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

Performance

QDVH.DE vs. SPGI - 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 S&P Global Inc. (SPGI). The values are adjusted to include any dividend payments, if applicable.

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QDVH.DE vs. SPGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QDVH.DE vs. SPGI — 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: 55
Overall Rank
QDVH.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
QDVH.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
QDVH.DE Omega Ratio Rank: 66
Omega Ratio Rank
QDVH.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
QDVH.DE Martin Ratio Rank: 22
Martin Ratio Rank

SPGI
SPGI Risk / Return Rank: 1818
Overall Rank
SPGI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 1818
Sortino Ratio Rank
SPGI Omega Ratio Rank: 1616
Omega Ratio Rank
SPGI Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPGI Martin Ratio Rank: 1515
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. 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.DESPGIDifference

Sharpe ratio

Return per unit of total volatility

-0.30

-0.70

+0.40

Sortino ratio

Return per unit of downside risk

-0.28

-0.78

+0.50

Omega ratio

Gain probability vs. loss probability

0.96

0.88

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.47

-0.66

+0.19

Martin ratio

Return relative to average drawdown

-1.23

-1.62

+0.39

QDVH.DE vs. SPGI - Sharpe Ratio Comparison

The current QDVH.DE Sharpe Ratio is -0.30, which is higher than the SPGI Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of QDVH.DE and SPGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QDVH.DESPGIDifference

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%.


TTM20252024202320222021202020192018201720162015
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.DESPGIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.66%

-24.18%

+10.52%

Average Drawdown

Average peak-to-trough decline

-7.84%

-15.16%

+7.32%

Ulcer Index

Depth 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.DESPGIDifference

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%