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iShares S&P 500 Information Technology Sector UCIT...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B3WJKG14
IssueriShares
Inception DateNov 20, 2015
CategoryTechnology Equities
Index TrackedMSCI World/Information Tech NR USD
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

QDVE.DE features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares S&P 500 Information Technology Sector UCITS ETF

Popular comparisons: QDVE.DE vs. QQQ, QDVE.DE vs. XDWT.DE, QDVE.DE vs. EUN.L, QDVE.DE vs. SXRV.DE, QDVE.DE vs. SMH, QDVE.DE vs. WTCH.AS, QDVE.DE vs. IGV, QDVE.DE vs. ENPH, QDVE.DE vs. XAIX.DE, QDVE.DE vs. FXI

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares S&P 500 Information Technology Sector UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%December2024FebruaryMarchAprilMay
438.04%
147.64%
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares S&P 500 Information Technology Sector UCITS ETF had a return of 17.30% year-to-date (YTD) and 42.35% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date17.30%11.18%
1 month4.09%5.60%
6 months21.46%17.48%
1 year42.35%26.33%
5 years (annualized)25.19%13.16%
10 years (annualized)N/A10.99%

Monthly Returns

The table below presents the monthly returns of QDVE.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.06%5.80%2.85%-2.96%17.30%
20237.82%3.72%6.94%-1.39%14.81%3.82%2.01%0.67%-4.27%-1.64%9.75%3.33%54.14%
2022-8.46%-3.65%5.81%-5.38%-5.34%-6.93%15.10%-3.11%-7.95%4.70%-3.26%-8.29%-25.83%
20210.68%1.97%4.06%2.84%-3.00%10.35%3.42%4.58%-3.39%6.59%7.11%4.62%46.77%
20205.37%-8.51%-4.54%10.85%3.87%6.37%-0.52%11.80%-2.81%-5.03%7.35%4.42%29.69%
20197.02%7.62%5.94%6.31%-7.09%5.71%7.91%-2.42%2.61%1.48%6.88%3.05%53.86%
20182.78%2.93%-6.18%3.64%10.53%-0.20%1.26%7.57%-0.49%-5.33%-2.98%-8.78%3.04%
20170.13%7.46%1.91%0.09%1.36%-3.94%0.96%2.16%1.24%8.93%-0.92%0.48%21.00%
2016-10.86%-0.41%8.65%-6.84%9.06%-2.53%7.79%2.09%1.59%2.65%3.71%2.55%16.58%
2015-5.74%-5.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of QDVE.DE is 89, placing it in the top 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of QDVE.DE is 8989
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF)
The Sharpe Ratio Rank of QDVE.DE is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of QDVE.DE is 8585Sortino Ratio Rank
The Omega Ratio Rank of QDVE.DE is 8383Omega Ratio Rank
The Calmar Ratio Rank of QDVE.DE is 9898Calmar Ratio Rank
The Martin Ratio Rank of QDVE.DE is 9292Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QDVE.DE
Sharpe ratio
The chart of Sharpe ratio for QDVE.DE, currently valued at 2.32, compared to the broader market0.002.004.002.32
Sortino ratio
The chart of Sortino ratio for QDVE.DE, currently valued at 3.31, compared to the broader market0.005.0010.003.31
Omega ratio
The chart of Omega ratio for QDVE.DE, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for QDVE.DE, currently valued at 5.26, compared to the broader market0.005.0010.0015.005.26
Martin ratio
The chart of Martin ratio for QDVE.DE, currently valued at 13.88, compared to the broader market0.0020.0040.0060.0080.00100.0013.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current iShares S&P 500 Information Technology Sector UCITS ETF Sharpe ratio is 2.32. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares S&P 500 Information Technology Sector UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.32
2.47
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


iShares S&P 500 Information Technology Sector UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.96%
-0.08%
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P 500 Information Technology Sector UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares S&P 500 Information Technology Sector UCITS ETF was 31.45%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.

The current iShares S&P 500 Information Technology Sector UCITS ETF drawdown is 0.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.45%Feb 20, 202023Mar 23, 202071Jul 6, 202094
-26.18%Jan 3, 2022255Dec 28, 2022105May 29, 2023360
-19.99%Oct 4, 201861Jan 3, 201955Mar 21, 2019116
-19.93%Dec 2, 201521Feb 10, 2016100Sep 22, 2016121
-11.58%Sep 3, 202013Sep 21, 202066Dec 22, 202079

Volatility

Volatility Chart

The current iShares S&P 500 Information Technology Sector UCITS ETF volatility is 6.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
6.99%
3.03%
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF)
Benchmark (^GSPC)