XS5E.DE vs. QDVF.DE
XS5E.DE (Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - XS5E.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 3 years, XS5E.DE returned 17.82%/yr vs 9.96%/yr for QDVF.DE. At a 0.19 correlation, their price movements are largely independent. XS5E.DE charges 0.20%/yr vs 0.15%/yr for QDVF.DE.
Performance
XS5E.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XS5E.DE achieves a 7.75% return, which is significantly lower than QDVF.DE's 21.96% return.
XS5E.DE
- 1D
- 0.18%
- 1M
- -0.99%
- 6M
- 8.38%
- YTD
- 7.75%
- 1Y
- 17.67%
- 3Y*
- 17.82%
- 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%
XS5E.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XS5E.DE Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.75% | 15.25% | 23.26% | 23.58% | -21.91% | 9.25% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 21.96% | -2.69% | 9.20% | -3.72% | 72.35% | 23.16% |
Correlation
The correlation between XS5E.DE and QDVF.DE is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021 | 0.19 |
The correlation between XS5E.DE and QDVF.DE shifts across timeframes, from -0.17 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XS5E.DE vs. QDVF.DE — Risk / Return Rank
XS5E.DE
QDVF.DE
XS5E.DE vs. QDVF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.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.
| XS5E.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.59 | +0.45 |
| Martin ratioReturn relative to average drawdown | 8.14 | 4.18 | +3.96 |
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Drawdowns
XS5E.DE vs. QDVF.DE - Drawdown Comparison
The maximum XS5E.DE drawdown since its inception was -26.08%, smaller than the maximum QDVF.DE drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for XS5E.DE and QDVF.DE.
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Drawdown Indicators
| XS5E.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -65.82% | +39.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -17.23% | +8.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -27.15% | +8.66% |
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 | -1.61% | -16.28% | +14.67% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -17.81% | +10.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 6.58% | -4.41% |
Volatility
XS5E.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) is 4.03%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 6.33%. This indicates that XS5E.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
| XS5E.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 6.33% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 20.92% | -11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 24.49% | -12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 27.11% | -10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 29.65% | -13.41% |
XS5E.DE vs. QDVF.DE - Expense Ratio Comparison
XS5E.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
XS5E.DE vs. QDVF.DE - Dividend Comparison
Neither XS5E.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
XS5E.DE and QDVF.DE have a correlation of -0.17, 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 XS5E.DE.
XS5E.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. XS5E.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 XS5E.DE and 0.15% for QDVF.DE.
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