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QDVF.DE vs. H4ZF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVF.DE vs. H4ZF.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 HSBC S&P 500 UCITS ETF USD (H4ZF.DE). The values are adjusted to include any dividend payments, if applicable.

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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 H4ZF.DE's 11.35% return. Over the past 10 years, QDVF.DE has underperformed H4ZF.DE with an annualized return of 8.97%, while H4ZF.DE has yielded a comparatively higher 15.80% 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%

H4ZF.DE

1D
-0.12%
1M
5.21%
YTD
11.35%
6M
11.39%
1Y
25.60%
3Y*
18.88%
5Y*
14.74%
10Y*
15.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVF.DE vs. H4ZF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
11.35%4.74%32.24%22.66%-14.40%40.68%7.94%36.99%0.78%8.65%

Correlation

The correlation between QDVF.DE and H4ZF.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 (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.46

The correlation between QDVF.DE and H4ZF.DE shifts across timeframes, from -0.01 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVF.DE vs. H4ZF.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

H4ZF.DE
H4ZF.DE Risk / Return Rank: 6969
Overall Rank
H4ZF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
H4ZF.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
H4ZF.DE Omega Ratio Rank: 7070
Omega Ratio Rank
H4ZF.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
H4ZF.DE Martin Ratio Rank: 6969
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. H4ZF.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 HSBC S&P 500 UCITS ETF USD (H4ZF.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.DEH4ZF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

2.54

3.56

-1.02

Martin ratioReturn relative to average drawdown

7.98

12.69

-4.70

QDVF.DE vs. H4ZF.DE - Sharpe Ratio Comparison

The current QDVF.DE Sharpe Ratio is 1.82, which is comparable to the H4ZF.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of QDVF.DE and H4ZF.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.


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Sharpe Ratios by Period


QDVF.DEH4ZF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

2.20

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.96

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.97

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

1.03

-0.74

Drawdowns

QDVF.DE vs. H4ZF.DE - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than H4ZF.DE's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and H4ZF.DE.


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Drawdown Indicators


QDVF.DEH4ZF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-33.82%

-31.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-7.16%

-10.07%

Max Drawdown (3Y)

Largest decline over 3 years

-27.13%

-23.32%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-23.32%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-65.81%

-33.82%

-31.99%

Current Drawdown

Current decline from peak

-8.92%

-0.44%

-8.48%

Average Drawdown

Average peak-to-trough decline

-17.41%

-3.93%

-13.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

2.01%

+3.48%

Volatility

QDVF.DE vs. H4ZF.DE - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to HSBC S&P 500 UCITS ETF USD (H4ZF.DE) at 2.68%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than H4ZF.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.DEH4ZF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

2.68%

+5.02%

Volatility (6M)

Calculated over the trailing 6-month period

20.43%

7.59%

+12.84%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

11.61%

+12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

15.20%

+11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

16.12%

+12.56%

QDVF.DE vs. H4ZF.DE - Expense Ratio Comparison

QDVF.DE has a 0.15% expense ratio, which is higher than H4ZF.DE's 0.09% 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. H4ZF.DE - Dividend Comparison

QDVF.DE has not paid dividends to shareholders, while H4ZF.DE's dividend yield for the trailing twelve months is around 0.82%.


PositionTTM20252024202320222021202020192018201720162015
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
0.82%0.95%0.96%1.19%1.32%0.91%2.24%2.98%3.49%3.23%3.29%4.21%
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%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDVF.DE and H4ZF.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, H4ZF.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZF.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for QDVF.DE.

QDVF.DE is categorized as Energy Equities, while H4ZF.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while H4ZF.DE tracks S&P 500 Index. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.15% for QDVF.DE and 0.09% for H4ZF.DE.

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