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CSSX5E.MI vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSX5E.MI vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSSX5E.MI achieves a 6.16% return, which is significantly lower than QDVE.DE's 26.93% return. Over the past 10 years, CSSX5E.MI has underperformed QDVE.DE with an annualized return of 10.41%, while QDVE.DE has yielded a comparatively higher 26.37% annualized return.


CSSX5E.MI

1D
-0.78%
1M
6.04%
YTD
6.16%
6M
8.28%
1Y
15.57%
3Y*
15.01%
5Y*
11.33%
10Y*
10.41%

QDVE.DE

1D
-0.84%
1M
18.52%
YTD
26.93%
6M
26.18%
1Y
52.87%
3Y*
31.99%
5Y*
25.90%
10Y*
26.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSX5E.MI vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSSX5E.MI
iShares Core EURO STOXX 50 ETF EUR Acc
6.16%23.04%10.93%22.79%-9.22%23.62%-2.24%29.02%-11.96%9.95%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
26.93%9.99%46.12%54.14%-25.83%46.77%29.69%53.86%3.04%21.00%

Correlation

The correlation between CSSX5E.MI and QDVE.DE is 0.52, 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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.60

The correlation between CSSX5E.MI and QDVE.DE shifts across timeframes, from 0.48 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSSX5E.MI vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSSX5E.MI
CSSX5E.MI Risk / Return Rank: 2929
Overall Rank
CSSX5E.MI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSSX5E.MI Sortino Ratio Rank: 2828
Sortino Ratio Rank
CSSX5E.MI Omega Ratio Rank: 2727
Omega Ratio Rank
CSSX5E.MI Calmar Ratio Rank: 3030
Calmar Ratio Rank
CSSX5E.MI Martin Ratio Rank: 3333
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6767
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSSX5E.MI vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) 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.


CSSX5E.MIQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.18

1.42

-0.24

Calmar ratioReturn relative to maximum drawdown

1.44

3.37

-1.93

Martin ratioReturn relative to average drawdown

4.84

8.92

-4.08

CSSX5E.MI vs. QDVE.DE - Sharpe Ratio Comparison

The current CSSX5E.MI Sharpe Ratio is 0.98, which is lower than the QDVE.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSSX5E.MIQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.60

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.13

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

1.21

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.08

-0.67

Drawdowns

CSSX5E.MI vs. QDVE.DE - Drawdown Comparison

The maximum CSSX5E.MI drawdown since its inception was -38.50%, 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 CSSX5E.MI and QDVE.DE.


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Drawdown Indicators


CSSX5E.MIQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-31.45%

-7.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-15.59%

+4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

-29.83%

+13.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-29.83%

+6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-31.45%

-7.05%

Current Drawdown

Current decline from peak

-1.24%

-0.84%

-0.40%

Average Drawdown

Average peak-to-trough decline

-7.27%

-5.80%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

5.91%

-2.70%

Volatility

CSSX5E.MI vs. QDVE.DE - Volatility Comparison

The current volatility for iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) is 5.55%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 6.58%. This indicates that CSSX5E.MI 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


CSSX5E.MIQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

6.58%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

14.65%

-1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

20.38%

-4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

22.70%

-5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

21.72%

-3.40%

CSSX5E.MI vs. QDVE.DE - Expense Ratio Comparison

CSSX5E.MI 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

CSSX5E.MI vs. QDVE.DE - Dividend Comparison

Neither CSSX5E.MI nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSSX5E.MI and QDVE.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSX5E.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSX5E.MI is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVE.DE.

CSSX5E.MI is categorized as Europe Equities, while QDVE.DE is Technology Equities. CSSX5E.MI tracks EURO STOXX® 50, while QDVE.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.10% for CSSX5E.MI and 0.15% for QDVE.DE.

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