1YD.DE vs. QDVE.DE
Compare and contrast key facts about Broadcom Inc (1YD.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 1YD.DE or QDVE.DE.
Key characteristics
| 1YD.DE | QDVE.DE | |
|---|---|---|
| YTD Return | 56.94% | 31.95% |
| 1Y Return | 94.74% | 43.78% |
| 3Y Return (Ann) | 51.45% | 17.22% |
| 5Y Return (Ann) | 48.79% | 25.00% |
| Sharpe Ratio | 2.04 | 1.97 |
| Sortino Ratio | 2.84 | 2.57 |
| Omega Ratio | 1.36 | 1.34 |
| Calmar Ratio | 3.46 | 2.57 |
| Martin Ratio | 10.65 | 8.22 |
| Ulcer Index | 8.45% | 4.90% |
| Daily Std Dev | 43.85% | 20.33% |
| Max Drawdown | -46.15% | -31.45% |
| Current Drawdown | -7.40% | -4.37% |
Correlation
The correlation between 1YD.DE and QDVE.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
1YD.DE vs. QDVE.DE - Performance Comparison
In the year-to-date period, 1YD.DE achieves a 56.94% return, which is significantly higher than QDVE.DE's 31.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
1YD.DE vs. QDVE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc (1YD.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.
Dividends
1YD.DE vs. QDVE.DE - Dividend Comparison
1YD.DE's dividend yield for the trailing twelve months is around 1.22%, while QDVE.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
1YD.DE Broadcom Inc | 1.22% | 1.73% | 3.12% | 2.14% | 3.33% | 1.04% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
1YD.DE vs. QDVE.DE - Drawdown Comparison
The maximum 1YD.DE drawdown since its inception was -46.15%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for 1YD.DE and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
1YD.DE vs. QDVE.DE - Volatility Comparison
Broadcom Inc (1YD.DE) has a higher volatility of 9.96% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 4.93%. This indicates that 1YD.DE's price experiences larger fluctuations and is considered to be riskier than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.