QDVF.DE vs. SPPY.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and SPPY.DE (State Street SPDR S&P 500 Leaders UCITS ETF) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while SPPY.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Leaders Index. Both are passively managed. Over the past 5 years, QDVF.DE returned 21.44%/yr vs 15.63%/yr for SPPY.DE. At a 0.35 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.10%/yr for SPPY.DE.
Performance
QDVF.DE vs. SPPY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVF.DE achieves a 32.71% return, which is significantly higher than SPPY.DE's 11.08% 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%
SPPY.DE
- 1D
- 0.58%
- 1M
- 3.73%
- YTD
- 11.08%
- 6M
- 11.08%
- 1Y
- 28.14%
- 3Y*
- 18.87%
- 5Y*
- 15.63%
- 10Y*
- —
QDVF.DE vs. SPPY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 6.22% |
SPPY.DE State Street SPDR S&P 500 Leaders UCITS ETF | 11.08% | 4.44% | 32.87% | 26.92% | -14.47% | 41.09% | 8.04% | 4.57% |
Correlation
The correlation between QDVF.DE and SPPY.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.35 |
The correlation between QDVF.DE and SPPY.DE shifts across timeframes, from -0.00 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVF.DE vs. SPPY.DE — Risk / Return Rank
QDVF.DE
SPPY.DE
QDVF.DE vs. SPPY.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 State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.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 | SPPY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.44 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.21 | -1.68 |
| Martin ratioReturn relative to average drawdown | 7.98 | 16.03 | -8.05 |
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 | SPPY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.43 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.00 | -0.22 |
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 | 0.92 | -0.64 |
Drawdowns
QDVF.DE vs. SPPY.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than SPPY.DE's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and SPPY.DE.
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Drawdown Indicators
| QDVF.DE | SPPY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -33.31% | -32.50% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -6.71% | -10.52% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -23.82% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -23.82% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | — | — |
Current DrawdownCurrent decline from peak | -8.92% | 0.00% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -4.84% | -12.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 1.77% | +3.72% |
Volatility
QDVF.DE vs. SPPY.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to State Street SPDR S&P 500 Leaders UCITS ETF (SPPY.DE) at 2.69%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than SPPY.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 | SPPY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 2.69% | +5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 7.79% | +12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 11.62% | +12.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 15.43% | +11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 17.57% | +11.11% |
QDVF.DE vs. SPPY.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is higher than SPPY.DE's 0.10% 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. SPPY.DE - Dividend Comparison
Neither QDVF.DE nor SPPY.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and SPPY.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPY.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVF.DE.
QDVF.DE is categorized as Energy Equities, while SPPY.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while SPPY.DE tracks S&P 500 Scored & Screened Leaders Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QDVF.DE and 0.10% for SPPY.DE.
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