QDVF.DE vs. VFEG.L
Compare and contrast key facts about iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L).
QDVF.DE and VFEG.L 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. VFEG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on Sep 24, 2019. Both QDVF.DE and VFEG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVF.DE or VFEG.L.
Key characteristics
| QDVF.DE | VFEG.L | |
|---|---|---|
| YTD Return | 19.48% | 12.72% |
| 1Y Return | 17.12% | 14.57% |
| 3Y Return (Ann) | 24.69% | 0.27% |
| 5Y Return (Ann) | 15.07% | 4.19% |
| Sharpe Ratio | 0.97 | 0.99 |
| Sortino Ratio | 1.37 | 1.50 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 0.95 | 0.66 |
| Martin Ratio | 2.60 | 5.18 |
| Ulcer Index | 6.94% | 2.44% |
| Daily Std Dev | 18.99% | 12.84% |
| Max Drawdown | -65.81% | -25.35% |
| Current Drawdown | -1.58% | -4.63% |
Correlation
The correlation between QDVF.DE and VFEG.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
QDVF.DE vs. VFEG.L - Performance Comparison
In the year-to-date period, QDVF.DE achieves a 19.48% return, which is significantly higher than VFEG.L's 12.72% 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. VFEG.L - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than VFEG.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
QDVF.DE vs. VFEG.L - 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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). 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. VFEG.L - Dividend Comparison
Neither QDVF.DE nor VFEG.L has paid dividends to shareholders.
Drawdowns
QDVF.DE vs. VFEG.L - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than VFEG.L's maximum drawdown of -25.35%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and VFEG.L. For additional features, visit the drawdowns tool.
Volatility
QDVF.DE vs. VFEG.L - Volatility Comparison
The current volatility for iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) is 3.88%, while Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) has a volatility of 5.18%. This indicates that QDVF.DE experiences smaller price fluctuations and is considered to be less risky than VFEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.