QDVH.DE vs. WELY.DE
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and WELY.DE (Amundi S&P Global Financials ESG UCITS ETF EUR Dist) are both Financials Equities funds - QDVH.DE tracks the S&P 500 Capped 35/20 Financials while WELY.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. Both are passively managed. Over the past 3 years, QDVH.DE returned 15.33%/yr vs 21.58%/yr for WELY.DE. Their correlation of 0.89 suggests significant overlap in exposure. QDVH.DE charges 0.15%/yr vs 0.18%/yr for WELY.DE.
Performance
QDVH.DE vs. WELY.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 WELY.DE's 1.63% 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%
WELY.DE
- 1D
- 1.93%
- 1M
- 1.30%
- YTD
- 1.63%
- 6M
- 5.73%
- 1Y
- 13.90%
- 3Y*
- 21.58%
- 5Y*
- —
- 10Y*
- —
QDVH.DE vs. WELY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.21% | 3.01% | 37.13% | 8.44% | 2.33% |
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 1.63% | 17.51% | 33.70% | 12.61% | 9.80% |
Correlation
The correlation between QDVH.DE and WELY.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.89 |
The correlation between QDVH.DE and WELY.DE has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.
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Return for Risk
QDVH.DE vs. WELY.DE — Risk / Return Rank
QDVH.DE
WELY.DE
QDVH.DE vs. WELY.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 Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.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 | WELY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.44 | -1.30 |
| Martin ratioReturn relative to average drawdown | 0.33 | 4.49 | -4.16 |
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 | WELY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.01 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 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 | 1.36 | -0.88 |
Drawdowns
QDVH.DE vs. WELY.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, which is greater than WELY.DE's maximum drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and WELY.DE.
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Drawdown Indicators
| QDVH.DE | WELY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -19.85% | -22.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -9.52% | -3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -19.85% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | — | — |
Current DrawdownCurrent decline from peak | -9.46% | -0.70% | -8.76% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -3.17% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 3.06% | +2.49% |
Volatility
QDVH.DE vs. WELY.DE - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) has a higher volatility of 4.30% compared to Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) at 3.50%. This indicates that QDVH.DE's price experiences larger fluctuations and is considered to be riskier than WELY.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 | WELY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.50% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 10.32% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 13.60% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 14.95% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 14.95% | +5.95% |
QDVH.DE vs. WELY.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than WELY.DE's 0.18% 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. WELY.DE - Dividend Comparison
QDVH.DE has not paid dividends to shareholders, while WELY.DE's dividend yield for the trailing twelve months is around 2.11%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 2.11% | 2.01% | 1.54% | 0.25% |
Frequently Asked Questions
QDVH.DE and WELY.DE have a correlation of 0.89, 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 0.18% for WELY.DE.
QDVH.DE tracks S&P 500 Capped 35/20 Financials, while WELY.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVH.DE and 0.18% for WELY.DE.
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