ESIS.DE vs. QDVE.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - ESIS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, 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, ESIS.DE returned 0.75%/yr vs 25.33%/yr for QDVE.DE. At a 0.16 correlation, their price movements are largely independent. ESIS.DE charges 0.18%/yr vs 0.15%/yr for QDVE.DE.
Performance
ESIS.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIS.DE achieves a -1.50% return, which is significantly lower than QDVE.DE's 24.06% return.
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 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%
ESIS.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 19.70% | 2.50% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 5.29% |
Correlation
The correlation between ESIS.DE and QDVE.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.16 |
The correlation between ESIS.DE and QDVE.DE shifts across timeframes, from -0.15 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIS.DE vs. QDVE.DE — Risk / Return Rank
ESIS.DE
QDVE.DE
ESIS.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.
| ESIS.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.14 | -3.51 |
| Martin ratioReturn relative to average drawdown | -0.77 | 8.31 | -9.08 |
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
| ESIS.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 2.40 | -2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 1.10 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 1.07 | -0.85 |
Drawdowns
ESIS.DE vs. QDVE.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -15.05%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and QDVE.DE.
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Drawdown Indicators
| ESIS.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -31.45% | +16.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -15.59% | +2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -29.83% | +17.17% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -29.83% | +14.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -11.44% | -3.08% | -8.36% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -5.80% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 5.91% | +0.09% |
Volatility
ESIS.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) is 4.80%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that ESIS.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
| ESIS.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 7.12% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 14.85% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 20.42% | -6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 22.71% | -9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 21.73% | -8.77% |
ESIS.DE vs. QDVE.DE - Expense Ratio Comparison
ESIS.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
ESIS.DE vs. QDVE.DE - Dividend Comparison
Neither ESIS.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.DE and QDVE.DE have a correlation of -0.15, 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 ESIS.DE.
ESIS.DE is categorized as Consumer Staples Equities, while QDVE.DE is Technology Equities. ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.18% for ESIS.DE and 0.15% for QDVE.DE.
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