XDEE.DE vs. QDVF.DE
XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - XDEE.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index (EUR Hedged), while QDVF.DE is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 3 years, XDEE.DE returned 11.69%/yr vs 9.96%/yr for QDVF.DE. At a 0.29 correlation, their price movements are largely independent. XDEE.DE charges 0.30%/yr vs 0.15%/yr for QDVF.DE.
Performance
XDEE.DE vs. QDVF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEE.DE achieves a 10.42% return, which is significantly lower than QDVF.DE's 21.96% return.
XDEE.DE
- 1D
- 0.08%
- 1M
- 2.61%
- 6M
- 11.12%
- YTD
- 10.42%
- 1Y
- 14.68%
- 3Y*
- 11.69%
- 5Y*
- —
- 10Y*
- —
QDVF.DE
- 1D
- -0.41%
- 1M
- -8.56%
- 6M
- 20.75%
- YTD
- 21.96%
- 1Y
- 27.56%
- 3Y*
- 9.96%
- 5Y*
- 18.67%
- 10Y*
- 7.79%
XDEE.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 10.42% | 9.31% | 10.02% | 10.87% | -15.34% | 1.66% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 21.96% | -2.69% | 9.20% | -3.72% | 72.35% | -0.66% |
Correlation
The correlation between XDEE.DE and QDVF.DE is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.29 |
Over the past year, the correlation between XDEE.DE and QDVF.DE has dropped to 0.01 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDEE.DE vs. QDVF.DE — Risk / Return Rank
XDEE.DE
QDVF.DE
XDEE.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEE.DE | 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 | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.59 | +0.43 |
| Martin ratioReturn relative to average drawdown | 7.08 | 4.18 | +2.90 |
Loading charts...
Drawdowns
XDEE.DE vs. QDVF.DE - Drawdown Comparison
The maximum XDEE.DE drawdown since its inception was -22.64%, smaller than the maximum QDVF.DE drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and QDVF.DE.
Loading charts...
Drawdown Indicators
| XDEE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -65.82% | +43.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -17.23% | +10.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -27.15% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.82% | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.28% | +16.28% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -17.81% | +10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 6.58% | -4.51% |
Volatility
XDEE.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) is 3.13%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 6.33%. This indicates that XDEE.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.
Loading charts...
Volatility by Period
| XDEE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 6.33% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 20.92% | -13.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 24.49% | -13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 27.11% | -10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 29.65% | -13.42% |
XDEE.DE vs. QDVF.DE - Expense Ratio Comparison
XDEE.DE has a 0.30% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio.
Dividends
XDEE.DE vs. QDVF.DE - Dividend Comparison
Neither XDEE.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEE.DE and QDVF.DE have a correlation of 0.01, 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 0.30% for XDEE.DE.
XDEE.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XDEE.DE and 0.15% for QDVF.DE.
Find the right allocation for XDEE.DE and QDVF.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer