SPQB.DE vs. QDVF.DE
SPQB.DE (Global X S&P 500 Quarterly Buffer UCITS ETF) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - SPQB.DE is a S&P 500 fund tracking the Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 3 years, SPQB.DE returned 9.37%/yr vs 13.74%/yr for QDVF.DE. At a 0.32 correlation, their price movements are largely independent. SPQB.DE charges 0.50%/yr vs 0.15%/yr for QDVF.DE.
Performance
SPQB.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPQB.DE achieves a 5.30% return, which is significantly lower than QDVF.DE's 32.71% return.
SPQB.DE
- 1D
- -0.13%
- 1M
- 1.48%
- YTD
- 5.30%
- 6M
- 5.62%
- 1Y
- 10.99%
- 3Y*
- 9.37%
- 5Y*
- —
- 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%
SPQB.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPQB.DE Global X S&P 500 Quarterly Buffer UCITS ETF | 5.30% | -0.77% | 20.64% | 10.42% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -1.67% |
Correlation
The correlation between SPQB.DE and QDVF.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.32 |
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Return for Risk
SPQB.DE vs. QDVF.DE — Risk / Return Rank
SPQB.DE
QDVF.DE
SPQB.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.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.
| SPQB.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.54 | +1.00 |
| Martin ratioReturn relative to average drawdown | 9.14 | 7.98 | +1.16 |
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
| SPQB.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.82 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.28 | +0.83 |
Drawdowns
SPQB.DE vs. QDVF.DE - Drawdown Comparison
The maximum SPQB.DE drawdown since its inception was -16.15%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for SPQB.DE and QDVF.DE.
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Drawdown Indicators
| SPQB.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -65.81% | +49.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.10% | -17.23% | +14.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.15% | -27.13% | +10.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | -0.13% | -8.92% | +8.79% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -17.41% | +14.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 5.49% | -4.29% |
Volatility
SPQB.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) is 1.19%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that SPQB.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
| SPQB.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 7.70% | -6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 20.43% | -16.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 24.05% | -16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.54% | 26.95% | -17.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.54% | 28.68% | -19.14% |
SPQB.DE vs. QDVF.DE - Expense Ratio Comparison
SPQB.DE has a 0.50% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio.
Dividends
SPQB.DE vs. QDVF.DE - Dividend Comparison
Neither SPQB.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
SPQB.DE and QDVF.DE have a correlation of 0.24, 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 0.50% for SPQB.DE.
SPQB.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. SPQB.DE tracks Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for SPQB.DE and 0.15% for QDVF.DE.
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