IGV vs. QDVE.DE
Compare and contrast key facts about iShares Expanded Tech-Software Sector ET (IGV) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
IGV and QDVE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGV is a passively managed fund by iShares that tracks the performance of the S&P North American Technology-Software Index. It was launched on Jul 10, 2001. 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. Both IGV and QDVE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGV or QDVE.DE.
Performance
IGV vs. QDVE.DE - Performance Comparison
Returns By Period
In the year-to-date period, IGV achieves a 24.65% return, which is significantly lower than QDVE.DE's 39.03% return.
IGV
24.65%
9.92%
20.01%
35.67%
18.38%
19.87%
QDVE.DE
39.03%
3.53%
18.52%
44.23%
25.53%
N/A
Key characteristics
IGV | QDVE.DE | |
---|---|---|
Sharpe Ratio | 1.76 | 2.10 |
Sortino Ratio | 2.25 | 2.73 |
Omega Ratio | 1.31 | 1.36 |
Calmar Ratio | 2.17 | 2.80 |
Martin Ratio | 7.61 | 8.94 |
Ulcer Index | 4.70% | 4.90% |
Daily Std Dev | 20.34% | 20.71% |
Max Drawdown | -92.69% | -31.45% |
Current Drawdown | -3.15% | -2.25% |
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IGV vs. QDVE.DE - Expense Ratio Comparison
IGV has a 0.46% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Correlation
The correlation between IGV and QDVE.DE is 0.53, 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
IGV vs. QDVE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ET (IGV) 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
IGV vs. QDVE.DE - Dividend Comparison
IGV's dividend yield for the trailing twelve months is around 0.33%, while QDVE.DE has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares Expanded Tech-Software Sector ET | 0.33% | 0.41% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% | 0.29% | 0.33% |
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% |
Drawdowns
IGV vs. QDVE.DE - Drawdown Comparison
The maximum IGV drawdown since its inception was -92.69%, 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 IGV and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
IGV vs. QDVE.DE - Volatility Comparison
iShares Expanded Tech-Software Sector ET (IGV) has a higher volatility of 7.06% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 5.59%. This indicates that IGV'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.