EUCL.DE vs. QDVE.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares € AAA CLO Active UCITS ETF EUR Acc (EUCL.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).

EUCL.DE and QDVE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUCL.DE is an actively managed fund by iShares. It was launched on Jul 18, 2025. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.

Performance

EUCL.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € AAA CLO Active UCITS ETF EUR Acc (EUCL.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

EUCL.DE vs. QDVE.DE - Yearly Performance Comparison

	2026 (YTD)	2025
EUCL.DE iShares € AAA CLO Active UCITS ETF EUR Acc	0.61%	1.49%
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF	-7.30%	11.80%

Returns By Period

In the year-to-date period, EUCL.DE achieves a 0.61% return, which is significantly higher than QDVE.DE's -7.30% return.

EUCL.DE

• 1D: 0.14%
• 1M: 0.11%
• YTD: 0.61%
• 6M: 1.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QDVE.DE

• 1D: 0.35%
• 1M: -1.59%
• YTD: -7.30%
• 6M: -6.37%
• 1Y: 20.81%
• 3Y*: 24.28%
• 5Y*: 18.23%
• 10Y*: 22.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUCL.DE vs. QDVE.DE - Expense Ratio Comparison

EUCL.DE has a 0.25% 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%.

EUCL.DE

iShares € AAA CLO Active UCITS ETF EUR Acc

QDVE.DE

iShares S&P 500 Information Technology Sector UCITS ETF

Return for Risk

EUCL.DE vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVE.DE

QDVE.DE Risk / Return Rank: 47
QDVE.DE Sharpe Ratio Rank: 40
QDVE.DE Sortino Ratio Rank: 41
QDVE.DE Omega Ratio Rank: 38
QDVE.DE Calmar Ratio Rank: 66
QDVE.DE Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUCL.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € AAA CLO Active UCITS ETF EUR Acc (EUCL.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	EUCL.DE	QDVE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.76	0.93	+2.82

Correlation

The correlation between EUCL.DE and QDVE.DE is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EUCL.DE vs. QDVE.DE - Dividend Comparison

Neither EUCL.DE nor QDVE.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

EUCL.DE vs. QDVE.DE - Drawdown Comparison

The maximum EUCL.DE drawdown since its inception was -0.30%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EUCL.DE and QDVE.DE.

Drawdown Indicators

	EUCL.DE	QDVE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-0.30%	-31.45%	+31.15%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.59%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.45%	—
Current Drawdown Current decline from peak	-0.07%	-12.60%	+12.53%
Average Drawdown Average peak-to-trough decline	-0.05%	-5.86%	+5.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.74%	—

Volatility

Volatility by Period

	EUCL.DE	QDVE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.81%	24.97%	-24.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.81%	22.51%	-21.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.81%	21.65%	-20.84%