QDVH.DE vs. VUAG.L
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) are both exchange-traded funds - QDVH.DE is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials, while VUAG.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, QDVH.DE returned 8.98%/yr vs 14.78%/yr for VUAG.L. A 0.66 correlation means they provide meaningful diversification when combined. QDVH.DE charges 0.15%/yr vs 0.07%/yr for VUAG.L.
Performance
QDVH.DE vs. VUAG.L - Performance Comparison
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Different Trading Currencies
QDVH.DE is traded in EUR, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L 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 -4.21% return, which is significantly lower than VUAG.L's 11.57% 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%
VUAG.L
- 1D
- -0.02%
- 1M
- 4.42%
- YTD
- 11.57%
- 6M
- 10.95%
- 1Y
- 25.81%
- 3Y*
- 18.86%
- 5Y*
- 14.78%
- 10Y*
- —
QDVH.DE vs. VUAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 14.80% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 11.57% | 3.66% | 33.47% | 22.20% | -13.58% | 39.49% | 184.70% | 12.82% |
Correlation
The correlation between QDVH.DE and VUAG.L is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 17, 2019 | 0.66 |
The correlation between QDVH.DE and VUAG.L has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
QDVH.DE vs. VUAG.L — Risk / Return Rank
QDVH.DE
VUAG.L
QDVH.DE vs. VUAG.L - 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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). 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 | VUAG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.42 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.61 | -3.47 |
| Martin ratioReturn relative to average drawdown | 0.33 | 13.17 | -12.84 |
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 | VUAG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.27 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.98 | -0.49 |
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 | 0.89 | -0.41 |
Drawdowns
QDVH.DE vs. VUAG.L - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, which is greater than VUAG.L's maximum drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and VUAG.L.
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Drawdown Indicators
| QDVH.DE | VUAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -33.02% | -9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -7.11% | -5.65% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -22.34% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -22.34% | +0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | — | — |
Current DrawdownCurrent decline from peak | -9.46% | -0.38% | -9.08% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -4.14% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 1.95% | +3.60% |
Volatility
QDVH.DE vs. VUAG.L - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) has a higher volatility of 4.30% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 2.15%. This indicates that QDVH.DE's price experiences larger fluctuations and is considered to be riskier than VUAG.L 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 | VUAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 2.15% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 7.44% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 11.31% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 15.10% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 36.41% | -15.51% |
QDVH.DE vs. VUAG.L - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is higher than VUAG.L's 0.07% expense ratio. However, 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. VUAG.L - Dividend Comparison
Neither QDVH.DE nor VUAG.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 71.39% |
Frequently Asked Questions
QDVH.DE and VUAG.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAG.L is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVH.DE.
QDVH.DE is categorized as Financials Equities, while VUAG.L is S&P 500. QDVH.DE tracks S&P 500 Capped 35/20 Financials, while VUAG.L tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for QDVH.DE and 0.07% for VUAG.L.
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