QDVF.DE vs. IS3N.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Both are passively managed. Over the past 10 years, QDVF.DE returned 8.97%/yr vs 10.00%/yr for IS3N.DE. At a 0.36 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.18%/yr for IS3N.DE.
Performance
QDVF.DE vs. IS3N.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 IS3N.DE's 25.82% return. Over the past 10 years, QDVF.DE has underperformed IS3N.DE with an annualized return of 8.97%, while IS3N.DE has yielded a comparatively higher 10.00% 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%
IS3N.DE
- 1D
- -1.45%
- 1M
- 3.11%
- YTD
- 25.82%
- 6M
- 26.34%
- 1Y
- 45.77%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
QDVF.DE vs. IS3N.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% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 25.82% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
Correlation
The correlation between QDVF.DE and IS3N.DE is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.36 |
The correlation between QDVF.DE and IS3N.DE shifts across timeframes, from -0.11 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVF.DE vs. IS3N.DE — Risk / Return Rank
QDVF.DE
IS3N.DE
QDVF.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.49 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.42 | -1.89 |
| Martin ratioReturn relative to average drawdown | 7.98 | 16.00 | -8.02 |
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 | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.69 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.53 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.55 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.44 | -0.16 |
Drawdowns
QDVF.DE vs. IS3N.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and IS3N.DE.
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Drawdown Indicators
| QDVF.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -35.06% | -30.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -10.52% | -6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -19.17% | -7.96% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -22.01% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | -32.51% | -33.30% |
Current DrawdownCurrent decline from peak | -8.92% | -2.49% | -6.43% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -9.30% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 2.91% | +2.58% |
Volatility
QDVF.DE vs. IS3N.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 7.16%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 7.16% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 14.69% | +5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 17.32% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 16.19% | +10.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 18.04% | +10.64% |
QDVF.DE vs. IS3N.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than IS3N.DE's 0.18% 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. IS3N.DE - Dividend Comparison
Neither QDVF.DE nor IS3N.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and IS3N.DE have a correlation of -0.11, 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 0.18% for IS3N.DE.
QDVF.DE is categorized as Energy Equities, while IS3N.DE is Emerging Markets Equities. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.15% for QDVF.DE and 0.18% for IS3N.DE.
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