QDVF.DE vs. XDEW.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, QDVF.DE returned 8.97%/yr vs 11.25%/yr for XDEW.DE. A 0.57 correlation means they provide meaningful diversification when combined. QDVF.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
QDVF.DE vs. XDEW.DE - Performance Comparison
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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 XDEW.DE's 10.39% return. Over the past 10 years, QDVF.DE has underperformed XDEW.DE with an annualized return of 8.97%, while XDEW.DE has yielded a comparatively higher 11.25% 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%
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
QDVF.DE vs. XDEW.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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.25% | -4.52% | 4.00% |
Correlation
The correlation between QDVF.DE and XDEW.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.57 |
Over the past year, the correlation between QDVF.DE and XDEW.DE has dropped to 0.18 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
QDVF.DE vs. XDEW.DE — Risk / Return Rank
QDVF.DE
XDEW.DE
QDVF.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 3.51 | -0.97 |
| Martin ratioReturn relative to average drawdown | 7.98 | 10.36 | -2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVF.DE | XDEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.66 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.61 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.66 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.68 | -0.40 |
Drawdowns
QDVF.DE vs. XDEW.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and XDEW.DE.
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Drawdown Indicators
| QDVF.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -38.79% | -27.02% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -5.06% | -12.17% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -22.70% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -22.70% | -4.43% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | -38.79% | -27.02% |
Current DrawdownCurrent decline from peak | -8.92% | 0.00% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -5.39% | -12.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 1.72% | +3.77% |
Volatility
QDVF.DE vs. XDEW.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a higher volatility of 7.70% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.06%. This indicates that QDVF.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 2.06% | +5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 6.75% | +13.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 10.70% | +13.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 14.89% | +12.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 16.86% | +11.82% |
QDVF.DE vs. XDEW.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither QDVF.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVF.DE and XDEW.DE have a correlation of 0.18, 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 0.20% for XDEW.DE.
QDVF.DE is categorized as Energy Equities, while XDEW.DE is S&P 500. QDVF.DE tracks S&P 500 Capped 35/20 Energy, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for QDVF.DE and 0.20% for XDEW.DE.
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