QDVF.DE vs. ESEA.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and ESEA.DE (BNP Paribas Easy S&P 500 UCITS ETF) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while ESEA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, QDVF.DE returned 21.44%/yr vs 14.54%/yr for ESEA.DE. At a 0.37 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
QDVF.DE vs. ESEA.DE - Performance Comparison
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Different Trading Currencies
QDVF.DE is traded in EUR, while ESEA.DE is traded in USD. To make them comparable, the ESEA.DE 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 ESEA.DE's 11.32% 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%
ESEA.DE
- 1D
- -0.10%
- 1M
- 4.44%
- YTD
- 11.32%
- 6M
- 10.93%
- 1Y
- 25.40%
- 3Y*
- 18.81%
- 5Y*
- 14.54%
- 10Y*
- —
QDVF.DE vs. ESEA.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% | 6.19% |
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF | 11.32% | 4.18% | 32.44% | 22.22% | -14.52% | 41.11% | 7.15% | 11.44% |
Correlation
The correlation between QDVF.DE and ESEA.DE 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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2019 | 0.37 |
The correlation between QDVF.DE and ESEA.DE shifts across timeframes, from -0.04 (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. ESEA.DE — Risk / Return Rank
QDVF.DE
ESEA.DE
QDVF.DE vs. ESEA.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 BNP Paribas Easy S&P 500 UCITS ETF (ESEA.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 | ESEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 3.53 | -0.99 |
| Martin ratioReturn relative to average drawdown | 7.98 | 12.08 | -4.10 |
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 | ESEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.04 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.90 | -0.12 |
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 | 0.88 | -0.59 |
Drawdowns
QDVF.DE vs. ESEA.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than ESEA.DE's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and ESEA.DE.
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Drawdown Indicators
| QDVF.DE | ESEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -33.64% | -32.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -7.19% | -10.04% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -22.79% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -22.79% | -4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | — | — |
Current DrawdownCurrent decline from peak | -8.92% | -0.39% | -8.53% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -4.87% | -12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 2.10% | +3.39% |
Volatility
QDVF.DE vs. ESEA.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) at 3.02%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than ESEA.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 | ESEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 3.02% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 8.65% | +11.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 12.45% | +11.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 15.91% | +11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 17.81% | +10.87% |
QDVF.DE vs. ESEA.DE - Expense Ratio Comparison
Both QDVF.DE and ESEA.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. ESEA.DE - Dividend Comparison
QDVF.DE has not paid dividends to shareholders, while ESEA.DE's dividend yield for the trailing twelve months is around 1.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF | 1.06% | 0.76% | 0.65% | 0.00% | 1.08% | 0.64% | 0.67% |
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% |
Frequently Asked Questions
QDVF.DE and ESEA.DE 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.
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 ESEA.DE have the same expense ratio: 0.15% per year.
QDVF.DE is categorized as Energy Equities, while ESEA.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while ESEA.DE tracks S&P 500 Index. They also come from different issuers: iShares and BNP Paribas.
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