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

Performance

QDVH.DE vs. IQQH.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 Global Clean Energy UCITS ETF USD (Dist) (IQQH.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 -4.21% return, which is significantly lower than IQQH.DE's 39.28% return. Both investments have delivered pretty close results over the past 10 years, with QDVH.DE having a 11.95% annualized return and IQQH.DE not far behind at 11.71%.


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%

IQQH.DE

1D
-1.81%
1M
8.45%
YTD
39.28%
6M
35.95%
1Y
78.04%
3Y*
5.37%
5Y*
2.58%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
39.28%29.83%-21.49%-22.15%0.84%-17.65%117.65%49.62%-4.26%7.71%

Correlation

The correlation between QDVH.DE and IQQH.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.25

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

0.33

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

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.41

Over the past year, the correlation between QDVH.DE and IQQH.DE has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

QDVH.DE vs. IQQH.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: 1111
Overall Rank
QDVH.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
QDVH.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
QDVH.DE Omega Ratio Rank: 1010
Omega Ratio Rank
QDVH.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
QDVH.DE Martin Ratio Rank: 1111
Martin Ratio Rank

IQQH.DE
IQQH.DE Risk / Return Rank: 8989
Overall Rank
IQQH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQQH.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQH.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQQH.DE Martin Ratio Rank: 8989
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. IQQH.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 Global Clean Energy UCITS ETF USD (Dist) (IQQH.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.DEIQQH.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.05

Sortino ratioReturn per unit of downside risk

-3.86

Omega ratioGain probability vs. loss probability

1.03

1.50

-0.47

Calmar ratioReturn relative to maximum drawdown

0.14

6.29

-6.14

Martin ratioReturn relative to average drawdown

0.33

19.88

-19.55

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

The current QDVH.DE Sharpe Ratio is 0.13, which is lower than the IQQH.DE Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of QDVH.DE and IQQH.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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Sharpe Ratios by Period


QDVH.DEIQQH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

3.18

-3.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.10

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

-0.01

+0.49

Drawdowns

QDVH.DE vs. IQQH.DE - Drawdown Comparison

The maximum QDVH.DE drawdown since its inception was -42.39%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and IQQH.DE.


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Drawdown Indicators


QDVH.DEIQQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.39%

-86.09%

+43.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-12.32%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-21.72%

-44.43%

+22.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-57.70%

+35.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

-63.78%

+21.39%

Current Drawdown

Current decline from peak

-9.46%

-24.01%

+14.55%

Average Drawdown

Average peak-to-trough decline

-7.90%

-59.78%

+51.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

3.90%

+1.65%

Volatility

QDVH.DE vs. IQQH.DE - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.30%, while iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a volatility of 9.79%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than IQQH.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.DEIQQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

9.79%

-5.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

18.31%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

24.37%

-9.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

24.69%

-6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.90%

25.08%

-4.18%

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

QDVH.DE has a 0.15% expense ratio, which is lower than IQQH.DE's 0.65% expense ratio.


Dividends

QDVH.DE vs. IQQH.DE - Dividend Comparison

QDVH.DE has not paid dividends to shareholders, while IQQH.DE's dividend yield for the trailing twelve months is around 0.94%.


PositionTTM20252024202320222021202020192018201720162015
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
0.94%1.53%1.32%1.23%0.83%1.23%0.56%2.89%3.30%4.82%4.72%2.86%
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 IQQH.DE have a correlation of 0.17, 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 0.65% for IQQH.DE.

QDVH.DE is categorized as Financials Equities, while IQQH.DE is Energy Equities. QDVH.DE tracks S&P 500 Capped 35/20 Financials, while IQQH.DE tracks S&P Global Clean Energy. Their fees differ too: 0.15% for QDVH.DE and 0.65% for IQQH.DE.

Portfolio Optimizer

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