ZPA5.DE vs. QDVD.DE
ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) and QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) are both ESG funds - ZPA5.DE tracks the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index while QDVD.DE tracks the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past year, ZPA5.DE returned 21.36% vs 29.39% for QDVD.DE. Their correlation of 0.82 suggests significant overlap in exposure. ZPA5.DE charges 0.07%/yr vs 0.35%/yr for QDVD.DE.
Performance
ZPA5.DE vs. QDVD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPA5.DE achieves a 8.84% return, which is significantly lower than QDVD.DE's 16.39% return.
ZPA5.DE
- 1D
- 0.00%
- 1M
- 1.23%
- YTD
- 8.84%
- 6M
- 9.20%
- 1Y
- 21.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVD.DE
- 1D
- -0.14%
- 1M
- 2.39%
- YTD
- 16.39%
- 6M
- 16.97%
- 1Y
- 29.39%
- 3Y*
- 17.08%
- 5Y*
- 13.13%
- 10Y*
- 11.35%
ZPA5.DE vs. QDVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 8.84% | 2.76% | 34.10% | 4.52% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.39% | 4.15% | 21.92% | 5.64% |
Correlation
The correlation between ZPA5.DE and QDVD.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.82 |
The correlation between ZPA5.DE and QDVD.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
ZPA5.DE vs. QDVD.DE — Risk / Return Rank
ZPA5.DE
QDVD.DE
ZPA5.DE vs. QDVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) and iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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.
| ZPA5.DE | QDVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.48 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 6.06 | -5.01 |
| Martin ratioReturn relative to average drawdown | 1.90 | 21.08 | -19.18 |
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Drawdowns
ZPA5.DE vs. QDVD.DE - Drawdown Comparison
The maximum ZPA5.DE drawdown since its inception was -23.13%, smaller than the maximum QDVD.DE drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for ZPA5.DE and QDVD.DE.
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Drawdown Indicators
| ZPA5.DE | QDVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.13% | -32.55% | +9.42% |
Max Drawdown (1Y)Largest decline over 1 year | -20.40% | -4.83% | -15.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.55% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.55% | — |
Current DrawdownCurrent decline from peak | -5.88% | -0.14% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -4.65% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.22% | 1.39% | +9.83% |
Volatility
ZPA5.DE vs. QDVD.DE - Volatility Comparison
Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) has a higher volatility of 3.33% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) at 2.87%. This indicates that ZPA5.DE's price experiences larger fluctuations and is considered to be riskier than QDVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPA5.DE | QDVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 2.87% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 7.76% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 11.23% | +13.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.89% | 13.87% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 14.80% | +5.09% |
ZPA5.DE vs. QDVD.DE - Expense Ratio Comparison
ZPA5.DE has a 0.07% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.
Dividends
ZPA5.DE vs. QDVD.DE - Dividend Comparison
ZPA5.DE has not paid dividends to shareholders, while QDVD.DE's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.49% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPA5.DE and QDVD.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for QDVD.DE.
ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index, while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for ZPA5.DE and 0.35% for QDVD.DE.
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