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QDVH.DE vs. IBC3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVH.DE vs. IBC3.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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 IBC3.DE's 19.41% 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%

IBC3.DE

1D
-0.16%
1M
-8.74%
6M
11.86%
YTD
19.41%
1Y
32.37%
3Y*
17.88%
5Y*
7.67%
10Y*
ALL TIME*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVH.DE vs. IBC3.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-9.62%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
19.41%17.06%13.96%7.10%-13.77%6.90%7.20%21.13%-27.74%

Correlation

The correlation between QDVH.DE and IBC3.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.27

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

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.42

Over the past year, the correlation between QDVH.DE and IBC3.DE has dropped to 0.12 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

QDVH.DE vs. IBC3.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

IBC3.DE
IBC3.DE Risk / Return Rank: 6464
Overall Rank
IBC3.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IBC3.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
IBC3.DE Omega Ratio Rank: 6060
Omega Ratio Rank
IBC3.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IBC3.DE Martin Ratio Rank: 6767
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. IBC3.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 Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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.DEIBC3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.13

1.27

-0.14

Calmar ratioReturn relative to maximum drawdown

0.82

2.96

-2.14

Martin ratioReturn relative to average drawdown

1.88

8.80

-6.92

QDVH.DE vs. IBC3.DE - Sharpe Ratio Comparison

The current QDVH.DE Sharpe Ratio is 0.73, which is lower than the IBC3.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of QDVH.DE and IBC3.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. IBC3.DE - Drawdown Comparison

The maximum QDVH.DE drawdown since its inception was -42.38%, which is greater than IBC3.DE's maximum drawdown of -40.21%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and IBC3.DE.


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Drawdown Indicators


QDVH.DEIBC3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.38%

-40.21%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-10.87%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-21.74%

-19.06%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

-22.10%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-42.38%

Current Drawdown

Current decline from peak

-0.68%

-10.20%

+9.52%

Average Drawdown

Average peak-to-trough decline

-8.21%

-12.90%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

3.67%

+1.93%

Volatility

QDVH.DE vs. IBC3.DE - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 3.69%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) has a volatility of 8.54%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than IBC3.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.DEIBC3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

8.54%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

19.42%

-9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

21.79%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

17.37%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

20.01%

+1.66%

QDVH.DE vs. IBC3.DE - Expense Ratio Comparison

QDVH.DE has a 0.15% expense ratio, which is lower than IBC3.DE's 0.18% 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. IBC3.DE - Dividend Comparison

QDVH.DE has not paid dividends to shareholders, while IBC3.DE's dividend yield for the trailing twelve months is around 1.70%.


PositionTTM20252024202320222021202020192018
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.70%1.97%2.22%2.52%3.25%1.84%1.81%2.30%1.79%
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%

Frequently Asked Questions


QDVH.DE and IBC3.DE have a correlation of 0.12, 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 0.18% for IBC3.DE.

QDVH.DE is categorized as Financials Equities, while IBC3.DE is Emerging Markets Equities. QDVH.DE tracks S&P 500 Capped 35/20 Financials, while IBC3.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.15% for QDVH.DE and 0.18% for IBC3.DE.

Portfolio Optimizer

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