D5BL.DE vs. QDVE.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, 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 10 years, D5BL.DE returned 10.77%/yr vs 26.04%/yr for QDVE.DE. A 0.50 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
D5BL.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, D5BL.DE has underperformed QDVE.DE with an annualized return of 10.77%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
D5BL.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
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 D5BL.DE and QDVE.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.50 |
The correlation between D5BL.DE and QDVE.DE shifts across timeframes, from 0.32 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BL.DE vs. QDVE.DE — Risk / Return Rank
D5BL.DE
QDVE.DE
D5BL.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| D5BL.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.14 | +0.14 |
| Martin ratioReturn relative to average drawdown | 12.52 | 8.31 | +4.20 |
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
| D5BL.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.40 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.10 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.19 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.07 | -0.59 |
Drawdowns
D5BL.DE vs. QDVE.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, 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 D5BL.DE and QDVE.DE.
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Drawdown Indicators
| D5BL.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -31.45% | -8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -15.59% | +5.57% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -29.83% | +12.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -29.83% | +10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -31.45% | -8.95% |
Current DrawdownCurrent decline from peak | -1.22% | -3.08% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.80% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 5.91% | -3.28% |
Volatility
D5BL.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 4.83%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that D5BL.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.
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Volatility by Period
| D5BL.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.12% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 14.85% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 20.42% | -5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 22.71% | -7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 21.73% | -3.97% |
D5BL.DE vs. QDVE.DE - Expense Ratio Comparison
Both D5BL.DE 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%.
Dividends
D5BL.DE vs. QDVE.DE - Dividend Comparison
Neither D5BL.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and QDVE.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE and QDVE.DE have the same expense ratio: 0.15% per year.
D5BL.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. D5BL.DE tracks MSCI Europe Enhanced Value, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Xtrackers and iShares.
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