QDVF.DE vs. OIGS.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and OIGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist) are both Energy Equities funds - QDVF.DE tracks the S&P 500 Capped 35/20 Energy while OIGS.DE tracks the STOXX® Europe 600 Energy ESG+. Both are passively managed. Over the past 10 years, QDVF.DE returned 8.97%/yr vs 11.77%/yr for OIGS.DE. A 0.73 correlation means they provide meaningful diversification when combined. QDVF.DE charges 0.15%/yr vs 0.30%/yr for OIGS.DE.
Performance
QDVF.DE vs. OIGS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QDVF.DE having a 32.71% return and OIGS.DE slightly lower at 31.26%. Over the past 10 years, QDVF.DE has underperformed OIGS.DE with an annualized return of 8.97%, while OIGS.DE has yielded a comparatively higher 11.77% 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%
OIGS.DE
- 1D
- -1.01%
- 1M
- -2.54%
- YTD
- 31.26%
- 6M
- 31.09%
- 1Y
- 64.03%
- 3Y*
- 23.41%
- 5Y*
- 20.84%
- 10Y*
- 11.77%
QDVF.DE vs. OIGS.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% |
OIGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist | 31.26% | 44.50% | -2.05% | -0.33% | 28.77% | 21.04% | -21.67% | 11.28% | -0.73% | 1.38% |
Correlation
The correlation between QDVF.DE and OIGS.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.73 |
The correlation between QDVF.DE and OIGS.DE shifts across timeframes, from 0.54 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVF.DE vs. OIGS.DE — Risk / Return Rank
QDVF.DE
OIGS.DE
QDVF.DE vs. OIGS.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 STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.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 | OIGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.63 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 9.84 | -7.31 |
| Martin ratioReturn relative to average drawdown | 7.98 | 34.28 | -26.30 |
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 | OIGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 3.79 | -1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.94 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.50 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.27 | +0.01 |
Drawdowns
QDVF.DE vs. OIGS.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than OIGS.DE's maximum drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and OIGS.DE.
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Drawdown Indicators
| QDVF.DE | OIGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -55.79% | -10.02% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -6.49% | -10.74% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -21.44% | -5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -21.44% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | -55.79% | -10.02% |
Current DrawdownCurrent decline from peak | -8.92% | -4.67% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -10.56% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 1.87% | +3.62% |
Volatility
QDVF.DE vs. OIGS.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) at 5.97%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than OIGS.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 | OIGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 5.97% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 13.24% | +7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 16.88% | +7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 21.81% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 23.75% | +4.93% |
QDVF.DE vs. OIGS.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than OIGS.DE's 0.30% expense ratio.
Dividends
QDVF.DE vs. OIGS.DE - Dividend Comparison
QDVF.DE has not paid dividends to shareholders, while OIGS.DE's dividend yield for the trailing twelve months is around 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
OIGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist | 2.88% | 3.78% | 4.78% | 0.00% | 3.66% | 4.17% | 7.35% | 4.04% | 4.04% | 1.97% |
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 OIGS.DE have a correlation of 0.54, 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 0.30% for OIGS.DE.
QDVF.DE tracks S&P 500 Capped 35/20 Energy, while OIGS.DE tracks STOXX® Europe 600 Energy ESG+. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVF.DE and 0.30% for OIGS.DE.
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