QDVF.DE vs. IUSQ.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and IUSQ.DE (iShares MSCI ACWI 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 IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, QDVF.DE returned 8.97%/yr vs 12.38%/yr for IUSQ.DE. At a 0.48 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.20%/yr for IUSQ.DE.
Performance
QDVF.DE vs. IUSQ.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 IUSQ.DE's 12.65% return. Over the past 10 years, QDVF.DE has underperformed IUSQ.DE with an annualized return of 8.97%, while IUSQ.DE has yielded a comparatively higher 12.38% 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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
QDVF.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between QDVF.DE and IUSQ.DE is -0.05, 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 | -0.05 |
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 | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.48 |
The correlation between QDVF.DE and IUSQ.DE shifts across timeframes, from -0.05 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVF.DE vs. IUSQ.DE — Risk / Return Rank
QDVF.DE
IUSQ.DE
QDVF.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.08 | -1.54 |
| Martin ratioReturn relative to average drawdown | 7.98 | 16.69 | -8.71 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.31 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.88 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.82 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.76 | -0.48 |
Drawdowns
QDVF.DE vs. IUSQ.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and IUSQ.DE.
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Drawdown Indicators
| QDVF.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -33.60% | -32.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -6.48% | -10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -21.25% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -21.25% | -5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | -33.60% | -32.21% |
Current DrawdownCurrent decline from peak | -8.92% | -0.55% | -8.37% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -4.19% | -13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 1.59% | +3.90% |
Volatility
QDVF.DE vs. IUSQ.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 3.03% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 8.26% | +12.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 11.47% | +12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 13.94% | +13.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 15.02% | +13.66% |
QDVF.DE vs. IUSQ.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than IUSQ.DE's 0.20% 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. IUSQ.DE - Dividend Comparison
Neither QDVF.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and IUSQ.DE have a correlation of -0.05, 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 0.20% for IUSQ.DE.
QDVF.DE is categorized as Energy Equities, while IUSQ.DE is Global Equities. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.15% for QDVF.DE and 0.20% for IUSQ.DE.
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