SPY5.DE vs. QDVF.DE
SPY5.DE (SPDR S&P 500 UCITS ETF) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - SPY5.DE is a S&P 500 fund tracking the S&P 500 Index, 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, SPY5.DE returned 15.13%/yr vs 8.97%/yr for QDVF.DE. At a 0.46 correlation, their price movements are largely independent. SPY5.DE charges 0.03%/yr vs 0.15%/yr for QDVF.DE.
Performance
SPY5.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY5.DE achieves a 11.39% return, which is significantly lower than QDVF.DE's 32.71% return. Over the past 10 years, SPY5.DE has outperformed QDVF.DE with an annualized return of 15.13%, while QDVF.DE has yielded a comparatively lower 8.97% annualized return.
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
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%
SPY5.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
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 SPY5.DE and QDVF.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.46 |
The correlation between SPY5.DE and QDVF.DE shifts across timeframes, from -0.01 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPY5.DE vs. QDVF.DE — Risk / Return Rank
SPY5.DE
QDVF.DE
SPY5.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.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.
| SPY5.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.54 | +1.03 |
| Martin ratioReturn relative to average drawdown | 12.77 | 7.98 | +4.79 |
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
| SPY5.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 1.82 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.79 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.31 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.28 | +0.69 |
Drawdowns
SPY5.DE vs. QDVF.DE - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and QDVF.DE.
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Drawdown Indicators
| SPY5.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.86% | -65.81% | +31.95% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -17.23% | +10.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -27.13% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -27.13% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.86% | -65.81% | +31.95% |
Current DrawdownCurrent decline from peak | -0.44% | -8.92% | +8.48% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -17.41% | +13.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 5.49% | -3.49% |
Volatility
SPY5.DE vs. QDVF.DE - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 2.66%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that SPY5.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
| SPY5.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 7.70% | -5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 20.43% | -12.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 24.05% | -12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 26.95% | -11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 28.68% | -12.61% |
SPY5.DE vs. QDVF.DE - Expense Ratio Comparison
SPY5.DE has a 0.03% expense ratio, which is lower than QDVF.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPY5.DE vs. QDVF.DE - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 0.89%, while QDVF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
Frequently Asked Questions
SPY5.DE and QDVF.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for QDVF.DE.
SPY5.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. SPY5.DE tracks S&P 500 Index, 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: 0.03% for SPY5.DE and 0.15% for QDVF.DE.
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