IBCH.DE vs. QDVE.DE
IBCH.DE (iShares MSCI World EUR Hedged UCITS ETF Accumulating) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IBCH.DE is a Global Equities fund tracking the MSCI World 100% Hedged to EUR Net, 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, IBCH.DE returned 11.23%/yr vs 26.04%/yr for QDVE.DE. A 0.77 correlation means they provide meaningful diversification when combined. IBCH.DE charges 0.55%/yr vs 0.15%/yr for QDVE.DE.
Performance
IBCH.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCH.DE achieves a 8.84% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, IBCH.DE has underperformed QDVE.DE with an annualized return of 11.23%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
IBCH.DE
- 1D
- 0.09%
- 1M
- 2.82%
- YTD
- 8.84%
- 6M
- 9.58%
- 1Y
- 23.44%
- 3Y*
- 18.41%
- 5Y*
- 10.57%
- 10Y*
- 11.23%
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%
IBCH.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCH.DE iShares MSCI World EUR Hedged UCITS ETF Accumulating | 8.84% | 16.80% | 19.60% | 21.25% | -18.84% | 23.63% | 11.16% | 24.84% | -10.33% | 16.64% |
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 IBCH.DE and QDVE.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.77 |
The correlation between IBCH.DE and QDVE.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
IBCH.DE vs. QDVE.DE — Risk / Return Rank
IBCH.DE
QDVE.DE
IBCH.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.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.
| IBCH.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.14 | -0.11 |
| Martin ratioReturn relative to average drawdown | 13.04 | 8.31 | +4.73 |
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
| IBCH.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 2.40 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.10 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 1.19 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.07 | -0.43 |
Drawdowns
IBCH.DE vs. QDVE.DE - Drawdown Comparison
The maximum IBCH.DE drawdown since its inception was -33.56%, 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 IBCH.DE and QDVE.DE.
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Drawdown Indicators
| IBCH.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -31.45% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -15.59% | +7.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -29.83% | +12.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -29.83% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -31.45% | -2.11% |
Current DrawdownCurrent decline from peak | -0.39% | -3.08% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -5.80% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 5.91% | -4.09% |
Volatility
IBCH.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.DE) is 2.94%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that IBCH.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
| IBCH.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 7.12% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 14.85% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 20.42% | -9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 22.71% | -7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 21.73% | -6.41% |
IBCH.DE vs. QDVE.DE - Expense Ratio Comparison
IBCH.DE has a 0.55% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
IBCH.DE vs. QDVE.DE - Dividend Comparison
Neither IBCH.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCH.DE and QDVE.DE have a correlation of 0.72, 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 0.55% for IBCH.DE.
IBCH.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. IBCH.DE tracks MSCI World 100% Hedged to EUR Net, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.55% for IBCH.DE and 0.15% for QDVE.DE.
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