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IGV vs. QDVE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IGV vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech-Software Sector ET (IGV) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%JuneJulyAugustSeptemberOctoberNovember
425.67%
536.39%
IGV
QDVE.DE

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

YTD

24.65%

1M

9.92%

6M

20.01%

1Y

35.67%

5Y (annualized)

18.38%

10Y (annualized)

19.87%

QDVE.DE

YTD

39.03%

1M

3.53%

6M

18.52%

1Y

44.23%

5Y (annualized)

25.53%

10Y (annualized)

N/A

Key characteristics


IGVQDVE.DE
Sharpe Ratio1.762.10
Sortino Ratio2.252.73
Omega Ratio1.311.36
Calmar Ratio2.172.80
Martin Ratio7.618.94
Ulcer Index4.70%4.90%
Daily Std Dev20.34%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.


IGV
iShares Expanded Tech-Software Sector ET
Expense ratio chart for IGV: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for IGV, currently valued at 1.62, compared to the broader market0.002.004.006.001.621.89
The chart of Sortino ratio for IGV, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.0012.002.102.54
The chart of Omega ratio for IGV, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.34
The chart of Calmar ratio for IGV, currently valued at 2.23, compared to the broader market0.005.0010.0015.002.232.61
The chart of Martin ratio for IGV, currently valued at 6.94, compared to the broader market0.0020.0040.0060.0080.00100.006.948.76
IGV
QDVE.DE

The current IGV Sharpe Ratio is 1.76, which is comparable to the QDVE.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IGV 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.62
1.89
IGV
QDVE.DE

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.


TTM20232022202120202019201820172016201520142013
IGV
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%
QDVE.DE
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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.15%
-2.96%
IGV
QDVE.DE

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.06%
5.59%
IGV
QDVE.DE