QDVH.DE vs. G2X.DE
Compare and contrast key facts about iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) and VanEck Gold Miners UCITS ETF (G2X.DE).
QDVH.DE and G2X.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVH.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials. It was launched on Nov 20, 2015. G2X.DE is a passively managed fund by VanEck that tracks the performance of the NYSE Arca Gold Miners. It was launched on Mar 25, 2015. Both QDVH.DE and G2X.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QDVH.DE vs. G2X.DE - Performance Comparison
Loading graphics...
QDVH.DE vs. G2X.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) | -8.53% | 3.01% | 37.13% | 8.44% | -6.23% | 48.50% | -12.20% | 35.41% | -10.71% | 7.92% |
G2X.DE VanEck Gold Miners UCITS ETF | 8.75% | 131.13% | 17.55% | 5.59% | -0.02% | -4.26% | 13.26% | 40.97% | -4.37% | -5.31% |
Returns By Period
In the year-to-date period, QDVH.DE achieves a -8.53% return, which is significantly lower than G2X.DE's 8.75% return. Over the past 10 years, QDVH.DE has underperformed G2X.DE with an annualized return of 11.98%, while G2X.DE has yielded a comparatively higher 17.79% annualized return.
QDVH.DE
- 1D
- 1.38%
- 1M
- -1.62%
- YTD
- -8.53%
- 6M
- -4.97%
- 1Y
- -5.86%
- 3Y*
- 14.81%
- 5Y*
- 9.56%
- 10Y*
- 11.98%
G2X.DE
- 1D
- -2.28%
- 1M
- -10.71%
- YTD
- 8.75%
- 6M
- 29.38%
- 1Y
- 95.54%
- 3Y*
- 40.56%
- 5Y*
- 25.32%
- 10Y*
- 17.79%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QDVH.DE vs. G2X.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than G2X.DE's 0.53% expense ratio.
Return for Risk
QDVH.DE vs. G2X.DE — Risk / Return Rank
QDVH.DE
G2X.DE
QDVH.DE vs. G2X.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 VanEck Gold Miners UCITS ETF (G2X.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 | G2X.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.30 | 2.24 | -2.53 |
Sortino ratioReturn per unit of downside risk | -0.28 | 2.56 | -2.84 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.35 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | 3.49 | -3.50 |
Martin ratioReturn relative to average drawdown | -0.02 | 12.22 | -12.25 |
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 graphics...
Sharpe Ratios by Period
| QDVH.DE | G2X.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | 2.24 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.77 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.01 |
Correlation
The correlation between QDVH.DE and G2X.DE is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
QDVH.DE vs. G2X.DE - Dividend Comparison
Neither QDVH.DE nor G2X.DE has paid dividends to shareholders.
Drawdowns
QDVH.DE vs. G2X.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, smaller than the maximum G2X.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and G2X.DE.
Loading graphics...
Drawdown Indicators
| QDVH.DE | G2X.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -46.04% | +3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -27.90% | +15.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -38.55% | +16.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -46.04% | +3.65% |
Current DrawdownCurrent decline from peak | -13.55% | -15.76% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -19.93% | +12.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 7.97% | -3.21% |
Volatility
QDVH.DE vs. G2X.DE - Volatility Comparison
The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.34%, while VanEck Gold Miners UCITS ETF (G2X.DE) has a volatility of 17.86%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than G2X.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QDVH.DE | G2X.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 17.86% | -13.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 36.00% | -25.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 42.52% | -22.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 32.57% | -14.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 32.41% | -11.42% |