QDVW.DE vs. ^GSPC
QDVW.DE (iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist) is Global Equity Income fund tracking the MSCI World High Dividend Yield Advanced Select Index USD, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, QDVW.DE returned 13.06%/yr vs 12.53%/yr for ^GSPC. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
QDVW.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
QDVW.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVW.DE achieves a 17.15% return, which is significantly higher than ^GSPC's 11.08% return.
QDVW.DE
- 1D
- 0.36%
- 1M
- 2.48%
- YTD
- 17.15%
- 6M
- 17.98%
- 1Y
- 32.48%
- 3Y*
- 17.47%
- 5Y*
- 13.06%
- 10Y*
- —
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
QDVW.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist | 17.15% | 10.66% | 16.53% | 12.94% | -1.69% | 26.00% | -9.08% | 26.35% | -3.56% | -9.66% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 2.53% |
Correlation
The correlation between QDVW.DE and ^GSPC is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.52 |
The correlation between QDVW.DE and ^GSPC has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
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Return for Risk
QDVW.DE vs. ^GSPC — Risk / Return Rank
QDVW.DE
^GSPC
QDVW.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDVW.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.35 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | 3.17 | +2.48 |
| Martin ratioReturn relative to average drawdown | 21.44 | 11.71 | +9.73 |
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Drawdowns
QDVW.DE vs. ^GSPC - Drawdown Comparison
The maximum QDVW.DE drawdown since its inception was -31.56%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for QDVW.DE and ^GSPC.
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Drawdown Indicators
| QDVW.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.56% | -51.62% | +20.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -7.57% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -23.99% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.69% | -23.99% | +5.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.08% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -9.08% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.04% | -0.53% |
Volatility
QDVW.DE vs. ^GSPC - Volatility Comparison
The current volatility for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) is 2.56%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that QDVW.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVW.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.97% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 9.16% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.50% | 12.60% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 16.86% | -4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.42% | 18.61% | -4.19% |
Frequently Asked Questions
QDVW.DE and ^GSPC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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