QDVF.DE vs. UMI
Compare and contrast key facts about iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and USCF Midstream Energy Income Fund ETF (UMI).
QDVF.DE and UMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVF.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Energy. It was launched on Nov 20, 2015. UMI is an actively managed fund by Wainwright, Inc.. It was launched on Mar 24, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVF.DE or UMI.
Key characteristics
| QDVF.DE | UMI | |
|---|---|---|
| YTD Return | 19.48% | 42.46% |
| 1Y Return | 17.12% | 46.43% |
| 3Y Return (Ann) | 24.69% | 23.53% |
| 5Y Return (Ann) | 15.07% | 17.66% |
| Sharpe Ratio | 0.97 | 3.76 |
| Sortino Ratio | 1.37 | 5.14 |
| Omega Ratio | 1.18 | 1.66 |
| Calmar Ratio | 0.95 | 8.30 |
| Martin Ratio | 2.60 | 30.20 |
| Ulcer Index | 6.94% | 1.60% |
| Daily Std Dev | 18.99% | 12.84% |
| Max Drawdown | -65.81% | -48.08% |
| Current Drawdown | -1.58% | -1.21% |
Correlation
The correlation between QDVF.DE and UMI is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QDVF.DE vs. UMI - Performance Comparison
In the year-to-date period, QDVF.DE achieves a 19.48% return, which is significantly lower than UMI's 42.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDVF.DE vs. UMI - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than UMI's 0.85% expense ratio.
Risk-Adjusted Performance
QDVF.DE vs. UMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and USCF Midstream Energy Income Fund ETF (UMI). 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.
Dividends
QDVF.DE vs. UMI - Dividend Comparison
QDVF.DE has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 3.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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% |
UMI USCF Midstream Energy Income Fund ETF | 3.99% | 4.67% | 4.78% | 3.37% | 2.18% | 2.47% | 2.48% | 0.15% |
Drawdowns
QDVF.DE vs. UMI - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and UMI. For additional features, visit the drawdowns tool.
Volatility
QDVF.DE vs. UMI - Volatility Comparison
The current volatility for iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) is 3.88%, while USCF Midstream Energy Income Fund ETF (UMI) has a volatility of 4.24%. This indicates that QDVF.DE experiences smaller price fluctuations and is considered to be less risky than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.