% for EFRW.DE.

QDVF.DE is categorized as Energy Equities, while EFRW.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while EFRW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for QDVF.DE and 0.17% for EFRW.DE.

Portfolio Optimizer

Find the right allocation for QDVF.DE and EFRW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer