WF1E.DE vs. QDVH.DE
Compare and contrast key facts about Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE).
WF1E.DE and QDVH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WF1E.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. It was launched on Apr 12, 2023. QDVH.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials. It was launched on Nov 20, 2015. Both WF1E.DE and QDVH.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WF1E.DE vs. QDVH.DE - Performance Comparison
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WF1E.DE vs. QDVH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | -4.23% | 13.85% | 32.68% | 14.22% |
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -8.53% | 3.01% | 37.13% | 14.47% |
Returns By Period
In the year-to-date period, WF1E.DE achieves a -4.23% return, which is significantly higher than QDVH.DE's -8.53% return.
WF1E.DE
- 1D
- 0.05%
- 1M
- -0.33%
- YTD
- -4.23%
- 6M
- 2.53%
- 1Y
- 5.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVH.DE
- 1D
- 1.38%
- 1M
- -1.62%
- YTD
- -8.53%
- 6M
- -4.97%
- 1Y
- -5.86%
- 3Y*
- 14.81%
- 5Y*
- 9.56%
- 10Y*
- 11.98%
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WF1E.DE vs. QDVH.DE - Expense Ratio Comparison
WF1E.DE has a 0.18% expense ratio, which is higher than QDVH.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%.
Return for Risk
WF1E.DE vs. QDVH.DE — Risk / Return Rank
WF1E.DE
QDVH.DE
WF1E.DE vs. QDVH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.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.
| WF1E.DE | QDVH.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | -0.30 | +0.61 |
Sortino ratioReturn per unit of downside risk | 0.53 | -0.28 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.08 | 0.96 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | -0.01 | +1.23 |
Martin ratioReturn relative to average drawdown | 3.84 | -0.02 | +3.86 |
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
| WF1E.DE | QDVH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | -0.30 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.46 | +0.79 |
Correlation
The correlation between WF1E.DE and QDVH.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WF1E.DE vs. QDVH.DE - Dividend Comparison
Neither WF1E.DE nor QDVH.DE has paid dividends to shareholders.
Drawdowns
WF1E.DE vs. QDVH.DE - Drawdown Comparison
The maximum WF1E.DE drawdown since its inception was -19.97%, smaller than the maximum QDVH.DE drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for WF1E.DE and QDVH.DE.
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Drawdown Indicators
| WF1E.DE | QDVH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.97% | -42.39% | +22.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -12.76% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.39% | — |
Current DrawdownCurrent decline from peak | -5.85% | -13.55% | +7.70% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -7.85% | +5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 4.76% | -1.91% |
Volatility
WF1E.DE vs. QDVH.DE - Volatility Comparison
Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) has a higher volatility of 4.83% compared to iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) at 4.34%. This indicates that WF1E.DE's price experiences larger fluctuations and is considered to be riskier than QDVH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WF1E.DE | QDVH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.34% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 10.75% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 19.63% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 18.32% | -3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.62% | 20.99% | -6.37% |