VFEG.L vs. QDVF.DE
VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - VFEG.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 5 years, VFEG.L returned 6.12%/yr vs 21.61%/yr for QDVF.DE. At a 0.24 correlation, their price movements are largely independent. VFEG.L charges 0.22%/yr vs 0.15%/yr for QDVF.DE.
Performance
VFEG.L vs. QDVF.DE - Performance Comparison
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Different Trading Currencies
VFEG.L is traded in GBP, while QDVF.DE is traded in EUR. To make them comparable, the QDVF.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VFEG.L achieves a 11.73% return, which is significantly lower than QDVF.DE's 31.66% return.
VFEG.L
- 1D
- -0.21%
- 1M
- 2.54%
- YTD
- 11.73%
- 6M
- 12.29%
- 1Y
- 30.60%
- 3Y*
- 15.18%
- 5Y*
- 6.12%
- 10Y*
- —
QDVF.DE
- 1D
- -0.40%
- 1M
- -0.08%
- YTD
- 31.66%
- 6M
- 28.30%
- 1Y
- 47.79%
- 3Y*
- 13.91%
- 5Y*
- 21.61%
- 10Y*
- 10.03%
VFEG.L vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc | 11.73% | 17.15% | 14.13% | 1.28% | -7.26% | -0.01% | 11.28% | 4.51% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 31.66% | 2.39% | 4.44% | -5.62% | 81.56% | 56.07% | -36.87% | -1.30% |
Correlation
The correlation between VFEG.L and QDVF.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.24 |
The correlation between VFEG.L and QDVF.DE shifts across timeframes, from -0.19 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VFEG.L vs. QDVF.DE — Risk / Return Rank
VFEG.L
QDVF.DE
VFEG.L vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) 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.
| VFEG.L | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 2.78 | +0.61 |
| Martin ratioReturn relative to average drawdown | 11.12 | 8.72 | +2.39 |
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
| VFEG.L | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.99 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.81 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.36 | +0.07 |
Drawdowns
VFEG.L vs. QDVF.DE - Drawdown Comparison
The maximum VFEG.L drawdown since its inception was -25.35%, smaller than the maximum QDVF.DE drawdown of -62.63%. Use the drawdown chart below to compare losses from any high point for VFEG.L and QDVF.DE.
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Drawdown Indicators
| VFEG.L | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.35% | -62.63% | +37.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -17.13% | +8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.61% | -23.90% | +9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.47% | -23.90% | +4.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.63% | — |
Current DrawdownCurrent decline from peak | -1.40% | -9.34% | +7.94% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -15.94% | +7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 5.46% | -2.71% |
Volatility
VFEG.L vs. QDVF.DE - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) is 5.09%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.81%. This indicates that VFEG.L 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
| VFEG.L | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 7.81% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 20.37% | -9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 23.95% | -10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 26.47% | -11.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 28.15% | -10.71% |
VFEG.L vs. QDVF.DE - Expense Ratio Comparison
VFEG.L has a 0.22% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VFEG.L vs. QDVF.DE - Dividend Comparison
Neither VFEG.L nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
VFEG.L and QDVF.DE have a correlation of -0.19, 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 0.22% for VFEG.L.
VFEG.L is categorized as Emerging Markets Equities, while QDVF.DE is Energy Equities. VFEG.L tracks MSCI EM NR USD, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEG.L and 0.15% for QDVF.DE.
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