QDVH.DE vs. EXV1.DE
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) are both Financials Equities funds from iShares - QDVH.DE tracks the S&P 500 Capped 35/20 Financials while EXV1.DE tracks the STOXX® Europe 600 Banks. Both are passively managed. Over the past 10 years, QDVH.DE returned 11.95%/yr vs 14.23%/yr for EXV1.DE. A 0.63 correlation means they provide meaningful diversification when combined. QDVH.DE charges 0.15%/yr vs 0.47%/yr for EXV1.DE.
Performance
QDVH.DE vs. EXV1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVH.DE achieves a -4.21% return, which is significantly lower than EXV1.DE's 7.43% return. Over the past 10 years, QDVH.DE has underperformed EXV1.DE with an annualized return of 11.95%, while EXV1.DE has yielded a comparatively higher 14.23% annualized 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%
EXV1.DE
- 1D
- 0.48%
- 1M
- 2.19%
- YTD
- 7.43%
- 6M
- 15.31%
- 1Y
- 39.88%
- 3Y*
- 42.40%
- 5Y*
- 27.92%
- 10Y*
- 14.23%
QDVH.DE vs. EXV1.DE - 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% | 7.92% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 7.43% | 77.02% | 32.97% | 26.28% | 1.84% | 37.98% | -24.54% | 15.17% | -25.82% | 11.63% |
Correlation
The correlation between QDVH.DE and EXV1.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.63 |
The correlation between QDVH.DE and EXV1.DE shifts across timeframes, from 0.44 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVH.DE vs. EXV1.DE — Risk / Return Rank
QDVH.DE
EXV1.DE
QDVH.DE vs. EXV1.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 iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.
| QDVH.DE | EXV1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.31 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 2.55 | -2.41 |
| Martin ratioReturn relative to average drawdown | 0.33 | 8.70 | -8.37 |
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
| QDVH.DE | EXV1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.85 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 1.21 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.10 | +0.38 |
Drawdowns
QDVH.DE vs. EXV1.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, smaller than the maximum EXV1.DE drawdown of -82.30%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and EXV1.DE.
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Drawdown Indicators
| QDVH.DE | EXV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -82.30% | +39.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -16.03% | +3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -20.12% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -28.12% | +6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -56.14% | +13.75% |
Current DrawdownCurrent decline from peak | -9.46% | -1.37% | -8.09% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -44.64% | +36.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 4.71% | +0.84% |
Volatility
QDVH.DE vs. EXV1.DE - Volatility Comparison
The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.30%, while iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a volatility of 5.77%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than EXV1.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.DE | EXV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.77% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 17.93% | -7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 22.06% | -7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 22.83% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 25.03% | -4.13% |
QDVH.DE vs. EXV1.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than EXV1.DE's 0.47% expense ratio.
Dividends
QDVH.DE vs. EXV1.DE - Dividend Comparison
QDVH.DE has not paid dividends to shareholders, while EXV1.DE's dividend yield for the trailing twelve months is around 3.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.59% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVH.DE and EXV1.DE have a correlation of 0.47, 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 0.47% for EXV1.DE.
QDVH.DE tracks S&P 500 Capped 35/20 Financials, while EXV1.DE tracks STOXX® Europe 600 Banks. Their fees differ too: 0.15% for QDVH.DE and 0.47% for EXV1.DE.
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