BAYN.DE vs. QDVE.DE
BAYN.DE (Bayer Aktiengesellschaft) is a stock, while QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, BAYN.DE returned -6.17%/yr vs 26.04%/yr for QDVE.DE. At a 0.29 correlation, their price movements are largely independent.
Performance
BAYN.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BAYN.DE achieves a -3.64% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, BAYN.DE has underperformed QDVE.DE with an annualized return of -6.17%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
BAYN.DE
- 1D
- 2.48%
- 1M
- -6.17%
- YTD
- -3.64%
- 6M
- 6.22%
- 1Y
- 40.84%
- 3Y*
- -11.62%
- 5Y*
- -5.97%
- 10Y*
- -6.17%
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%
BAYN.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAYN.DE Bayer Aktiengesellschaft | -3.64% | 92.54% | -42.34% | -27.50% | 6.20% | 1.34% | -30.79% | 25.96% | -39.17% | 7.50% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
Correlation
The correlation between BAYN.DE and QDVE.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.29 |
Over the past year, the correlation between BAYN.DE and QDVE.DE has dropped to 0.02 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
BAYN.DE vs. QDVE.DE — Risk / Return Rank
BAYN.DE
QDVE.DE
BAYN.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayer Aktiengesellschaft (BAYN.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.
| BAYN.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.14 | -1.82 |
| Martin ratioReturn relative to average drawdown | 3.32 | 8.31 | -4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAYN.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 2.40 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 1.10 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.20 | 1.19 | -1.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.07 | -0.92 |
Drawdowns
BAYN.DE vs. QDVE.DE - Drawdown Comparison
The maximum BAYN.DE drawdown since its inception was -82.29%, 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 BAYN.DE and QDVE.DE.
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Drawdown Indicators
| BAYN.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.29% | -31.45% | -50.84% |
Max Drawdown (1Y)Largest decline over 1 year | -30.65% | -15.59% | -15.06% |
Max Drawdown (3Y)Largest decline over 3 years | -64.35% | -29.83% | -34.52% |
Max Drawdown (5Y)Largest decline over 5 years | -70.42% | -29.83% | -40.59% |
Max Drawdown (10Y)Largest decline over 10 years | -80.34% | -31.45% | -48.89% |
Current DrawdownCurrent decline from peak | -66.36% | -3.08% | -63.28% |
Average DrawdownAverage peak-to-trough decline | -29.34% | -5.80% | -23.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.25% | 5.91% | +6.34% |
Volatility
BAYN.DE vs. QDVE.DE - Volatility Comparison
Bayer Aktiengesellschaft (BAYN.DE) has a higher volatility of 9.20% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.12%. This indicates that BAYN.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.
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Volatility by Period
| BAYN.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 7.12% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 29.11% | 14.85% | +14.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.64% | 20.42% | +18.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.42% | 22.71% | +9.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.08% | 21.73% | +9.35% |
Dividends
BAYN.DE vs. QDVE.DE - Dividend Comparison
BAYN.DE's dividend yield for the trailing twelve months is around 0.31%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAYN.DE Bayer Aktiengesellschaft | 0.31% | 0.30% | 0.57% | 7.14% | 4.14% | 4.26% | 5.81% | 3.85% | 4.55% | 2.63% | 2.52% | 1.94% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 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
BAYN.DE and QDVE.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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