SP2Q.DE vs. QDVF.DE
SP2Q.DE (Invesco S&P 500 Equal Weight UCITS ETF Acc) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - SP2Q.DE is a S&P 500 fund tracking the S&P 500® Equal Weight, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 5 years, SP2Q.DE returned 9.25%/yr vs 21.44%/yr for QDVF.DE. At a 0.44 correlation, their price movements are largely independent. SP2Q.DE charges 0.20%/yr vs 0.15%/yr for QDVF.DE.
Performance
SP2Q.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SP2Q.DE achieves a 10.37% return, which is significantly lower than QDVF.DE's 32.71% return.
SP2Q.DE
- 1D
- 0.28%
- 1M
- 4.59%
- YTD
- 10.37%
- 6M
- 10.95%
- 1Y
- 17.59%
- 3Y*
- 12.12%
- 5Y*
- 9.25%
- 10Y*
- —
QDVF.DE
- 1D
- -0.53%
- 1M
- -0.30%
- YTD
- 32.71%
- 6M
- 29.55%
- 1Y
- 43.90%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
SP2Q.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SP2Q.DE Invesco S&P 500 Equal Weight UCITS ETF Acc | 10.37% | -0.55% | 18.83% | 9.91% | -6.71% | 31.98% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -3.70% | 72.13% | 25.79% |
Correlation
The correlation between SP2Q.DE and QDVF.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2021 | 0.44 |
Over the past year, the correlation between SP2Q.DE and QDVF.DE has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
SP2Q.DE vs. QDVF.DE — Risk / Return Rank
SP2Q.DE
QDVF.DE
SP2Q.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.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.
| SP2Q.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 2.54 | +0.89 |
| Martin ratioReturn relative to average drawdown | 10.24 | 7.98 | +2.26 |
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
| SP2Q.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.82 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.79 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.28 | +0.46 |
Drawdowns
SP2Q.DE vs. QDVF.DE - Drawdown Comparison
The maximum SP2Q.DE drawdown since its inception was -22.73%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for SP2Q.DE and QDVF.DE.
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Drawdown Indicators
| SP2Q.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.73% | -65.81% | +43.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -17.23% | +12.12% |
Max Drawdown (3Y)Largest decline over 3 years | -22.73% | -27.13% | +4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -22.73% | -27.13% | +4.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.92% | +8.92% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -17.41% | +12.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 5.49% | -3.78% |
Volatility
SP2Q.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) is 2.04%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that SP2Q.DE experiences smaller price fluctuations and is considered to be less risky 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
| SP2Q.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 7.70% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 6.81% | 20.43% | -13.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 24.05% | -13.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 26.95% | -12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 28.68% | -13.24% |
SP2Q.DE vs. QDVF.DE - Expense Ratio Comparison
SP2Q.DE has a 0.20% expense ratio, which is higher than QDVF.DE's 0.15% 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
SP2Q.DE vs. QDVF.DE - Dividend Comparison
Neither SP2Q.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
SP2Q.DE and QDVF.DE have a correlation of 0.19, 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 0.20% for SP2Q.DE.
SP2Q.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. SP2Q.DE tracks S&P 500® Equal Weight, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SP2Q.DE and 0.15% for QDVF.DE.
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