VWCE.DE vs. QDVF.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World 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 5 years, VWCE.DE returned 12.28%/yr vs 21.44%/yr for QDVF.DE. At a 0.39 correlation, their price movements are largely independent. VWCE.DE charges 0.19%/yr vs 0.15%/yr for QDVF.DE.
Performance
VWCE.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 12.64% return, which is significantly lower than QDVF.DE's 32.71% return.
VWCE.DE
- 1D
- -0.21%
- 1M
- 5.01%
- YTD
- 12.64%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
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%
VWCE.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 8.01% |
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% | -0.35% |
Correlation
The correlation between VWCE.DE and QDVF.DE is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.39 |
The correlation between VWCE.DE and QDVF.DE shifts across timeframes, from -0.06 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWCE.DE vs. QDVF.DE — Risk / Return Rank
VWCE.DE
QDVF.DE
VWCE.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.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.
| VWCE.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.32 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.54 | +1.48 |
| Martin ratioReturn relative to average drawdown | 16.55 | 7.98 | +8.57 |
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
| VWCE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 1.82 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.79 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.28 | +0.51 |
Drawdowns
VWCE.DE vs. QDVF.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and QDVF.DE.
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Drawdown Indicators
| VWCE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -65.81% | +32.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -17.23% | +10.68% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -27.13% | +6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -27.13% | +6.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | -0.66% | -8.92% | +8.26% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -17.41% | +12.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 5.49% | -3.90% |
Volatility
VWCE.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.06%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that VWCE.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
| VWCE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 7.70% | -4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 20.43% | -12.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 24.05% | -12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 26.95% | -13.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 28.68% | -12.52% |
VWCE.DE vs. QDVF.DE - Expense Ratio Comparison
VWCE.DE has a 0.19% 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
VWCE.DE vs. QDVF.DE - Dividend Comparison
Neither VWCE.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and QDVF.DE have a correlation of -0.06, 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 0.19% for VWCE.DE.
VWCE.DE is categorized as Global Equities, while QDVF.DE is Energy Equities. VWCE.DE tracks FTSE All-World Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWCE.DE and 0.15% for QDVF.DE.
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