CBUM.DE vs. QDVE.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - CBUM.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Index (EUR Hedged), 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, CBUM.DE returned 17.72%/yr vs 28.01%/yr for QDVE.DE. A 0.77 correlation means they provide meaningful diversification when combined. CBUM.DE charges 0.10%/yr vs 0.15%/yr for QDVE.DE.
Performance
CBUM.DE vs. QDVE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUM.DE achieves a 8.15% return, which is significantly lower than QDVE.DE's 19.14% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 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%
CBUM.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 8.15% | 15.88% | 21.99% | 25.11% | -8.40% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 19.14% | 10.01% | 46.09% | 54.17% | -17.79% |
Correlation
The correlation between CBUM.DE and QDVE.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.77 |
The correlation between CBUM.DE and QDVE.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBUM.DE vs. QDVE.DE — Risk / Return Rank
CBUM.DE
QDVE.DE
CBUM.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.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.
| CBUM.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.30 | -0.03 |
| Martin ratioReturn relative to average drawdown | 9.58 | 5.80 | +3.79 |
Loading charts...
Drawdowns
CBUM.DE vs. QDVE.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum QDVE.DE drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and QDVE.DE.
Loading charts...
Drawdown Indicators
| CBUM.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -31.40% | +12.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -15.60% | +6.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -29.81% | +10.56% |
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 | -1.13% | -6.91% | +5.78% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -5.80% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 6.20% | -4.07% |
Volatility
CBUM.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) is 4.03%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that CBUM.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.
Loading charts...
Volatility by Period
| CBUM.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 7.99% | -3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 15.87% | -6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 21.50% | -9.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 22.89% | -7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 21.80% | -6.79% |
CBUM.DE vs. QDVE.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% 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
CBUM.DE vs. QDVE.DE - Dividend Comparison
Neither CBUM.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and QDVE.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVE.DE.
CBUM.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.10% for CBUM.DE and 0.15% for QDVE.DE.
Find the right allocation for CBUM.DE and QDVE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer