WDEE.DE vs. QDVF.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both Energy Equities funds - WDEE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy while QDVF.DE tracks the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 3 years, WDEE.DE returned 16.13%/yr vs 13.74%/yr for QDVF.DE. Their correlation of 0.93 suggests significant overlap in exposure. WDEE.DE charges 0.18%/yr vs 0.15%/yr for QDVF.DE.
Performance
WDEE.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WDEE.DE having a 33.31% return and QDVF.DE slightly lower at 32.71%.
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 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%
WDEE.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 33.31% | -2.96% | 9.29% | 6.37% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -1.94% |
Correlation
The correlation between WDEE.DE and QDVF.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.93 |
The correlation between WDEE.DE and QDVF.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
WDEE.DE vs. QDVF.DE — Risk / Return Rank
WDEE.DE
QDVF.DE
WDEE.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.
| WDEE.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.54 | +0.40 |
| Martin ratioReturn relative to average drawdown | 9.51 | 7.98 | +1.52 |
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
| WDEE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.82 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.28 | +0.41 |
Drawdowns
WDEE.DE vs. QDVF.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and QDVF.DE.
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Drawdown Indicators
| WDEE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -65.81% | +42.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -17.23% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -27.13% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | -4.37% | -8.92% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -17.41% | +10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 5.49% | -1.64% |
Volatility
WDEE.DE vs. QDVF.DE - Volatility Comparison
Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) and iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) have volatilities of 7.54% and 7.70%, 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
| WDEE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 7.70% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 20.43% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 24.05% | -3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 26.95% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 28.68% | -8.74% |
WDEE.DE vs. QDVF.DE - Expense Ratio Comparison
WDEE.DE has a 0.18% 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
WDEE.DE vs. QDVF.DE - Dividend Comparison
Neither WDEE.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, WDEE.DE and QDVF.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.18% for WDEE.DE.
WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for WDEE.DE and 0.15% for QDVF.DE.
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