XDPE.DE vs. QDVF.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - XDPE.DE is a S&P 500 fund tracking the S&P 500 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 10 years, XDPE.DE returned 12.45%/yr vs 7.79%/yr for QDVF.DE. At a 0.38 correlation, their price movements are largely independent. XDPE.DE charges 0.20%/yr vs 0.15%/yr for QDVF.DE.
Performance
XDPE.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPE.DE achieves a 7.74% return, which is significantly lower than QDVF.DE's 21.96% return. Over the past 10 years, XDPE.DE has outperformed QDVF.DE with an annualized return of 12.45%, while QDVF.DE has yielded a comparatively lower 7.79% annualized return.
XDPE.DE
- 1D
- 0.19%
- 1M
- -1.02%
- 6M
- 8.95%
- YTD
- 7.74%
- 1Y
- 17.57%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 10Y*
- 12.45%
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%
XDPE.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDPE.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) | 7.74% | 15.08% | 22.74% | 23.31% | -21.95% | 28.44% | 15.08% | 27.18% | -8.63% | 18.89% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 21.96% | -2.69% | 9.20% | -3.72% | 72.35% | 68.03% | -40.35% | 13.03% | -14.93% | -13.31% |
Correlation
The correlation between XDPE.DE and QDVF.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.38 |
The correlation between XDPE.DE and QDVF.DE shifts across timeframes, from -0.16 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDPE.DE vs. QDVF.DE — Risk / Return Rank
XDPE.DE
QDVF.DE
XDPE.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.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.
| XDPE.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.59 | +0.43 |
| Martin ratioReturn relative to average drawdown | 8.11 | 4.18 | +3.94 |
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Drawdowns
XDPE.DE vs. QDVF.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, smaller than the maximum QDVF.DE drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and QDVF.DE.
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Drawdown Indicators
| XDPE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -65.82% | +31.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -17.23% | +8.59% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -27.15% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -27.15% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -65.82% | +31.47% |
Current DrawdownCurrent decline from peak | -1.57% | -16.28% | +14.71% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -17.81% | +12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 6.58% | -4.42% |
Volatility
XDPE.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) is 4.08%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 6.33%. This indicates that XDPE.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
| XDPE.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 6.33% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 20.92% | -11.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 24.49% | -12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 27.11% | -10.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 29.65% | -13.37% |
XDPE.DE vs. QDVF.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% 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
XDPE.DE vs. QDVF.DE - Dividend Comparison
Neither XDPE.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and QDVF.DE have a correlation of -0.16, 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 0.20% for XDPE.DE.
XDPE.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. XDPE.DE tracks S&P 500 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: 0.20% for XDPE.DE and 0.15% for QDVF.DE.
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