SPY1.DE vs. QDVF.DE
SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 10 years, SPY1.DE returned 7.35%/yr vs 8.97%/yr for QDVF.DE. At a 0.36 correlation, their price movements are largely independent. SPY1.DE charges 0.35%/yr vs 0.15%/yr for QDVF.DE.
Performance
SPY1.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY1.DE achieves a 2.00% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, SPY1.DE has underperformed QDVF.DE with an annualized return of 7.35%, while QDVF.DE has yielded a comparatively higher 8.97% annualized return.
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
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%
SPY1.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -3.70% | 72.13% | 67.92% | -40.24% | 13.02% | -14.92% | -13.30% |
Correlation
The correlation between SPY1.DE and QDVF.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.37 |
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Return for Risk
SPY1.DE vs. QDVF.DE — Risk / Return Rank
SPY1.DE
QDVF.DE
SPY1.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| SPY1.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.32 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 2.54 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.48 | 7.98 | -8.47 |
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
| SPY1.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 1.82 | -1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.79 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.31 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.28 | +0.41 |
Drawdowns
SPY1.DE vs. QDVF.DE - Drawdown Comparison
The maximum SPY1.DE drawdown since its inception was -35.30%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and QDVF.DE.
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Drawdown Indicators
| SPY1.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.30% | -65.81% | +30.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -17.23% | +10.46% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -27.13% | +12.54% |
Max Drawdown (5Y)Largest decline over 5 years | -16.32% | -27.13% | +10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | -65.81% | +30.51% |
Current DrawdownCurrent decline from peak | -11.45% | -8.92% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -17.41% | +11.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 5.49% | -2.34% |
Volatility
SPY1.DE vs. QDVF.DE - Volatility Comparison
The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) is 3.46%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that SPY1.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
| SPY1.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 7.70% | -4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 20.43% | -13.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 24.05% | -13.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 26.95% | -14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 28.68% | -14.68% |
SPY1.DE vs. QDVF.DE - Expense Ratio Comparison
SPY1.DE has a 0.35% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio.
Dividends
SPY1.DE vs. QDVF.DE - Dividend Comparison
Neither SPY1.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY1.DE and QDVF.DE have a correlation of 0.27, 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 0.35% for SPY1.DE.
SPY1.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. SPY1.DE tracks S&P 500 Low Volatility, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for SPY1.DE and 0.15% for QDVF.DE.
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