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QDVH.DE vs. AMEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVH.DE vs. AMEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) and Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.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, QDVH.DE achieves a 5.35% return, which is significantly lower than AMEA.DE's 23.16% return. Over the past 10 years, QDVH.DE has outperformed AMEA.DE with an annualized return of 12.64%, while AMEA.DE has yielded a comparatively lower 9.38% annualized return.


QDVH.DE

1D
-0.27%
1M
5.73%
6M
7.21%
YTD
5.35%
1Y
10.55%
3Y*
17.20%
5Y*
11.28%
10Y*
12.64%
ALL TIME*
10.52%

AMEA.DE

1D
1.55%
1M
-9.94%
6M
15.40%
YTD
23.16%
1Y
37.53%
3Y*
20.56%
5Y*
7.81%
10Y*
9.38%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVH.DE vs. AMEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVH.DE
iShares S&P 500 Financials Sector UCITS ETF (Acc)
5.35%2.98%37.18%8.42%-6.23%48.61%-12.31%35.60%-10.80%7.95%
AMEA.DE
Amundi MSCI Emerging Markets Asia UCITS ETF EUR
23.16%18.02%18.95%3.13%-15.22%1.46%15.62%22.11%-12.33%25.52%

Correlation

The correlation between QDVH.DE and AMEA.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.44

Over the past year, the correlation between QDVH.DE and AMEA.DE has dropped to 0.14 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

QDVH.DE vs. AMEA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVH.DE
QDVH.DE Risk / Return Rank: 2424
Overall Rank
QDVH.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
QDVH.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
QDVH.DE Omega Ratio Rank: 2525
Omega Ratio Rank
QDVH.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
QDVH.DE Martin Ratio Rank: 2222
Martin Ratio Rank

AMEA.DE
AMEA.DE Risk / Return Rank: 7070
Overall Rank
AMEA.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AMEA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AMEA.DE Omega Ratio Rank: 6969
Omega Ratio Rank
AMEA.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMEA.DE Martin Ratio Rank: 7070
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.

QDVH.DE vs. AMEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) and Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QDVH.DEAMEA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratioReturn relative to maximum drawdown

0.82

2.83

-2.01

Martin ratioReturn relative to average drawdown

1.88

9.19

-7.32

QDVH.DE vs. AMEA.DE - Sharpe Ratio Comparison

The current QDVH.DE Sharpe Ratio is 0.73, which is lower than the AMEA.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of QDVH.DE and AMEA.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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Drawdowns

QDVH.DE vs. AMEA.DE - Drawdown Comparison

The maximum QDVH.DE drawdown since its inception was -42.38%, which is greater than AMEA.DE's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and AMEA.DE.


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Drawdown Indicators


QDVH.DEAMEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.38%

-35.43%

-6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-13.20%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.74%

-20.46%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

-27.47%

+5.73%

Max Drawdown (10Y)

Largest decline over 10 years

-42.38%

-33.29%

-9.09%

Current Drawdown

Current decline from peak

-0.68%

-11.86%

+11.18%

Average Drawdown

Average peak-to-trough decline

-8.21%

-10.78%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

4.07%

+1.53%

Volatility

QDVH.DE vs. AMEA.DE - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 3.69%, while Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) has a volatility of 10.01%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than AMEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVH.DEAMEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

10.01%

-6.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

19.59%

-9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

22.25%

-7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

18.90%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

19.20%

+2.47%

QDVH.DE vs. AMEA.DE - Expense Ratio Comparison

QDVH.DE has a 0.15% expense ratio, which is lower than AMEA.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

QDVH.DE vs. AMEA.DE - Dividend Comparison

Neither QDVH.DE nor AMEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVH.DE and AMEA.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVH.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for AMEA.DE.

QDVH.DE is categorized as Financials Equities, while AMEA.DE is Asia Pacific Equities. QDVH.DE tracks S&P 500 Capped 35/20 Financials, while AMEA.DE tracks MSCI Emerging Markets Asia. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVH.DE and 0.20% for AMEA.DE.

Portfolio Optimizer

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