XDWF.DE vs. QDVH.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while QDVH.DE tracks the S&P 500 Capped 35/20 Financials. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 11.95%/yr for QDVH.DE. Their correlation of 0.94 suggests significant overlap in exposure. XDWF.DE charges 0.25%/yr vs 0.15%/yr for QDVH.DE.
Performance
XDWF.DE vs. QDVH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly higher than QDVH.DE's -4.21% return. Both investments have delivered pretty close results over the past 10 years, with XDWF.DE having a 11.89% annualized return and QDVH.DE not far ahead at 11.95%.
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
QDVH.DE
- 1D
- 3.16%
- 1M
- 1.56%
- YTD
- -4.21%
- 6M
- -2.14%
- 1Y
- 2.40%
- 3Y*
- 15.33%
- 5Y*
- 8.98%
- 10Y*
- 11.95%
XDWF.DE vs. QDVH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.21% | 3.01% | 37.13% | 8.44% | -6.23% | 48.50% | -12.20% | 35.41% | -10.71% | 7.92% |
Correlation
The correlation between XDWF.DE and QDVH.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.94 |
The correlation between XDWF.DE and QDVH.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. QDVH.DE — Risk / Return Rank
XDWF.DE
QDVH.DE
XDWF.DE vs. QDVH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| XDWF.DE | QDVH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.03 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.14 | +1.15 |
| Martin ratioReturn relative to average drawdown | 3.98 | 0.33 | +3.65 |
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
| XDWF.DE | QDVH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.13 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.49 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.57 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.48 | +0.15 |
Drawdowns
XDWF.DE vs. QDVH.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, roughly equal to the maximum QDVH.DE drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and QDVH.DE.
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Drawdown Indicators
| XDWF.DE | QDVH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -42.39% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -12.76% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -21.72% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -21.72% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -42.39% | +0.33% |
Current DrawdownCurrent decline from peak | -0.84% | -9.46% | +8.62% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -7.90% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 5.55% | -2.41% |
Volatility
XDWF.DE vs. QDVH.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) has a volatility of 4.30%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDWF.DE | QDVH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 4.30% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.53% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 14.63% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 18.23% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 20.90% | -2.29% |
XDWF.DE vs. QDVH.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% 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%.
Dividends
XDWF.DE vs. QDVH.DE - Dividend Comparison
Neither XDWF.DE nor QDVH.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XDWF.DE and QDVH.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, QDVH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVH.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWF.DE.
XDWF.DE tracks MSCI World Financials, while QDVH.DE tracks S&P 500 Capped 35/20 Financials. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWF.DE and 0.15% for QDVH.DE.
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