XZEW.DE vs. QDVF.DE
XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both exchange-traded funds - XZEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight ESG, 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, XZEW.DE returned 12.65%/yr vs 13.74%/yr for QDVF.DE. At a 0.41 correlation, their price movements are largely independent. XZEW.DE charges 0.17%/yr vs 0.15%/yr for QDVF.DE.
Performance
XZEW.DE vs. QDVF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEW.DE achieves a 10.78% return, which is significantly lower than QDVF.DE's 32.71% return.
XZEW.DE
- 1D
- 0.38%
- 1M
- 3.74%
- YTD
- 10.78%
- 6M
- 11.14%
- 1Y
- 21.89%
- 3Y*
- 12.65%
- 5Y*
- —
- 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%
XZEW.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 10.78% | 1.09% | 18.02% | 10.63% | -3.60% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -3.70% | 2.38% |
Correlation
The correlation between XZEW.DE and QDVF.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.41 |
Over the past year, the correlation between XZEW.DE and QDVF.DE has dropped to 0.18 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
XZEW.DE vs. QDVF.DE — Risk / Return Rank
XZEW.DE
QDVF.DE
XZEW.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 ESG UCITS ETF 1C (XZEW.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.
| XZEW.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 2.54 | +1.79 |
| Martin ratioReturn relative to average drawdown | 12.75 | 7.98 | +4.77 |
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
| XZEW.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.82 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.28 | +0.46 |
Drawdowns
XZEW.DE vs. QDVF.DE - Drawdown Comparison
The maximum XZEW.DE drawdown since its inception was -23.98%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for XZEW.DE and QDVF.DE.
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Drawdown Indicators
| XZEW.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -65.81% | +41.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.00% | -17.23% | +12.23% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -27.13% | +3.15% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.13% | — |
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 | -4.76% | -17.41% | +12.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 5.49% | -3.79% |
Volatility
XZEW.DE vs. QDVF.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) is 2.12%, while iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) has a volatility of 7.70%. This indicates that XZEW.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
| XZEW.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 7.70% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 20.43% | -13.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 24.05% | -13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 26.95% | -12.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 28.68% | -14.71% |
XZEW.DE vs. QDVF.DE - Expense Ratio Comparison
XZEW.DE has a 0.17% 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
XZEW.DE vs. QDVF.DE - Dividend Comparison
Neither XZEW.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEW.DE and QDVF.DE have a correlation of 0.18, 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 0.17% for XZEW.DE.
XZEW.DE is categorized as S&P 500, while QDVF.DE is Energy Equities. XZEW.DE tracks S&P 500 Equal Weight ESG, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for XZEW.DE and 0.15% for QDVF.DE.
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