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EXSD.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSD.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXSD.DE achieves a 12.15% return, which is significantly lower than QDVE.DE's 19.14% return. Over the past 10 years, EXSD.DE has underperformed QDVE.DE with an annualized return of 9.23%, while QDVE.DE has yielded a comparatively higher 25.61% annualized return.


EXSD.DE

1D
0.64%
1M
4.72%
6M
11.00%
YTD
12.15%
1Y
19.01%
3Y*
14.97%
5Y*
6.68%
10Y*
9.23%

QDVE.DE

1D
0.35%
1M
-6.14%
6M
19.97%
YTD
19.14%
1Y
36.05%
3Y*
28.01%
5Y*
22.04%
10Y*
25.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
12.15%20.71%5.80%15.08%-18.91%18.43%0.93%29.02%-11.97%16.29%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
19.14%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%

Correlation

The correlation between EXSD.DE and QDVE.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

0.55

Over the past year, the correlation between EXSD.DE and QDVE.DE has dropped to 0.26 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

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

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

EXSD.DE
EXSD.DE Risk / Return Rank: 5151
Overall Rank
EXSD.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXSD.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXSD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
EXSD.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EXSD.DE Martin Ratio Rank: 5353
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 5454
Overall Rank
QDVE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 5454
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4242
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXSD.DEQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.15

2.30

-0.15

Martin ratioReturn relative to average drawdown

7.63

5.80

+1.84

EXSD.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current EXSD.DE Sharpe Ratio is 1.47, which is comparable to the QDVE.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EXSD.DE and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EXSD.DE vs. QDVE.DE - Drawdown Comparison

The maximum EXSD.DE drawdown since its inception was -61.46%, which is greater than QDVE.DE's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for EXSD.DE and QDVE.DE.


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Drawdown Indicators


EXSD.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.46%

-31.40%

-30.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-15.60%

+6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-29.81%

+15.42%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-29.81%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-31.40%

-7.76%

Current Drawdown

Current decline from peak

0.00%

-6.91%

+6.91%

Average Drawdown

Average peak-to-trough decline

-12.65%

-5.80%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

6.20%

-3.71%

Volatility

EXSD.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) is 3.57%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that EXSD.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


EXSD.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

7.99%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

15.87%

-5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

21.50%

-8.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

22.89%

-7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

21.80%

-5.10%

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

EXSD.DE has a 0.21% 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

EXSD.DE vs. QDVE.DE - Dividend Comparison

EXSD.DE's dividend yield for the trailing twelve months is around 2.71%, while QDVE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
2.71%3.08%3.23%2.71%3.06%2.12%1.54%2.85%3.02%3.28%3.16%2.64%
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


EXSD.DE and QDVE.DE have a correlation of 0.26, 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 0.21% for EXSD.DE.

EXSD.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. EXSD.DE tracks STOXX Europe Mid 200 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.21% for EXSD.DE and 0.15% for QDVE.DE.

Portfolio Optimizer

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