WTDM.DE vs. QDVF.DE
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth 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, WTDM.DE returned 12.75%/yr vs 21.44%/yr for QDVF.DE. At a 0.45 correlation, their price movements are largely independent. WTDM.DE charges 0.28%/yr vs 0.15%/yr for QDVF.DE.
Performance
WTDM.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTDM.DE achieves a 7.70% return, which is significantly lower than QDVF.DE's 32.71% return.
WTDM.DE
- 1D
- 0.05%
- 1M
- 3.49%
- YTD
- 7.70%
- 6M
- 6.99%
- 1Y
- 18.24%
- 3Y*
- 13.36%
- 5Y*
- 12.75%
- 10Y*
- —
QDVF.DE
- 1D
- -0.53%
- 1M
- 4.38%
- YTD
- 32.71%
- 6M
- 28.30%
- 1Y
- 45.00%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
WTDM.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 7.70% | 0.91% | 24.87% | 14.95% | -3.38% | 36.01% | 2.42% | 32.90% | -2.38% | 11.34% |
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% | 13.02% | -14.92% | -13.30% |
Correlation
The correlation between WTDM.DE and QDVF.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2016 | 0.45 |
Over the past year, the correlation between WTDM.DE and QDVF.DE has dropped to 0.10 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
WTDM.DE vs. QDVF.DE — Risk / Return Rank
WTDM.DE
QDVF.DE
WTDM.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.
| WTDM.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.54 | +0.73 |
| Martin ratioReturn relative to average drawdown | 11.42 | 7.98 | +3.44 |
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
| WTDM.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.82 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.79 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.28 | +0.61 |
Drawdowns
WTDM.DE vs. QDVF.DE - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.19%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and QDVF.DE.
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Drawdown Indicators
| WTDM.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -65.81% | +34.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -17.23% | +11.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -27.13% | +6.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -27.13% | +6.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.92% | +8.92% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -17.41% | +13.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 5.49% | -3.92% |
Volatility
WTDM.DE vs. QDVF.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.26%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that WTDM.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
| WTDM.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 7.70% | -5.44% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 20.43% | -13.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 24.05% | -14.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 26.95% | -13.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 28.68% | -13.72% |
WTDM.DE vs. QDVF.DE - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio.
Dividends
WTDM.DE vs. QDVF.DE - Dividend Comparison
Neither WTDM.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
WTDM.DE and QDVF.DE have a correlation of 0.10, 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 0.28% for WTDM.DE.
WTDM.DE is categorized as Dividend, while QDVF.DE is Energy Equities. WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.28% for WTDM.DE and 0.15% for QDVF.DE.
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