SXRV.DE vs. QDVH.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while QDVH.DE is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.24%/yr vs 11.95%/yr for QDVH.DE. A 0.54 correlation means they provide meaningful diversification when combined. SXRV.DE charges 0.36%/yr vs 0.15%/yr for QDVH.DE.
Performance
SXRV.DE vs. QDVH.DE - Performance Comparison
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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%
SXRV.DE vs. QDVH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SXRV.DE
QDVH.DE
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.DE | QDVH.DE | Difference | |
|---|---|---|---|
| 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 |
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
| SXRV.DE | QDVH.DE | Difference | |
|---|---|---|---|
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.DE | QDVH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.83% | -9.46% | +8.63% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -7.90% | +1.34% |
Ulcer IndexDepth 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.DE | QDVH.DE | Difference | |
|---|---|---|---|
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.
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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