QDVH.DE vs. IUS2.DE
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) are both Financials Equities funds from iShares - QDVH.DE tracks the S&P 500 Capped 35/20 Financials while IUS2.DE tracks the S&P 900 Banks 7/4 Capped. Both are passively managed. Over the past 5 years, QDVH.DE returned 8.98%/yr vs 5.75%/yr for IUS2.DE. Their correlation of 0.88 suggests significant overlap in exposure. QDVH.DE charges 0.15%/yr vs 0.35%/yr for IUS2.DE.
Performance
QDVH.DE vs. IUS2.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 IUS2.DE's 4.22% 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%
IUS2.DE
- 1D
- 3.48%
- 1M
- 0.42%
- YTD
- 4.22%
- 6M
- 7.63%
- 1Y
- 26.47%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
QDVH.DE vs. IUS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -11.69% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
Correlation
The correlation between QDVH.DE and IUS2.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.88 |
The correlation between QDVH.DE and IUS2.DE has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.
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Return for Risk
QDVH.DE vs. IUS2.DE — Risk / Return Rank
QDVH.DE
IUS2.DE
QDVH.DE vs. IUS2.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 S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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 | IUS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.22 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.74 | -1.59 |
| Martin ratioReturn relative to average drawdown | 0.33 | 4.72 | -4.38 |
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 | IUS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.22 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.21 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.20 | +0.28 |
Drawdowns
QDVH.DE vs. IUS2.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, smaller than the maximum IUS2.DE drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and IUS2.DE.
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Drawdown Indicators
| QDVH.DE | IUS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -49.73% | +7.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -14.73% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -32.32% | +10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -48.08% | +26.36% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | — | — |
Current DrawdownCurrent decline from peak | -9.46% | -3.92% | -5.54% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -16.24% | +8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 5.44% | +0.11% |
Volatility
QDVH.DE vs. IUS2.DE - Volatility Comparison
The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.30%, while iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a volatility of 5.80%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than IUS2.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 | IUS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.80% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 15.40% | -4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 20.99% | -6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 26.98% | -8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 30.10% | -9.20% |
QDVH.DE vs. IUS2.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than IUS2.DE's 0.35% expense ratio.
Dividends
QDVH.DE vs. IUS2.DE - Dividend Comparison
Neither QDVH.DE nor IUS2.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVH.DE and IUS2.DE have a correlation of 0.80, 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 0.35% for IUS2.DE.
QDVH.DE tracks S&P 500 Capped 35/20 Financials, while IUS2.DE tracks S&P 900 Banks 7/4 Capped. Their fees differ too: 0.15% for QDVH.DE and 0.35% for IUS2.DE.
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