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INRA.AS vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INRA.AS vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy Transition UCITS ETF USD Accumulating (INRA.AS) 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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Different Trading Currencies

INRA.AS is traded in USD, while QDVE.DE is traded in EUR. To make them comparable, the QDVE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, INRA.AS achieves a 22.97% return, which is significantly higher than QDVE.DE's 14.47% return.


INRA.AS

1D
-3.10%
1M
-11.17%
YTD
22.97%
6M
21.92%
1Y
58.46%
3Y*
5.36%
5Y*
10Y*

QDVE.DE

1D
-1.77%
1M
-4.10%
YTD
14.47%
6M
14.28%
1Y
35.03%
3Y*
30.73%
5Y*
21.47%
10Y*
26.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INRA.AS vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
INRA.AS
iShares Global Clean Energy Transition UCITS ETF USD Accumulating
22.97%45.54%-25.66%-20.50%28.36%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
14.47%24.19%37.73%59.04%-18.05%

Correlation

The correlation between INRA.AS and QDVE.DE is 0.52, 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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2022

0.41

The correlation between INRA.AS and QDVE.DE shifts across timeframes, from 0.34 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

INRA.AS vs. QDVE.DE — Risk / Return Rank

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

INRA.AS
INRA.AS Risk / Return Rank: 7575
Overall Rank
INRA.AS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
INRA.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
INRA.AS Omega Ratio Rank: 6565
Omega Ratio Rank
INRA.AS Calmar Ratio Rank: 8282
Calmar Ratio Rank
INRA.AS Martin Ratio Rank: 7777
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 5656
Overall Rank
QDVE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 5555
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4444
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.

INRA.AS vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy Transition UCITS ETF USD Accumulating (INRA.AS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INRA.ASQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.35

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

3.87

2.12

+1.75

Martin ratioReturn relative to average drawdown

12.89

6.10

+6.79

INRA.AS vs. QDVE.DE - Sharpe Ratio Comparison

The current INRA.AS Sharpe Ratio is 2.16, which is higher than the QDVE.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of INRA.AS and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INRA.AS vs. QDVE.DE - Drawdown Comparison

The maximum INRA.AS drawdown since its inception was -54.27%, which is greater than QDVE.DE's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for INRA.AS and QDVE.DE.


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Drawdown Indicators


INRA.ASQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.27%

-33.59%

-20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-16.48%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-43.77%

-26.14%

-17.63%

Max Drawdown (5Y)

Largest decline over 5 years

-33.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

Current Drawdown

Current decline from peak

-13.69%

-9.66%

-4.03%

Average Drawdown

Average peak-to-trough decline

-28.56%

-5.95%

-22.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

5.73%

-1.23%

Volatility

INRA.AS vs. QDVE.DE - Volatility Comparison

iShares Global Clean Energy Transition UCITS ETF USD Accumulating (INRA.AS) has a higher volatility of 10.31% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 8.87%. This indicates that INRA.AS'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.


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Volatility by Period


INRA.ASQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.31%

8.87%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

21.21%

16.21%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.68%

21.38%

+5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.04%

23.58%

+5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.04%

22.08%

+6.96%

INRA.AS vs. QDVE.DE - Expense Ratio Comparison

INRA.AS has a 0.65% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.


Dividends

INRA.AS vs. QDVE.DE - Dividend Comparison

Neither INRA.AS nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


INRA.AS and QDVE.DE have a correlation of 0.52, 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 0.65% for INRA.AS.

INRA.AS is categorized as Alternative Energy Equities, while QDVE.DE is Technology Equities. INRA.AS tracks S&P Global Clean Energy Transition, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.65% for INRA.AS and 0.15% for QDVE.DE.

Portfolio Optimizer

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