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QDVF.DE vs. LYP2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVF.DE vs. LYP2.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 Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.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 21.96% return, which is significantly higher than LYP2.DE's 7.84% return. Over the past 10 years, QDVF.DE has underperformed LYP2.DE with an annualized return of 7.79%, while LYP2.DE has yielded a comparatively higher 12.62% annualized return.


QDVF.DE

1D
-0.41%
1M
-8.56%
6M
20.75%
YTD
21.96%
1Y
27.56%
3Y*
9.96%
5Y*
18.67%
10Y*
7.79%

LYP2.DE

1D
0.18%
1M
-0.97%
6M
8.72%
YTD
7.84%
1Y
17.76%
3Y*
17.85%
5Y*
10.48%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVF.DE vs. LYP2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVF.DE
iShares S&P 500 Energy Sector UCITS ETF (Acc)
21.96%-2.69%9.20%-3.72%72.35%68.03%-40.35%13.03%-14.93%-13.31%
LYP2.DE
Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist)
7.84%15.46%22.97%23.48%-21.40%28.77%16.56%27.52%-8.44%19.40%

Correlation

The correlation between QDVF.DE and LYP2.DE is -0.17, 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

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

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

0.21

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 LYP2.DE shifts across timeframes, from -0.17 (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. LYP2.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: 3535
Overall Rank
QDVF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
QDVF.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
QDVF.DE Omega Ratio Rank: 3535
Omega Ratio Rank
QDVF.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
QDVF.DE Martin Ratio Rank: 3333
Martin Ratio Rank

LYP2.DE
LYP2.DE Risk / Return Rank: 5252
Overall Rank
LYP2.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LYP2.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
LYP2.DE Omega Ratio Rank: 4949
Omega Ratio Rank
LYP2.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
LYP2.DE Martin Ratio Rank: 5757
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. LYP2.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 Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.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.DELYP2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.21

1.26

-0.06

Calmar ratioReturn relative to maximum drawdown

1.59

2.04

-0.45

Martin ratioReturn relative to average drawdown

4.18

8.21

-4.04

QDVF.DE vs. LYP2.DE - Sharpe Ratio Comparison

The current QDVF.DE Sharpe Ratio is 1.12, which is comparable to the LYP2.DE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of QDVF.DE and LYP2.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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Drawdowns

QDVF.DE vs. LYP2.DE - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.82%, which is greater than LYP2.DE's maximum drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and LYP2.DE.


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Drawdown Indicators


QDVF.DELYP2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.82%

-33.94%

-31.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-8.67%

-8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-27.15%

-18.39%

-8.76%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-25.88%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-65.82%

-33.94%

-31.88%

Current Drawdown

Current decline from peak

-16.28%

-1.53%

-14.75%

Average Drawdown

Average peak-to-trough decline

-17.81%

-4.51%

-13.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.58%

2.16%

+4.42%

Volatility

QDVF.DE vs. LYP2.DE - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 6.33% compared to Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.DE) at 4.05%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than LYP2.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.DELYP2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

4.05%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

20.92%

9.28%

+11.64%

Volatility (1Y)

Calculated over the trailing 1-year period

24.49%

12.13%

+12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.11%

16.05%

+11.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.65%

16.16%

+13.49%

QDVF.DE vs. LYP2.DE - Expense Ratio Comparison

QDVF.DE has a 0.15% expense ratio, which is higher than LYP2.DE's 0.07% 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. LYP2.DE - Dividend Comparison

QDVF.DE has not paid dividends to shareholders, while LYP2.DE's dividend yield for the trailing twelve months is around 0.92%.


PositionTTM202520242023202220212020201920182017
LYP2.DE
Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist)
0.92%0.99%1.27%1.04%2.05%1.11%1.43%1.67%1.99%1.69%
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%

Frequently Asked Questions


QDVF.DE and LYP2.DE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP2.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP2.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVF.DE.

QDVF.DE is categorized as Energy Equities, while LYP2.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while LYP2.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 0.07% for LYP2.DE.

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