ESIN.DE vs. QDVE.DE
ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - ESIN.DE is a Industrials Equities fund tracking the MSCI World/Materials 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, ESIN.DE returned 12.86%/yr vs 25.33%/yr for QDVE.DE. A 0.55 correlation means they provide meaningful diversification when combined. ESIN.DE charges 0.18%/yr vs 0.15%/yr for QDVE.DE.
Performance
ESIN.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIN.DE achieves a 8.75% return, which is significantly lower than QDVE.DE's 24.06% return.
ESIN.DE
- 1D
- 0.51%
- 1M
- 0.39%
- YTD
- 8.75%
- 6M
- 11.05%
- 1Y
- 15.27%
- 3Y*
- 19.52%
- 5Y*
- 12.86%
- 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%
ESIN.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 8.75% | 25.30% | 14.45% | 26.98% | -16.86% | 13.86% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 40.65% |
Correlation
The correlation between ESIN.DE and QDVE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 19, 2021 | 0.55 |
The correlation between ESIN.DE and QDVE.DE has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
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Return for Risk
ESIN.DE vs. QDVE.DE — Risk / Return Rank
ESIN.DE
QDVE.DE
ESIN.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.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.
| ESIN.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.14 | -1.98 |
| Martin ratioReturn relative to average drawdown | 4.21 | 8.31 | -4.10 |
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
| ESIN.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 2.40 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.10 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.07 | -0.37 |
Drawdowns
ESIN.DE vs. QDVE.DE - Drawdown Comparison
The maximum ESIN.DE drawdown since its inception was -29.12%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for ESIN.DE and QDVE.DE.
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Drawdown Indicators
| ESIN.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -31.45% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -15.59% | +2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -29.83% | +11.53% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -29.83% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -2.69% | -3.08% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -5.80% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 5.91% | -2.30% |
Volatility
ESIN.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) is 6.37%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that ESIN.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
| ESIN.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 7.12% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 14.85% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 20.42% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 22.71% | -3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 21.73% | -2.92% |
ESIN.DE vs. QDVE.DE - Expense Ratio Comparison
ESIN.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
ESIN.DE vs. QDVE.DE - Dividend Comparison
Neither ESIN.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIN.DE and QDVE.DE have a correlation of 0.47, 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 ESIN.DE.
ESIN.DE is categorized as Industrials Equities, while QDVE.DE is Technology Equities. ESIN.DE tracks MSCI World/Materials NR USD, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.18% for ESIN.DE and 0.15% for QDVE.DE.
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