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QDVF.DE vs. SPY1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVF.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SPY1.DE's 2.00% return. Over the past 10 years, QDVF.DE has outperformed SPY1.DE with an annualized return of 8.97%, while SPY1.DE has yielded a comparatively lower 7.35% 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%

SPY1.DE

1D
-0.18%
1M
-0.80%
YTD
2.00%
6M
1.78%
1Y
-0.66%
3Y*
4.28%
5Y*
5.96%
10Y*
7.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVF.DE vs. SPY1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
2.00%-7.26%20.46%-3.91%0.94%34.70%-10.69%29.65%3.67%2.32%

Correlation

The correlation between QDVF.DE and SPY1.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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

0.32

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

0.29

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

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.37

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Return for Risk

QDVF.DE vs. SPY1.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: 5151
Overall Rank
QDVF.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QDVF.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
QDVF.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVF.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QDVF.DE Martin Ratio Rank: 4848
Martin Ratio Rank

SPY1.DE
SPY1.DE Risk / Return Rank: 77
Overall Rank
SPY1.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 77
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 77
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. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.DESPY1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.32

0.98

+0.33

Calmar ratioReturn relative to maximum drawdown

2.54

-0.23

+2.76

Martin ratioReturn relative to average drawdown

7.98

-0.48

+8.47

QDVF.DE vs. SPY1.DE - Sharpe Ratio Comparison

The current QDVF.DE Sharpe Ratio is 1.82, which is higher than the SPY1.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of QDVF.DE and SPY1.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.


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Sharpe Ratios by Period


QDVF.DESPY1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

-0.15

+1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.47

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.52

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.69

-0.41

Drawdowns

QDVF.DE vs. SPY1.DE - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than SPY1.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and SPY1.DE.


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Drawdown Indicators


QDVF.DESPY1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-35.30%

-30.51%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-6.77%

-10.46%

Max Drawdown (3Y)

Largest decline over 3 years

-27.13%

-14.59%

-12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-16.32%

-10.81%

Max Drawdown (10Y)

Largest decline over 10 years

-65.81%

-35.30%

-30.51%

Current Drawdown

Current decline from peak

-8.92%

-11.45%

+2.53%

Average Drawdown

Average peak-to-trough decline

-17.41%

-6.16%

-11.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

3.15%

+2.34%

Volatility

QDVF.DE vs. SPY1.DE - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.46%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than SPY1.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.DESPY1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

3.46%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

20.43%

7.38%

+13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

10.25%

+13.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

12.47%

+14.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

14.00%

+14.68%

QDVF.DE vs. SPY1.DE - Expense Ratio Comparison

QDVF.DE has a 0.15% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.


Dividends

QDVF.DE vs. SPY1.DE - Dividend Comparison

Neither QDVF.DE nor SPY1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVF.DE and SPY1.DE have a correlation of 0.27, 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 0.35% for SPY1.DE.

QDVF.DE is categorized as Energy Equities, while SPY1.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QDVF.DE and 0.35% for SPY1.DE.

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