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IEVD.DE vs. E908.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEVD.DE vs. E908.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) and Amundi TecDAX UCITS ETF Dist (E908.DE). The values are adjusted to include any dividend payments, if applicable.

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IEVD.DE vs. E908.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
2.94%10.81%5.27%23.03%-23.20%26.64%20.44%6.55%
E908.DE
Amundi TecDAX UCITS ETF Dist
-4.57%5.30%2.57%12.83%-25.90%21.42%6.03%15.00%

Returns By Period

In the year-to-date period, IEVD.DE achieves a 2.94% return, which is significantly higher than E908.DE's -4.57% return.


IEVD.DE

1D
-1.27%
1M
1.28%
YTD
2.94%
6M
3.71%
1Y
27.65%
3Y*
8.19%
5Y*
4.81%
10Y*

E908.DE

1D
-0.96%
1M
-4.33%
YTD
-4.57%
6M
-7.31%
1Y
-4.67%
3Y*
1.18%
5Y*
-0.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEVD.DE vs. E908.DE - Expense Ratio Comparison

Both IEVD.DE and E908.DE have an expense ratio of 0.40%.


Return for Risk

IEVD.DE vs. E908.DE — Risk / Return Rank

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

IEVD.DE
IEVD.DE Risk / Return Rank: 4646
Overall Rank
IEVD.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 3535
Martin Ratio Rank

E908.DE
E908.DE Risk / Return Rank: 88
Overall Rank
E908.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
E908.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
E908.DE Omega Ratio Rank: 77
Omega Ratio Rank
E908.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
E908.DE Martin Ratio Rank: 1010
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.

IEVD.DE vs. E908.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) and Amundi TecDAX UCITS ETF Dist (E908.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.


IEVD.DEE908.DEDifference

Sharpe ratio

Return per unit of total volatility

0.83

-0.24

+1.07

Sortino ratio

Return per unit of downside risk

1.39

-0.21

+1.60

Omega ratio

Gain probability vs. loss probability

1.20

0.98

+0.23

Calmar ratio

Return relative to maximum drawdown

1.73

-0.05

+1.77

Martin ratio

Return relative to average drawdown

4.05

-0.11

+4.16

IEVD.DE vs. E908.DE - Sharpe Ratio Comparison

The current IEVD.DE Sharpe Ratio is 0.83, which is higher than the E908.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of IEVD.DE and E908.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


IEVD.DEE908.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

-0.24

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.02

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.37

-0.01

Correlation

The correlation between IEVD.DE and E908.DE is 0.66, 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.


Dividends

IEVD.DE vs. E908.DE - Dividend Comparison

IEVD.DE has not paid dividends to shareholders, while E908.DE's dividend yield for the trailing twelve months is around 1.05%.


TTM202520242023202220212020201920182017
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
E908.DE
Amundi TecDAX UCITS ETF Dist
1.05%1.00%1.00%1.71%1.08%0.50%0.60%0.93%0.90%0.84%

Drawdowns

IEVD.DE vs. E908.DE - Drawdown Comparison

The maximum IEVD.DE drawdown since its inception was -42.37%, which is greater than E908.DE's maximum drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for IEVD.DE and E908.DE.


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Drawdown Indicators


IEVD.DEE908.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-34.82%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-15.93%

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

-34.82%

+4.43%

Current Drawdown

Current decline from peak

-12.34%

-15.11%

+2.77%

Average Drawdown

Average peak-to-trough decline

-10.46%

-10.70%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.02%

7.45%

+1.57%

Volatility

IEVD.DE vs. E908.DE - Volatility Comparison

iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a higher volatility of 8.39% compared to Amundi TecDAX UCITS ETF Dist (E908.DE) at 6.17%. This indicates that IEVD.DE's price experiences larger fluctuations and is considered to be riskier than E908.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEVD.DEE908.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

6.17%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

26.92%

13.19%

+13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

33.14%

19.19%

+13.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

18.58%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.93%

19.30%

+5.63%