ESIF.DE vs. QDVE.DE
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD, 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 5 years, ESIF.DE returned 19.48%/yr vs 25.33%/yr for QDVE.DE. At a 0.39 correlation, their price movements are largely independent. ESIF.DE charges 0.18%/yr vs 0.15%/yr for QDVE.DE.
Performance
ESIF.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIF.DE achieves a 3.87% return, which is significantly lower than QDVE.DE's 24.06% return.
ESIF.DE
- 1D
- 0.61%
- 1M
- 3.50%
- YTD
- 3.87%
- 6M
- 10.14%
- 1Y
- 22.51%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 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%
ESIF.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 3.80% |
Correlation
The correlation between ESIF.DE and QDVE.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.39 |
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Return for Risk
ESIF.DE vs. QDVE.DE — Risk / Return Rank
ESIF.DE
QDVE.DE
ESIF.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.
| ESIF.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.14 | -1.33 |
| Martin ratioReturn relative to average drawdown | 6.04 | 8.31 | -2.27 |
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
| ESIF.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.40 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.10 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 1.07 | +0.10 |
Drawdowns
ESIF.DE vs. QDVE.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and QDVE.DE.
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Drawdown Indicators
| ESIF.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -31.45% | +8.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -15.59% | +3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -29.83% | +12.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -29.83% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -2.65% | -3.08% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -5.80% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 5.91% | -2.19% |
Volatility
ESIF.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) is 5.37%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that ESIF.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
| ESIF.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 7.12% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 14.85% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 20.42% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 22.71% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 21.73% | -2.89% |
ESIF.DE vs. QDVE.DE - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESIF.DE vs. QDVE.DE - Dividend Comparison
Neither ESIF.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIF.DE and QDVE.DE have a correlation of 0.41, 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 0.18% for ESIF.DE.
ESIF.DE is categorized as Financials Equities, while QDVE.DE is Technology Equities. ESIF.DE tracks MSCI World/Financials NR USD, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.18% for ESIF.DE and 0.15% for QDVE.DE.
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