QDVF.DE vs. H1D5.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while H1D5.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged). Both are passively managed. Over the past 10 years, QDVF.DE returned 8.31%/yr vs 12.23%/yr for H1D5.DE. At a 0.37 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.28%/yr for H1D5.DE.
Performance
QDVF.DE vs. H1D5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVF.DE achieves a 32.75% return, which is significantly higher than H1D5.DE's 7.28% return. Over the past 10 years, QDVF.DE has underperformed H1D5.DE with an annualized return of 8.31%, while H1D5.DE has yielded a comparatively higher 12.23% annualized return.
QDVF.DE
- 1D
- 0.86%
- 1M
- 6.65%
- 6M
- 22.60%
- YTD
- 32.75%
- 1Y
- 38.12%
- 3Y*
- 13.85%
- 5Y*
- 22.92%
- 10Y*
- 8.31%
H1D5.DE
- 1D
- -1.25%
- 1M
- -0.69%
- 6M
- 6.60%
- YTD
- 7.28%
- 1Y
- 16.97%
- 3Y*
- 16.78%
- 5Y*
- 10.07%
- 10Y*
- 12.23%
QDVF.DE vs. H1D5.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) | 32.75% | -2.69% | 9.20% | -3.72% | 72.35% | 68.03% | -40.35% | 13.03% | -14.93% | -13.31% |
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.28% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
Correlation
The correlation between QDVF.DE and H1D5.DE is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.37 |
The correlation between QDVF.DE and H1D5.DE shifts across timeframes, from -0.21 (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. H1D5.DE — Risk / Return Rank
QDVF.DE
H1D5.DE
QDVF.DE vs. H1D5.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 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDVF.DE | H1D5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.95 | +0.25 |
| Martin ratioReturn relative to average drawdown | 5.45 | 7.79 | -2.34 |
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Drawdowns
QDVF.DE vs. H1D5.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.82%, which is greater than H1D5.DE's maximum drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and H1D5.DE.
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Drawdown Indicators
| QDVF.DE | H1D5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.82% | -33.97% | -31.85% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -8.66% | -8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -27.15% | -18.36% | -8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -25.97% | -1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -65.82% | -33.97% | -31.85% |
Current DrawdownCurrent decline from peak | -8.87% | -2.03% | -6.84% |
Average DrawdownAverage peak-to-trough decline | -17.79% | -4.17% | -13.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.18% | +4.80% |
Volatility
QDVF.DE vs. H1D5.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.04% compared to Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) at 3.00%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than H1D5.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 | H1D5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 3.00% | +4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 21.39% | 9.26% | +12.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.89% | 12.14% | +12.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.17% | 16.04% | +11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.70% | 16.12% | +13.58% |
QDVF.DE vs. H1D5.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than H1D5.DE's 0.28% expense ratio.
Dividends
QDVF.DE vs. H1D5.DE - Dividend Comparison
Neither QDVF.DE nor H1D5.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and H1D5.DE have a correlation of -0.21, 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 0.28% for H1D5.DE.
QDVF.DE is categorized as Energy Equities, while H1D5.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while H1D5.DE tracks S&P 500 Index (EUR Hedged). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVF.DE and 0.28% for H1D5.DE.
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