QDVH.DE vs. WF1E.DE
QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - QDVH.DE tracks the S&P 500 Capped 35/20 Financials while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, QDVH.DE returned 15.33%/yr vs 20.18%/yr for WF1E.DE. Their correlation of 0.90 suggests significant overlap in exposure. QDVH.DE charges 0.15%/yr vs 0.18%/yr for WF1E.DE.
Performance
QDVH.DE vs. WF1E.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 WF1E.DE's 1.34% 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%
WF1E.DE
- 1D
- 1.98%
- 1M
- 1.45%
- YTD
- 1.34%
- 6M
- 5.57%
- 1Y
- 10.72%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
QDVH.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.21% | 3.01% | 37.13% | 14.47% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between QDVH.DE and WF1E.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.90 |
The correlation between QDVH.DE and WF1E.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
QDVH.DE vs. WF1E.DE — Risk / Return Rank
QDVH.DE
WF1E.DE
QDVH.DE vs. WF1E.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 S&P World Financials ESG UCITS ETF Acc (WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.15 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.19 | -1.05 |
| Martin ratioReturn relative to average drawdown | 0.33 | 3.65 | -3.32 |
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 | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 0.84 | -0.71 |
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 | 1.34 | -0.86 |
Drawdowns
QDVH.DE vs. WF1E.DE - Drawdown Comparison
The maximum QDVH.DE drawdown since its inception was -42.39%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for QDVH.DE and WF1E.DE.
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Drawdown Indicators
| QDVH.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -19.97% | -22.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -8.92% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.72% | -19.97% | -1.75% |
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% | -0.87% | -8.59% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -2.63% | -5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 2.92% | +2.63% |
Volatility
QDVH.DE vs. WF1E.DE - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) has a higher volatility of 4.30% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) at 3.46%. This indicates that QDVH.DE's price experiences larger fluctuations and is considered to be riskier than WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.46% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 9.46% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 12.69% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 14.49% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.90% | 14.49% | +6.41% |
QDVH.DE vs. WF1E.DE - Expense Ratio Comparison
QDVH.DE has a 0.15% expense ratio, which is lower than WF1E.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. WF1E.DE - Dividend Comparison
Neither QDVH.DE nor WF1E.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVH.DE and WF1E.DE have a correlation of 0.90, 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 WF1E.DE.
QDVH.DE tracks S&P 500 Capped 35/20 Financials, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVH.DE and 0.18% for WF1E.DE.
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