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

Performance

IBCF.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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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IBCF.DE vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
-4.97%15.42%22.97%23.21%-21.83%28.51%14.47%27.13%-8.40%18.78%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
-7.62%9.99%46.12%54.14%-25.83%46.77%29.69%53.86%3.04%21.00%

Returns By Period

In the year-to-date period, IBCF.DE achieves a -4.97% return, which is significantly higher than QDVE.DE's -7.62% return. Over the past 10 years, IBCF.DE has underperformed QDVE.DE with an annualized return of 11.21%, while QDVE.DE has yielded a comparatively higher 22.25% annualized return.


IBCF.DE

1D
2.33%
1M
-4.09%
YTD
-4.97%
6M
-2.17%
1Y
15.39%
3Y*
16.08%
5Y*
9.25%
10Y*
11.21%

QDVE.DE

1D
3.14%
1M
-2.08%
YTD
-7.62%
6M
-5.67%
1Y
20.92%
3Y*
24.15%
5Y*
18.14%
10Y*
22.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IBCF.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%.


Return for Risk

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

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

IBCF.DE
IBCF.DE Risk / Return Rank: 5454
Overall Rank
IBCF.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6262
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 4343
Overall Rank
QDVE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 4141
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.


IBCF.DEQDVE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.83

+0.13

Sortino ratio

Return per unit of downside risk

1.43

1.27

+0.16

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.70

1.31

+0.40

Martin ratio

Return relative to average drawdown

6.98

3.56

+3.42

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

The current IBCF.DE Sharpe Ratio is 0.97, which is comparable to the QDVE.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IBCF.DE and QDVE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBCF.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.83

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.80

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

1.02

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.93

-0.27

Correlation

The correlation between IBCF.DE and QDVE.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IBCF.DE vs. QDVE.DE - Dividend Comparison

Neither IBCF.DE nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IBCF.DE vs. QDVE.DE - Drawdown Comparison

The maximum IBCF.DE drawdown since its inception was -35.06%, 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 IBCF.DE and QDVE.DE.


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Drawdown Indicators


IBCF.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-31.45%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-15.59%

+3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-29.83%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.06%

-31.45%

-3.61%

Current Drawdown

Current decline from peak

-5.96%

-12.90%

+6.94%

Average Drawdown

Average peak-to-trough decline

-4.45%

-5.86%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

5.73%

-3.60%

Volatility

IBCF.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) is 4.93%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.53%. This indicates that IBCF.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


IBCF.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

5.53%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

15.21%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

25.04%

-9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

22.52%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

21.66%

-5.35%