QDVH.DE vs. SC0Y.DE
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) are both Financials Equities funds - QDVH.DE tracks the S&P 500 Capped 35/20 Financials while SC0Y.DE tracks the STOXX® Europe 600 Optimised Insurance. Both are passively managed. Over the past 10 years, QDVH.DE returned 11.95%/yr vs 10.75%/yr for SC0Y.DE. A 0.64 correlation means they provide meaningful diversification when combined. QDVH.DE charges 0.15%/yr vs 0.20%/yr for SC0Y.DE.
Performance
QDVH.DE vs. SC0Y.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 SC0Y.DE's -2.77% return. Over the past 10 years, QDVH.DE has outperformed SC0Y.DE with an annualized return of 11.95%, while SC0Y.DE has yielded a comparatively lower 10.75% 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%
SC0Y.DE
- 1D
- 0.26%
- 1M
- -4.21%
- YTD
- -2.77%
- 6M
- 2.84%
- 1Y
- 2.27%
- 3Y*
- 17.89%
- 5Y*
- 13.84%
- 10Y*
- 10.75%
QDVH.DE vs. SC0Y.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% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.77% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -7.85% | 10.14% |
Correlation
The correlation between QDVH.DE and SC0Y.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.64 |
The correlation between QDVH.DE and SC0Y.DE shifts across timeframes, from 0.47 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVH.DE vs. SC0Y.DE — Risk / Return Rank
QDVH.DE
SC0Y.DE
QDVH.DE vs. SC0Y.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 Invesco European Insurance Sector UCITS ETF Acc (SC0Y.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 | SC0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.04 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 0.35 | -0.21 |
| Martin ratioReturn relative to average drawdown | 0.33 | 0.71 | -0.38 |
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 | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 0.17 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.82 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.54 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.52 | -0.04 |
Drawdowns
QDVH.DE vs. SC0Y.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, smaller than the maximum SC0Y.DE drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and SC0Y.DE.
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Drawdown Indicators
| QDVH.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -46.88% | +4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -7.02% | -5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -12.60% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -18.89% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -46.88% | +4.49% |
Current DrawdownCurrent decline from peak | -9.46% | -5.41% | -4.05% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -7.14% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 3.49% | +2.06% |
Volatility
QDVH.DE vs. SC0Y.DE - Volatility Comparison
The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.30%, while Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) has a volatility of 4.60%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than SC0Y.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 | SC0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.60% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 11.38% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 14.86% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 16.61% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 19.86% | +1.04% |
QDVH.DE vs. SC0Y.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than SC0Y.DE's 0.20% 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. SC0Y.DE - Dividend Comparison
Neither QDVH.DE nor SC0Y.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVH.DE and SC0Y.DE have a correlation of 0.54, 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 0.20% for SC0Y.DE.
QDVH.DE tracks S&P 500 Capped 35/20 Financials, while SC0Y.DE tracks STOXX® Europe 600 Optimised Insurance. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVH.DE and 0.20% for SC0Y.DE.
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