FOO.DE vs. QDVE.DE
Compare and contrast key facts about Salesforce.com Inc (FOO.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOO.DE or QDVE.DE.
Performance
FOO.DE vs. QDVE.DE - Performance Comparison
Returns By Period
In the year-to-date period, FOO.DE achieves a 28.08% return, which is significantly lower than QDVE.DE's 39.26% return.
FOO.DE
28.08%
13.28%
15.90%
50.87%
N/A
N/A
QDVE.DE
39.26%
2.18%
17.40%
44.19%
25.59%
N/A
Key characteristics
| FOO.DE | QDVE.DE | |
|---|---|---|
| Sharpe Ratio | 1.36 | 2.03 |
| Sortino Ratio | 1.72 | 2.66 |
| Omega Ratio | 1.31 | 1.35 |
| Calmar Ratio | 1.50 | 2.71 |
| Martin Ratio | 3.51 | 8.64 |
| Ulcer Index | 13.87% | 4.90% |
| Daily Std Dev | 35.46% | 20.74% |
| Max Drawdown | -55.95% | -31.45% |
| Current Drawdown | -6.38% | -2.09% |
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Correlation
The correlation between FOO.DE and QDVE.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FOO.DE vs. QDVE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Salesforce.com Inc (FOO.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.
Dividends
FOO.DE vs. QDVE.DE - Dividend Comparison
FOO.DE's dividend yield for the trailing twelve months is around 0.36%, while QDVE.DE has not paid dividends to shareholders.
| TTM | |
|---|---|
FOO.DE Salesforce.com Inc | 0.36% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% |
Drawdowns
FOO.DE vs. QDVE.DE - Drawdown Comparison
The maximum FOO.DE drawdown since its inception was -55.95%, 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 FOO.DE and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
FOO.DE vs. QDVE.DE - Volatility Comparison
Salesforce.com Inc (FOO.DE) has a higher volatility of 10.40% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 5.65%. This indicates that FOO.DE's price experiences larger fluctuations and is considered to be riskier than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.