BIGT vs. QDVE.DE
Compare and contrast key facts about Roundhill Magnificent Seven ETF (BIGT) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
BIGT and QDVE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIGT is an actively managed fund by Roundhill. It was launched on Apr 10, 2023. 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: BIGT or QDVE.DE.
Performance
BIGT vs. QDVE.DE - Performance Comparison
Returns By Period
In the year-to-date period, BIGT achieves a 54.53% return, which is significantly higher than QDVE.DE's 39.26% return.
BIGT
54.53%
8.25%
26.07%
57.99%
N/A
N/A
QDVE.DE
39.26%
2.01%
16.32%
44.06%
25.79%
N/A
Key characteristics
| BIGT | QDVE.DE | |
|---|---|---|
| Sharpe Ratio | 2.30 | 2.11 |
| Sortino Ratio | 2.94 | 2.74 |
| Omega Ratio | 1.39 | 1.37 |
| Calmar Ratio | 3.16 | 2.80 |
| Martin Ratio | 10.27 | 8.95 |
| Ulcer Index | 5.57% | 4.91% |
| Daily Std Dev | 24.92% | 20.70% |
| Max Drawdown | -18.10% | -31.45% |
| Current Drawdown | -1.22% | -2.09% |
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BIGT vs. QDVE.DE - Expense Ratio Comparison
BIGT has a 0.29% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Correlation
The correlation between BIGT 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.
Risk-Adjusted Performance
BIGT vs. QDVE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (BIGT) 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
BIGT vs. QDVE.DE - Dividend Comparison
BIGT's dividend yield for the trailing twelve months is around 0.28%, while QDVE.DE has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
BIGT Roundhill Magnificent Seven ETF | 0.28% | 0.44% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% |
Drawdowns
BIGT vs. QDVE.DE - Drawdown Comparison
The maximum BIGT drawdown since its inception was -18.10%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for BIGT and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
BIGT vs. QDVE.DE - Volatility Comparison
Roundhill Magnificent Seven ETF (BIGT) has a higher volatility of 8.40% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 5.62%. This indicates that BIGT'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.