QDVF.DE vs. LYP2.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and LYP2.DE (Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist)) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while LYP2.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 7.79%/yr vs 12.62%/yr for LYP2.DE. At a 0.37 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.07%/yr for LYP2.DE.
Performance
QDVF.DE vs. LYP2.DE - Performance Comparison
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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%
QDVF.DE vs. LYP2.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) | 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
QDVF.DE
LYP2.DE
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.DE | LYP2.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | LYP2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -16.28% | -1.53% | -14.75% |
Average DrawdownAverage peak-to-trough decline | -17.81% | -4.51% | -13.30% |
Ulcer IndexDepth 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.DE | LYP2.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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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