QDVF.DE vs. NQSE.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVF.DE returned 21.44%/yr vs 14.91%/yr for NQSE.DE. At a 0.18 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVF.DE vs. NQSE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVF.DE achieves a 32.71% return, which is significantly higher than NQSE.DE's 17.82% return.
QDVF.DE
- 1D
- -0.53%
- 1M
- -0.30%
- YTD
- 32.71%
- 6M
- 29.55%
- 1Y
- 43.90%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVF.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -19.08% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between QDVF.DE and NQSE.DE is -0.22, 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 | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.18 |
The correlation between QDVF.DE and NQSE.DE shifts across timeframes, from -0.22 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVF.DE vs. NQSE.DE — Risk / Return Rank
QDVF.DE
NQSE.DE
QDVF.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 3.08 | -0.54 |
| Martin ratioReturn relative to average drawdown | 7.98 | 10.77 | -2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVF.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.28 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.71 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.82 | -0.54 |
Drawdowns
QDVF.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than NQSE.DE's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and NQSE.DE.
Loading charts...
Drawdown Indicators
| QDVF.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -37.67% | -28.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -11.87% | -5.36% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -22.40% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -37.67% | +10.54% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | — | — |
Current DrawdownCurrent decline from peak | -8.92% | -0.84% | -8.08% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -8.56% | -8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 3.40% | +2.09% |
Volatility
QDVF.DE vs. NQSE.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVF.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 4.75% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 11.99% | +8.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 16.05% | +8.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 20.91% | +6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 21.54% | +7.14% |
QDVF.DE vs. NQSE.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVF.DE vs. NQSE.DE - Dividend Comparison
Neither QDVF.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and NQSE.DE have a correlation of -0.22, 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 0.33% for NQSE.DE.
QDVF.DE is categorized as Energy Equities, while NQSE.DE is Nasdaq-100. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for QDVF.DE and 0.33% for NQSE.DE.
Find the right allocation for QDVF.DE and NQSE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer