QDVR.DE vs. SPYL.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - QDVR.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, QDVR.DE returned 22.43% vs 25.61% for SPYL.DE. Their correlation of 0.89 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.03%/yr for SPYL.DE.
Performance
QDVR.DE vs. SPYL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVR.DE achieves a 14.85% return, which is significantly higher than SPYL.DE's 11.37% return.
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
SPYL.DE
- 1D
- -0.15%
- 1M
- 5.19%
- YTD
- 11.37%
- 6M
- 11.41%
- 1Y
- 25.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVR.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 11.07% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between QDVR.DE and SPYL.DE is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.89 |
The correlation between QDVR.DE and SPYL.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. SPYL.DE — Risk / Return Rank
QDVR.DE
SPYL.DE
QDVR.DE vs. SPYL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.
| QDVR.DE | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.58 | -0.49 |
| Martin ratioReturn relative to average drawdown | 10.29 | 12.72 | -2.44 |
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
| QDVR.DE | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.21 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.54 | -0.64 |
Drawdowns
QDVR.DE vs. SPYL.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and SPYL.DE.
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Drawdown Indicators
| QDVR.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -23.27% | -9.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -7.13% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -3.24% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.01% | +0.17% |
Volatility
QDVR.DE vs. SPYL.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVR.DE | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.66% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 7.57% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.52% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 14.61% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 14.61% | +1.73% |
QDVR.DE vs. SPYL.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is higher than SPYL.DE's 0.03% 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
QDVR.DE vs. SPYL.DE - Dividend Comparison
Neither QDVR.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and SPYL.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.20% for QDVR.DE.
QDVR.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for QDVR.DE and 0.03% for SPYL.DE.
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