5ESE.DE vs. QDVE.DE
5ESE.DE (Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - 5ESE.DE is a S&P 500 fund tracking the S&P 500 ESG Index, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 3 years, 5ESE.DE returned 17.55%/yr vs 28.01%/yr for QDVE.DE. A 0.79 correlation means they provide meaningful diversification when combined. 5ESE.DE charges 0.09%/yr vs 0.15%/yr for QDVE.DE.
Performance
5ESE.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5ESE.DE achieves a 7.92% return, which is significantly lower than QDVE.DE's 19.14% return.
5ESE.DE
- 1D
- 0.12%
- 1M
- 0.07%
- 6M
- 8.61%
- YTD
- 7.92%
- 1Y
- 20.25%
- 3Y*
- 17.55%
- 5Y*
- —
- 10Y*
- —
QDVE.DE
- 1D
- 0.35%
- 1M
- -6.14%
- 6M
- 19.97%
- YTD
- 19.14%
- 1Y
- 36.05%
- 3Y*
- 28.01%
- 5Y*
- 22.04%
- 10Y*
- 25.61%
5ESE.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5ESE.DE Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc | 7.92% | 15.84% | 21.80% | 24.91% | -21.16% | 2.35% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 19.14% | 10.01% | 46.09% | 54.17% | -25.82% | 8.43% |
Correlation
The correlation between 5ESE.DE and QDVE.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.79 |
The correlation between 5ESE.DE and QDVE.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
5ESE.DE vs. QDVE.DE — Risk / Return Rank
5ESE.DE
QDVE.DE
5ESE.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.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.
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.
| 5ESE.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.30 | -0.11 |
| Martin ratioReturn relative to average drawdown | 9.28 | 5.80 | +3.49 |
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Drawdowns
5ESE.DE vs. QDVE.DE - Drawdown Comparison
The maximum 5ESE.DE drawdown since its inception was -25.54%, smaller than the maximum QDVE.DE drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for 5ESE.DE and QDVE.DE.
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Drawdown Indicators
| 5ESE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -31.40% | +5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -15.60% | +6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -29.81% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -1.36% | -6.91% | +5.55% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -5.80% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 6.20% | -4.02% |
Volatility
5ESE.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened ETF EUR Hdg Acc (5ESE.DE) is 4.11%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that 5ESE.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
| 5ESE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 7.99% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 15.87% | -6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 21.50% | -9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 22.89% | -6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 21.80% | -5.18% |
5ESE.DE vs. QDVE.DE - Expense Ratio Comparison
5ESE.DE has a 0.09% expense ratio, which is lower than QDVE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
5ESE.DE vs. QDVE.DE - Dividend Comparison
Neither 5ESE.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
5ESE.DE and QDVE.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESE.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for QDVE.DE.
5ESE.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. 5ESE.DE tracks S&P 500 ESG Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for 5ESE.DE and 0.15% for QDVE.DE.
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