QDVH.DE vs. IS3N.DE
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - QDVH.DE is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials, while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Both are passively managed. Over the past 10 years, QDVH.DE returned 11.95%/yr vs 10.00%/yr for IS3N.DE. At a 0.48 correlation, their price movements are largely independent. QDVH.DE charges 0.15%/yr vs 0.18%/yr for IS3N.DE.
Performance
QDVH.DE vs. IS3N.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 IS3N.DE's 25.82% return. Over the past 10 years, QDVH.DE has outperformed IS3N.DE with an annualized return of 11.95%, while IS3N.DE has yielded a comparatively lower 10.00% 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%
IS3N.DE
- 1D
- -1.45%
- 1M
- 3.11%
- YTD
- 25.82%
- 6M
- 26.34%
- 1Y
- 45.77%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
QDVH.DE vs. IS3N.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% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 25.82% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
Correlation
The correlation between QDVH.DE and IS3N.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.48 |
Over the past year, the correlation between QDVH.DE and IS3N.DE has dropped to 0.26 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
QDVH.DE vs. IS3N.DE — Risk / Return Rank
QDVH.DE
IS3N.DE
QDVH.DE vs. IS3N.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 (Acc) (IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.49 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 4.42 | -4.28 |
| Martin ratioReturn relative to average drawdown | 0.33 | 16.00 | -15.67 |
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 | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.69 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.53 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.55 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.44 | +0.04 |
Drawdowns
QDVH.DE vs. IS3N.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and IS3N.DE.
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Drawdown Indicators
| QDVH.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -35.06% | -7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -10.52% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -19.17% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -22.01% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -32.51% | -9.88% |
Current DrawdownCurrent decline from peak | -9.46% | -2.49% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -9.30% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 2.91% | +2.64% |
Volatility
QDVH.DE vs. IS3N.DE - Volatility Comparison
The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.30%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 7.16% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 14.69% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 17.32% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 16.19% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 18.04% | +2.86% |
QDVH.DE vs. IS3N.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than IS3N.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. IS3N.DE - Dividend Comparison
Neither QDVH.DE nor IS3N.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVH.DE and IS3N.DE have a correlation of 0.26, 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 IS3N.DE.
QDVH.DE is categorized as Financials Equities, while IS3N.DE is Emerging Markets Equities. QDVH.DE tracks S&P 500 Capped 35/20 Financials, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.15% for QDVH.DE and 0.18% for IS3N.DE.
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