QDVF.DE vs. SPY1.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility. Both are passively managed. Over the past 10 years, QDVF.DE returned 8.97%/yr vs 7.35%/yr for SPY1.DE. At a 0.36 correlation, their price movements are largely independent. QDVF.DE charges 0.15%/yr vs 0.35%/yr for SPY1.DE.
Performance
QDVF.DE vs. SPY1.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 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%
QDVF.DE vs. SPY1.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% |
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 |
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. SPY1.DE — Risk / Return Rank
QDVF.DE
SPY1.DE
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.DE | SPY1.DE | Difference | |
|---|---|---|---|
| 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 |
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 | SPY1.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| QDVF.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.92% | -11.45% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -6.16% | -11.25% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| QDVF.DE | SPY1.DE | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for QDVF.DE and SPY1.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