RENW.DE vs. QDVF.DE
RENW.DE (L&G Clean Energy UCITS ETF) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both Energy Equities funds - RENW.DE tracks the Solactive Clean Energy while QDVF.DE tracks the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 5 years, RENW.DE returned 9.15%/yr vs 21.44%/yr for QDVF.DE. At a 0.24 correlation, their price movements are largely independent. RENW.DE charges 0.49%/yr vs 0.15%/yr for QDVF.DE.
Performance
RENW.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, RENW.DE achieves a 43.00% return, which is significantly higher than QDVF.DE's 32.71% return.
RENW.DE
- 1D
- -1.77%
- 1M
- 4.00%
- YTD
- 43.00%
- 6M
- 41.28%
- 1Y
- 80.41%
- 3Y*
- 15.60%
- 5Y*
- 9.15%
- 10Y*
- —
QDVF.DE
- 1D
- -0.53%
- 1M
- 4.38%
- YTD
- 32.71%
- 6M
- 28.30%
- 1Y
- 45.00%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
RENW.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RENW.DE L&G Clean Energy UCITS ETF | 43.00% | 35.27% | -9.64% | -11.30% | -3.32% | 1.09% | 18.53% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -3.70% | 72.13% | 67.92% | 9.71% |
Correlation
The correlation between RENW.DE and QDVF.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.24 |
The correlation between RENW.DE and QDVF.DE shifts across timeframes, from -0.06 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RENW.DE vs. QDVF.DE — Risk / Return Rank
RENW.DE
QDVF.DE
RENW.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Clean Energy UCITS ETF (RENW.DE) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.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.
| RENW.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.32 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 9.22 | 2.54 | +6.68 |
| Martin ratioReturn relative to average drawdown | 34.50 | 7.98 | +26.52 |
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
| RENW.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.49 | 1.82 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.79 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.28 | +0.21 |
Drawdowns
RENW.DE vs. QDVF.DE - Drawdown Comparison
The maximum RENW.DE drawdown since its inception was -43.93%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for RENW.DE and QDVF.DE.
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Drawdown Indicators
| RENW.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -65.81% | +21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -17.23% | +8.60% |
Max Drawdown (3Y)Largest decline over 3 years | -35.00% | -27.13% | -7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -42.30% | -27.13% | -15.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | -3.64% | -8.92% | +5.28% |
Average DrawdownAverage peak-to-trough decline | -17.33% | -17.41% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 5.49% | -3.18% |
Volatility
RENW.DE vs. QDVF.DE - Volatility Comparison
L&G Clean Energy UCITS ETF (RENW.DE) has a higher volatility of 8.24% compared to iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) at 7.70%. This indicates that RENW.DE's price experiences larger fluctuations and is considered to be riskier than QDVF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RENW.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.24% | 7.70% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 20.43% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 24.05% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 26.95% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.48% | 28.68% | -6.20% |
RENW.DE vs. QDVF.DE - Expense Ratio Comparison
RENW.DE has a 0.49% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio.
Dividends
RENW.DE vs. QDVF.DE - Dividend Comparison
Neither RENW.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
RENW.DE and QDVF.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVF.DE is cheaper with a 0.15% expense ratio, compared with 0.49% for RENW.DE.
RENW.DE tracks Solactive Clean Energy, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.49% for RENW.DE and 0.15% for QDVF.DE.
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