QDVF.DE vs. ^NDX
Compare and contrast key facts about iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) and NASDAQ 100 (^NDX).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDVF.DE or ^NDX.
Key characteristics
| QDVF.DE | ^NDX | |
|---|---|---|
| YTD Return | 17.03% | 25.50% |
| 1Y Return | 15.61% | 39.04% |
| 3Y Return (Ann) | 23.58% | 9.22% |
| 5Y Return (Ann) | 14.46% | 20.70% |
| Sharpe Ratio | 0.77 | 2.14 |
| Sortino Ratio | 1.13 | 2.83 |
| Omega Ratio | 1.15 | 1.38 |
| Calmar Ratio | 0.77 | 2.79 |
| Martin Ratio | 2.12 | 10.09 |
| Ulcer Index | 6.95% | 3.76% |
| Daily Std Dev | 18.97% | 17.69% |
| Max Drawdown | -65.81% | -82.90% |
| Current Drawdown | -3.60% | 0.00% |
Correlation
The correlation between QDVF.DE and ^NDX is 0.13, 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. ^NDX - Performance Comparison
In the year-to-date period, QDVF.DE achieves a 17.03% return, which is significantly lower than ^NDX's 25.50% 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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Risk-Adjusted Performance
QDVF.DE vs. ^NDX - 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 NASDAQ 100 (^NDX). 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.
Drawdowns
QDVF.DE vs. ^NDX - Drawdown Comparison
The maximum QDVF.DE drawdown since its inception was -65.81%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for QDVF.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
QDVF.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) is 4.35%, while NASDAQ 100 (^NDX) has a volatility of 5.17%. This indicates that QDVF.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.