C50U.L vs. QDVE.DE
Compare and contrast key facts about Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
C50U.L 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. C50U.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Feb 14, 2018. 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. Both C50U.L and QDVE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: C50U.L or QDVE.DE.
Key characteristics
| C50U.L | QDVE.DE | |
|---|---|---|
| YTD Return | 5.52% | 40.91% |
| 1Y Return | 17.10% | 48.20% |
| 3Y Return (Ann) | 3.84% | 19.76% |
| Sharpe Ratio | 1.16 | 2.23 |
| Sortino Ratio | 1.69 | 2.88 |
| Omega Ratio | 1.20 | 1.39 |
| Calmar Ratio | 1.98 | 2.95 |
| Martin Ratio | 5.66 | 9.44 |
| Ulcer Index | 3.26% | 4.90% |
| Daily Std Dev | 15.87% | 20.59% |
| Max Drawdown | -34.81% | -31.45% |
| Current Drawdown | -8.83% | 0.00% |
Correlation
The correlation between C50U.L and QDVE.DE is 0.61, 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
C50U.L vs. QDVE.DE - Performance Comparison
In the year-to-date period, C50U.L achieves a 5.52% return, which is significantly lower than QDVE.DE's 40.91% 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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C50U.L vs. QDVE.DE - Expense Ratio Comparison
Both C50U.L 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%.
Risk-Adjusted Performance
C50U.L vs. QDVE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) 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
C50U.L vs. QDVE.DE - Dividend Comparison
Neither C50U.L nor QDVE.DE has paid dividends to shareholders.
Drawdowns
C50U.L vs. QDVE.DE - Drawdown Comparison
The maximum C50U.L drawdown since its inception was -34.81%, 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 C50U.L and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
C50U.L vs. QDVE.DE - Volatility Comparison
Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) have volatilities of 5.37% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.