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SXRV.DE vs. QDVH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRV.DE vs. QDVH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than QDVH.DE's -4.21% return. Over the past 10 years, SXRV.DE has outperformed QDVH.DE with an annualized return of 21.24%, while QDVH.DE has yielded a comparatively lower 11.95% annualized return.


SXRV.DE

1D
-0.83%
1M
7.99%
YTD
20.57%
6M
18.73%
1Y
37.06%
3Y*
24.53%
5Y*
18.67%
10Y*
21.24%

QDVH.DE

1D
3.16%
1M
1.56%
YTD
-4.21%
6M
-2.14%
1Y
2.40%
3Y*
15.33%
5Y*
8.98%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRV.DE vs. QDVH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%
QDVH.DE
iShares S&P 500 Financials Sector UCITS ETF (Acc)
-4.21%3.01%37.13%8.44%-6.23%48.50%-12.20%35.41%-10.71%7.92%

Correlation

The correlation between SXRV.DE and QDVH.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.54

The correlation between SXRV.DE and QDVH.DE shifts across timeframes, from 0.39 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SXRV.DE vs. QDVH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
Martin Ratio Rank

QDVH.DE
QDVH.DE Risk / Return Rank: 1111
Overall Rank
QDVH.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
QDVH.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
QDVH.DE Omega Ratio Rank: 1010
Omega Ratio Rank
QDVH.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
QDVH.DE Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRV.DE vs. QDVH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.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.


SXRV.DEQDVH.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.42

1.03

+0.39

Calmar ratioReturn relative to maximum drawdown

3.75

0.14

+3.61

Martin ratioReturn relative to average drawdown

11.16

0.33

+10.83

SXRV.DE vs. QDVH.DE - Sharpe Ratio Comparison

The current SXRV.DE Sharpe Ratio is 2.40, which is higher than the QDVH.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SXRV.DE and QDVH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRV.DEQDVH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.13

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.49

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.57

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.48

+0.43

Drawdowns

SXRV.DE vs. QDVH.DE - Drawdown Comparison

The maximum SXRV.DE drawdown since its inception was -32.80%, smaller than the maximum QDVH.DE drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and QDVH.DE.


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Drawdown Indicators


SXRV.DEQDVH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-42.39%

+9.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-12.76%

+2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-21.72%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-21.72%

-9.61%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

-42.39%

+11.06%

Current Drawdown

Current decline from peak

-0.83%

-9.46%

+8.63%

Average Drawdown

Average peak-to-trough decline

-6.56%

-7.90%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

5.55%

-2.17%

Volatility

SXRV.DE vs. QDVH.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) have volatilities of 4.26% and 4.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRV.DEQDVH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.30%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

10.53%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

14.63%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

18.23%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

20.90%

-1.25%

SXRV.DE vs. QDVH.DE - Expense Ratio Comparison

SXRV.DE has a 0.36% expense ratio, which is higher than QDVH.DE's 0.15% expense ratio.


Dividends

SXRV.DE vs. QDVH.DE - Dividend Comparison

Neither SXRV.DE nor QDVH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRV.DE and QDVH.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVH.DE is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.

SXRV.DE is categorized as Nasdaq-100, while QDVH.DE is Financials Equities. SXRV.DE tracks NASDAQ-100 Index, while QDVH.DE tracks S&P 500 Capped 35/20 Financials. Their fees differ too: 0.36% for SXRV.DE and 0.15% for QDVH.DE.

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