DRUP.DE vs. QDVE.DE
DRUP.DE (Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both Technology Equities funds - DRUP.DE tracks the MSCI ACWI IMI Disruptive Technology ESG Filtered while QDVE.DE tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, DRUP.DE returned 8.78%/yr vs 25.33%/yr for QDVE.DE. A 0.76 correlation means they provide meaningful diversification when combined. DRUP.DE charges 0.45%/yr vs 0.15%/yr for QDVE.DE.
Performance
DRUP.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DRUP.DE having a 23.69% return and QDVE.DE slightly higher at 24.06%.
DRUP.DE
- 1D
- -0.61%
- 1M
- 12.27%
- YTD
- 23.69%
- 6M
- 21.96%
- 1Y
- 41.06%
- 3Y*
- 19.28%
- 5Y*
- 8.78%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
DRUP.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc | 23.69% | 9.46% | 20.09% | 21.03% | -31.26% | 10.02% | 48.77% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 27.15% |
Correlation
The correlation between DRUP.DE and QDVE.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 4, 2020 | 0.76 |
The correlation between DRUP.DE and QDVE.DE has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
DRUP.DE vs. QDVE.DE — Risk / Return Rank
DRUP.DE
QDVE.DE
DRUP.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.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.
| DRUP.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 3.14 | -0.37 |
| Martin ratioReturn relative to average drawdown | 7.29 | 8.31 | -1.02 |
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
| DRUP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.40 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.10 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.07 | -0.42 |
Drawdowns
DRUP.DE vs. QDVE.DE - Drawdown Comparison
The maximum DRUP.DE drawdown since its inception was -37.97%, 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 DRUP.DE and QDVE.DE.
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Drawdown Indicators
| DRUP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.97% | -31.45% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -15.59% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -29.83% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | -29.83% | -6.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -1.28% | -3.08% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -5.80% | -10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 5.91% | -0.30% |
Volatility
DRUP.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) is 6.32%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that DRUP.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
| DRUP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 7.12% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 14.85% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 20.42% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 22.71% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 21.73% | -0.46% |
DRUP.DE vs. QDVE.DE - Expense Ratio Comparison
DRUP.DE has a 0.45% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
DRUP.DE vs. QDVE.DE - Dividend Comparison
Neither DRUP.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
DRUP.DE and QDVE.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for DRUP.DE.
DRUP.DE tracks MSCI ACWI IMI Disruptive Technology ESG Filtered, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for DRUP.DE and 0.15% for QDVE.DE.
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