QDVH.DE vs. EPRA.L
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) are both exchange-traded funds - QDVH.DE is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials, while EPRA.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 5 years, QDVH.DE returned 8.98%/yr vs 1.90%/yr for EPRA.L. A 0.50 correlation means they provide meaningful diversification when combined. QDVH.DE charges 0.15%/yr vs 0.10%/yr for EPRA.L.
Performance
QDVH.DE vs. EPRA.L - Performance Comparison
Loading charts...
Different Trading Currencies
QDVH.DE is traded in EUR, while EPRA.L is traded in GBp. To make them comparable, the EPRA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVH.DE achieves a -4.21% return, which is significantly lower than EPRA.L's 7.76% return.
QDVH.DE
- 1D
- 3.16%
- 1M
- 1.56%
- YTD
- -4.21%
- 6M
- -2.14%
- 1Y
- 2.40%
- 3Y*
- 15.33%
- 5Y*
- 8.98%
- 10Y*
- 11.95%
EPRA.L
- 1D
- 0.15%
- 1M
- -2.47%
- YTD
- 7.76%
- 6M
- 7.55%
- 1Y
- 10.01%
- 3Y*
- 5.96%
- 5Y*
- 1.90%
- 10Y*
- —
QDVH.DE vs. EPRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.21% | 3.01% | 37.13% | 8.44% | -6.23% | 48.50% | -12.20% | 35.41% | -10.71% | 9.76% |
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR | 7.76% | -2.26% | 6.20% | 6.61% | -20.35% | 36.15% | -16.77% | 24.98% | -1.96% | -0.34% |
Correlation
The correlation between QDVH.DE and EPRA.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2017 | 0.50 |
The correlation between QDVH.DE and EPRA.L shifts across timeframes, from 0.39 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVH.DE vs. EPRA.L — Risk / Return Rank
QDVH.DE
EPRA.L
QDVH.DE vs. EPRA.L - 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 Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L). 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.
| QDVH.DE | EPRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.22 | -1.07 |
| Martin ratioReturn relative to average drawdown | 0.33 | 4.02 | -3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVH.DE | EPRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 0.91 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.13 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.19 | +0.29 |
Drawdowns
QDVH.DE vs. EPRA.L - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, roughly equal to the maximum EPRA.L drawdown of -42.22%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and EPRA.L.
Loading charts...
Drawdown Indicators
| QDVH.DE | EPRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -42.22% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -8.05% | -4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -19.06% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -29.92% | +8.20% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | — | — |
Current DrawdownCurrent decline from peak | -9.46% | -6.58% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -11.64% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 2.45% | +3.10% |
Volatility
QDVH.DE vs. EPRA.L - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) has a higher volatility of 4.30% compared to Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) at 3.04%. This indicates that QDVH.DE's price experiences larger fluctuations and is considered to be riskier than EPRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVH.DE | EPRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.04% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 8.22% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 10.74% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 14.36% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 16.41% | +4.49% |
QDVH.DE vs. EPRA.L - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is higher than EPRA.L's 0.10% 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
QDVH.DE vs. EPRA.L - Dividend Comparison
Neither QDVH.DE nor EPRA.L has paid dividends to shareholders.
Frequently Asked Questions
QDVH.DE and EPRA.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVH.DE.
QDVH.DE is categorized as Financials Equities, while EPRA.L is REIT. QDVH.DE tracks S&P 500 Capped 35/20 Financials, while EPRA.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVH.DE and 0.10% for EPRA.L.
Find the right allocation for QDVH.DE and EPRA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer