EUN0.DE vs. QDVE.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EUN0.DE is a Europe Equities fund tracking the MSCI Europe Minimum Volatility, 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 10 years, EUN0.DE returned 6.66%/yr vs 26.04%/yr for QDVE.DE. A 0.51 correlation means they provide meaningful diversification when combined. EUN0.DE charges 0.25%/yr vs 0.15%/yr for QDVE.DE.
Performance
EUN0.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN0.DE achieves a 5.60% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, EUN0.DE has underperformed QDVE.DE with an annualized return of 6.66%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
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%
EUN0.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
Correlation
The correlation between EUN0.DE and QDVE.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.51 |
Over the past year, the correlation between EUN0.DE and QDVE.DE has dropped to 0.12 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
EUN0.DE vs. QDVE.DE — Risk / Return Rank
EUN0.DE
QDVE.DE
EUN0.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.
| EUN0.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 3.14 | -2.39 |
| Martin ratioReturn relative to average drawdown | 1.97 | 8.31 | -6.34 |
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
| EUN0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.40 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.10 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 1.19 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.07 | -0.44 |
Drawdowns
EUN0.DE vs. QDVE.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, roughly equal to the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and QDVE.DE.
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Drawdown Indicators
| EUN0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -31.45% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -15.59% | +8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -29.83% | +19.10% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -29.83% | +10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | -31.45% | +0.77% |
Current DrawdownCurrent decline from peak | -3.12% | -3.08% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -5.80% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 5.91% | -3.15% |
Volatility
EUN0.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EUN0.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
| EUN0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 7.12% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 14.85% | -7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 20.42% | -11.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 22.71% | -11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 21.73% | -9.22% |
EUN0.DE vs. QDVE.DE - Expense Ratio Comparison
EUN0.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%.
Dividends
EUN0.DE vs. QDVE.DE - Dividend Comparison
Neither EUN0.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
EUN0.DE and QDVE.DE have a correlation of 0.12, 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 0.25% for EUN0.DE.
EUN0.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. EUN0.DE tracks MSCI Europe Minimum Volatility, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for EUN0.DE and 0.15% for QDVE.DE.
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