QDVH.DE vs. SPGI
Compare and contrast key facts about iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) and S&P Global Inc. (SPGI).
QDVH.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials. It was launched on Nov 20, 2015.
Performance
QDVH.DE vs. SPGI - Performance Comparison
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QDVH.DE vs. SPGI - 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) | -8.65% | 3.01% | 37.13% | 8.44% | -6.23% | 48.50% | -12.20% | 35.41% | -10.71% | 7.92% |
SPGI S&P Global Inc. | -17.20% | -6.84% | 21.46% | 28.81% | -23.95% | 55.51% | 11.39% | 65.93% | 6.13% | 39.74% |
Different Trading Currencies
QDVH.DE is traded in EUR, while SPGI is traded in USD. To make them comparable, the SPGI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVH.DE achieves a -8.65% return, which is significantly higher than SPGI's -17.20% return. Over the past 10 years, QDVH.DE has underperformed SPGI with an annualized return of 11.95%, while SPGI has yielded a comparatively higher 16.56% annualized return.
QDVH.DE
- 1D
- 1.25%
- 1M
- -1.91%
- YTD
- -8.65%
- 6M
- -5.77%
- 1Y
- -5.88%
- 3Y*
- 14.78%
- 5Y*
- 9.54%
- 10Y*
- 11.95%
SPGI
- 1D
- -0.14%
- 1M
- -3.03%
- YTD
- -17.20%
- 6M
- -10.09%
- 1Y
- -21.72%
- 3Y*
- 5.81%
- 5Y*
- 4.47%
- 10Y*
- 16.56%
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Return for Risk
QDVH.DE vs. SPGI — Risk / Return Rank
QDVH.DE
SPGI
QDVH.DE vs. SPGI - 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 S&P Global Inc. (SPGI). 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 | SPGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.30 | -0.70 | +0.40 |
Sortino ratioReturn per unit of downside risk | -0.28 | -0.78 | +0.50 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.88 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.66 | +0.19 |
Martin ratioReturn relative to average drawdown | -1.23 | -1.62 | +0.39 |
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 | SPGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | -0.70 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.19 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.63 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.41 | +0.05 |
Correlation
The correlation between QDVH.DE and SPGI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QDVH.DE vs. SPGI - Dividend Comparison
QDVH.DE has not paid dividends to shareholders, while SPGI's dividend yield for the trailing twelve months is around 0.91%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Drawdowns
QDVH.DE vs. SPGI - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, smaller than the maximum SPGI drawdown of -72.84%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and SPGI.
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Drawdown Indicators
| QDVH.DE | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -74.67% | +32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -30.48% | +15.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -39.76% | +18.04% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -39.76% | -2.63% |
Current DrawdownCurrent decline from peak | -13.66% | -24.18% | +10.52% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -15.16% | +7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 12.19% | -7.33% |
Volatility
QDVH.DE vs. SPGI - Volatility Comparison
The current volatility for iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) is 4.48%, while S&P Global Inc. (SPGI) has a volatility of 7.27%. This indicates that QDVH.DE experiences smaller price fluctuations and is considered to be less risky than SPGI 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 | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 7.27% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 23.73% | -13.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 31.01% | -11.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 24.01% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 26.29% | -5.30% |