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

Performance

QDVF.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

XDEW.DE
XDEW.DE Risk / Return Rank: 5555
Overall Rank
XDEW.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 5959
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. 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.DEXDEW.DEDifference
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

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

The current QDVF.DE Sharpe Ratio is 1.82, which is comparable to the XDEW.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of QDVF.DE and XDEW.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.DEXDEW.DEDifference

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.DEXDEW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.92%

0.00%

-8.92%

Average Drawdown

Average peak-to-trough decline

-17.41%

-5.39%

-12.02%

Ulcer Index

Depth 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.DEXDEW.DEDifference

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.


Tickers have no history of dividend payments

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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