EXSI.DE vs. QDVE.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EXSI.DE is a Europe Equities fund tracking the EURO STOXX®, 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, EXSI.DE returned 10.25%/yr vs 26.04%/yr for QDVE.DE. A 0.61 correlation means they provide meaningful diversification when combined. EXSI.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
EXSI.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, EXSI.DE has underperformed QDVE.DE with an annualized return of 10.25%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 1.93%
- YTD
- 8.62%
- 6M
- 10.56%
- 1Y
- 17.50%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
EXSI.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 0.51% | 28.04% | -13.03% | 13.60% |
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 EXSI.DE and QDVE.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.61 |
The correlation between EXSI.DE and QDVE.DE shifts across timeframes, from 0.47 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXSI.DE vs. QDVE.DE — Risk / Return Rank
EXSI.DE
QDVE.DE
EXSI.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.14 | -1.44 |
| Martin ratioReturn relative to average drawdown | 6.24 | 8.31 | -2.07 |
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
| EXSI.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.40 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.10 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 1.19 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.07 | -0.69 |
Drawdowns
EXSI.DE vs. QDVE.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and QDVE.DE.
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Drawdown Indicators
| EXSI.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -31.45% | -28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -15.59% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -29.83% | +14.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -29.83% | +5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -31.45% | -6.72% |
Current DrawdownCurrent decline from peak | -0.45% | -3.08% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -5.80% | -8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 5.91% | -3.05% |
Volatility
EXSI.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) is 4.42%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EXSI.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
| EXSI.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 7.12% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 14.85% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 20.42% | -5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 22.71% | -6.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 21.73% | -4.53% |
EXSI.DE vs. QDVE.DE - Expense Ratio Comparison
EXSI.DE has a 0.20% 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
EXSI.DE vs. QDVE.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
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
EXSI.DE and QDVE.DE have a correlation of 0.52, 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 0.20% for EXSI.DE.
EXSI.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. EXSI.DE tracks EURO STOXX®, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for EXSI.DE and 0.15% for QDVE.DE.
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