EXH5.DE vs. QDVE.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, 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, EXH5.DE returned 11.04%/yr vs 26.04%/yr for QDVE.DE. At a 0.40 correlation, their price movements are largely independent. EXH5.DE charges 0.46%/yr vs 0.15%/yr for QDVE.DE.
Performance
EXH5.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH5.DE achieves a -2.53% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, EXH5.DE has underperformed QDVE.DE with an annualized return of 11.04%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
EXH5.DE
- 1D
- 0.28%
- 1M
- -1.38%
- YTD
- -2.53%
- 6M
- 2.36%
- 1Y
- 2.81%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
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%
EXH5.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
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 EXH5.DE and QDVE.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.40 |
Over the past year, the correlation between EXH5.DE and QDVE.DE has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
EXH5.DE vs. QDVE.DE — Risk / Return Rank
EXH5.DE
QDVE.DE
EXH5.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.
| EXH5.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.39 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.14 | -2.77 |
| Martin ratioReturn relative to average drawdown | 0.78 | 8.31 | -7.53 |
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
| EXH5.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 2.40 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.10 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 1.19 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.07 | -0.76 |
Drawdowns
EXH5.DE vs. QDVE.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and QDVE.DE.
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Drawdown Indicators
| EXH5.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -31.45% | -41.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -15.59% | +8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -29.83% | +17.52% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -29.83% | +11.20% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -31.45% | -15.10% |
Current DrawdownCurrent decline from peak | -5.47% | -3.08% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -5.80% | -9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 5.91% | -2.34% |
Volatility
EXH5.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) is 4.83%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EXH5.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
| EXH5.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.12% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 14.85% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 20.42% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 22.71% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 21.73% | -1.80% |
EXH5.DE vs. QDVE.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
EXH5.DE vs. QDVE.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH5.DE and QDVE.DE have a correlation of 0.19, 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 0.46% for EXH5.DE.
EXH5.DE is categorized as Financials Equities, while QDVE.DE is Technology Equities. EXH5.DE tracks STOXX® Europe 600 Insurance, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.46% for EXH5.DE and 0.15% for QDVE.DE.
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