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

Performance

QDVF.DE vs. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with QDVF.DE having a 32.71% return and WDEE.DE slightly higher at 33.31%.


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%

WDEE.DE

1D
2.19%
1M
3.35%
YTD
33.31%
6M
28.18%
1Y
39.15%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
QDVF.DE
iShares S&P 500 Energy Sector UCITS ETF (Acc)
32.71%-2.67%9.20%-1.94%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%

Correlation

The correlation between QDVF.DE and WDEE.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.93

The correlation between QDVF.DE and WDEE.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

QDVF.DE vs. WDEE.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

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.54

2.94

-0.40

Martin ratioReturn relative to average drawdown

7.98

9.51

-1.52

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

The current QDVF.DE Sharpe Ratio is 1.82, which is comparable to the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of QDVF.DE and WDEE.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.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.75

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

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

0.69

-0.41

Drawdowns

QDVF.DE vs. WDEE.DE - Drawdown Comparison

The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and WDEE.DE.


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Drawdown Indicators


QDVF.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-23.77%

-42.04%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-12.42%

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-27.13%

-23.77%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

Max Drawdown (10Y)

Largest decline over 10 years

-65.81%

Current Drawdown

Current decline from peak

-8.92%

-4.37%

-4.55%

Average Drawdown

Average peak-to-trough decline

-17.41%

-7.19%

-10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

3.85%

+1.64%

Volatility

QDVF.DE vs. WDEE.DE - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) have volatilities of 7.70% and 7.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVF.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

7.54%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

20.43%

17.53%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

20.89%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

19.94%

+7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

19.94%

+8.74%

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

QDVF.DE has a 0.15% expense ratio, which is lower than WDEE.DE's 0.18% 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%.


Dividends

QDVF.DE vs. WDEE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, QDVF.DE and WDEE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.18% for WDEE.DE.

QDVF.DE tracks S&P 500 Capped 35/20 Energy, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVF.DE and 0.18% for WDEE.DE.

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