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36BD.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BD.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 36BD.DE achieves a 1.33% return, which is significantly lower than QDVE.DE's 24.06% return.


36BD.DE

1D
0.05%
1M
0.81%
YTD
1.33%
6M
0.62%
1Y
2.03%
3Y*
1.18%
5Y*
1.94%
10Y*

QDVE.DE

1D
-2.26%
1M
13.91%
YTD
24.06%
6M
23.05%
1Y
49.27%
3Y*
30.81%
5Y*
25.33%
10Y*
26.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BD.DE vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
36BD.DE
iShares USD Development Bank Bonds UCITS ETF USD Acc
1.33%-5.15%8.61%0.84%-1.81%3.54%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
24.06%9.99%46.12%54.14%-25.83%35.62%

Correlation

The correlation between 36BD.DE and QDVE.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2021

0.01

The correlation between 36BD.DE and QDVE.DE shifts across timeframes, from 0.01 (5 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

36BD.DE vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36BD.DE
36BD.DE Risk / Return Rank: 1414
Overall Rank
36BD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
36BD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
36BD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
36BD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
36BD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6565
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

36BD.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.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.


36BD.DEQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.06

1.39

-0.33

Calmar ratioReturn relative to maximum drawdown

0.47

3.14

-2.68

Martin ratioReturn relative to average drawdown

1.13

8.31

-7.19

36BD.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current 36BD.DE Sharpe Ratio is 0.32, which is lower than the QDVE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of 36BD.DE and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


36BD.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

2.40

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

1.10

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.07

-0.89

Drawdowns

36BD.DE vs. QDVE.DE - Drawdown Comparison

The maximum 36BD.DE drawdown since its inception was -11.97%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for 36BD.DE and QDVE.DE.


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Drawdown Indicators


36BD.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.97%

-31.45%

+19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-15.59%

+11.88%

Max Drawdown (3Y)

Largest decline over 3 years

-10.13%

-29.83%

+19.70%

Max Drawdown (5Y)

Largest decline over 5 years

-11.97%

-29.83%

+17.86%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-6.13%

-3.08%

-3.05%

Average Drawdown

Average peak-to-trough decline

-4.97%

-5.80%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

5.91%

-4.36%

Volatility

36BD.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.DE) is 0.74%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that 36BD.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BD.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

7.12%

-6.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

14.85%

-11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.39%

20.42%

-15.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

22.71%

-15.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.16%

21.73%

-14.57%

36BD.DE vs. QDVE.DE - Expense Ratio Comparison

Both 36BD.DE and QDVE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

36BD.DE vs. QDVE.DE - Dividend Comparison

Neither 36BD.DE nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


36BD.DE and QDVE.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

36BD.DE and QDVE.DE have the same expense ratio: 0.15% per year.

36BD.DE is categorized as Government Bonds, while QDVE.DE is Technology Equities. 36BD.DE tracks FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index.

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