PortfoliosLab logoPortfoliosLab logo
QDVF.DE vs. SMLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVF.DE vs. SMLD.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QDVF.DE achieves a 21.96% return, which is significantly higher than SMLD.DE's 19.81% return. Over the past 10 years, QDVF.DE has outperformed SMLD.DE with an annualized return of 7.79%, while SMLD.DE has yielded a comparatively lower 6.59% 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%

SMLD.DE

1D
0.81%
1M
-1.44%
6M
18.91%
YTD
19.81%
1Y
15.83%
3Y*
15.35%
5Y*
17.25%
10Y*
6.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVF.DE vs. SMLD.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%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
19.81%-8.84%28.79%15.50%39.45%46.81%-37.59%12.61%-11.81%-19.80%

Correlation

The correlation between QDVF.DE and SMLD.DE is 0.75, 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

0.75

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

0.71

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.72

The correlation between QDVF.DE and SMLD.DE has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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. SMLD.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

SMLD.DE
SMLD.DE Risk / Return Rank: 3030
Overall Rank
SMLD.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2727
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 2929
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. SMLD.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.DESMLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

1.59

1.63

-0.04

Martin ratioReturn relative to average drawdown

4.18

3.59

+0.59

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

The current QDVF.DE Sharpe Ratio is 1.12, which is comparable to the SMLD.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QDVF.DE and SMLD.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.


Loading charts...

Drawdowns

QDVF.DE vs. SMLD.DE - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.82%, smaller than the maximum SMLD.DE drawdown of -83.65%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and SMLD.DE.


Loading charts...

Drawdown Indicators


QDVF.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.82%

-83.65%

+17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-9.68%

-7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-27.15%

-22.99%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-22.99%

-4.16%

Max Drawdown (10Y)

Largest decline over 10 years

-65.82%

-76.32%

+10.50%

Current Drawdown

Current decline from peak

-16.28%

-4.21%

-12.07%

Average Drawdown

Average peak-to-trough decline

-17.81%

-34.00%

+16.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.58%

4.40%

+2.18%

Volatility

QDVF.DE vs. SMLD.DE - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 6.33% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) at 4.56%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than SMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDVF.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

4.56%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

20.92%

13.00%

+7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.49%

16.45%

+8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.11%

20.31%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.65%

29.07%

+0.58%

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

QDVF.DE has a 0.15% expense ratio, which is lower than SMLD.DE's 0.50% expense ratio.


Dividends

QDVF.DE vs. SMLD.DE - Dividend Comparison

QDVF.DE has not paid dividends to shareholders, while SMLD.DE's dividend yield for the trailing twelve months is around 7.76%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.76%8.45%7.99%8.81%8.09%8.24%11.54%9.90%9.70%8.60%7.76%9.80%

Frequently Asked Questions


QDVF.DE and SMLD.DE have a correlation of 0.75, 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 0.50% for SMLD.DE.

QDVF.DE tracks S&P 500 Capped 35/20 Energy, while SMLD.DE tracks Morningstar MLP Composite. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVF.DE and 0.50% for SMLD.DE.

Portfolio Optimizer

Find the right allocation for QDVF.DE and SMLD.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