QDVF.DE vs. XUEN.DE
QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) and XUEN.DE (Xtrackers MSCI USA Energy UCITS ETF 1D) are both Energy Equities funds - QDVF.DE tracks the S&P 500 Capped 35/20 Energy while XUEN.DE tracks the MSCI USA Energy 20/35 Custom. Both are passively managed. Over the past 5 years, QDVF.DE returned 21.44%/yr vs 21.22%/yr for XUEN.DE. With a 1.00 correlation, they move nearly in lockstep. QDVF.DE charges 0.15%/yr vs 0.12%/yr for XUEN.DE.
Performance
QDVF.DE vs. XUEN.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QDVF.DE having a 32.71% return and XUEN.DE slightly lower at 32.35%.
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%
XUEN.DE
- 1D
- -0.40%
- 1M
- 4.10%
- YTD
- 32.35%
- 6M
- 28.01%
- 1Y
- 43.05%
- 3Y*
- 14.05%
- 5Y*
- 21.22%
- 10Y*
- —
QDVF.DE vs. XUEN.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% | 10.93% |
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 32.35% | -3.28% | 10.56% | -3.66% | 71.12% | 65.12% | -40.59% | 12.55% | -14.61% | 11.19% |
Correlation
The correlation between QDVF.DE and XUEN.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 1.00 |
The correlation between QDVF.DE and XUEN.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
QDVF.DE vs. XUEN.DE — Risk / Return Rank
QDVF.DE
XUEN.DE
QDVF.DE vs. XUEN.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 MSCI USA Energy UCITS ETF 1D (XUEN.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 | XUEN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.44 | +0.10 |
| Martin ratioReturn relative to average drawdown | 7.98 | 7.67 | +0.32 |
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 | XUEN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.76 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.79 | 0.00 |
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 | 0.36 | -0.08 |
Drawdowns
QDVF.DE vs. XUEN.DE - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, roughly equal to the maximum XUEN.DE drawdown of -64.67%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and XUEN.DE.
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Drawdown Indicators
| QDVF.DE | XUEN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -64.67% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.23% | -17.12% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -27.13% | -26.63% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.13% | -26.63% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -65.81% | — | — |
Current DrawdownCurrent decline from peak | -8.92% | -9.21% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -16.97% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 5.46% | +0.03% |
Volatility
QDVF.DE vs. XUEN.DE - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) have volatilities of 7.70% and 7.71%, 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.DE | XUEN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 7.71% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 20.26% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 23.74% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 26.62% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 29.68% | -1.00% |
QDVF.DE vs. XUEN.DE - Expense Ratio Comparison
QDVF.DE has a 0.15% expense ratio, which is higher than XUEN.DE's 0.12% expense ratio. However, 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. XUEN.DE - Dividend Comparison
QDVF.DE has not paid dividends to shareholders, while XUEN.DE's dividend yield for the trailing twelve months is around 2.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 2.07% | 2.80% | 2.64% | 3.22% | 3.89% | 3.12% | 7.28% | 2.72% | 0.71% |
Frequently Asked Questions
With a correlation of 1.00, QDVF.DE and XUEN.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, XUEN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUEN.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for QDVF.DE.
QDVF.DE tracks S&P 500 Capped 35/20 Energy, while XUEN.DE tracks MSCI USA Energy 20/35 Custom. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for QDVF.DE and 0.12% for XUEN.DE.
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