IQQ0.DE vs. QDVE.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, 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, IQQ0.DE returned 6.81%/yr vs 26.04%/yr for QDVE.DE. A 0.56 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.15%/yr for QDVE.DE.
Performance
IQQ0.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, IQQ0.DE has underperformed QDVE.DE with an annualized return of 6.81%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
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%
IQQ0.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
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 IQQ0.DE and QDVE.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.56 |
Over the past year, the correlation between IQQ0.DE and QDVE.DE has dropped to 0.01 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
IQQ0.DE vs. QDVE.DE — Risk / Return Rank
IQQ0.DE
QDVE.DE
IQQ0.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IQQ0.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.39 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.14 | -3.20 |
| Martin ratioReturn relative to average drawdown | -0.12 | 8.31 | -8.43 |
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
| IQQ0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.40 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.10 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 1.19 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.07 | -0.31 |
Drawdowns
IQQ0.DE vs. QDVE.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and QDVE.DE.
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Drawdown Indicators
| IQQ0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -31.45% | +2.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -15.59% | +10.37% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -29.83% | +17.01% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -29.83% | +17.01% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -31.45% | +2.80% |
Current DrawdownCurrent decline from peak | -6.65% | -3.08% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -5.80% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 5.91% | -3.47% |
Volatility
IQQ0.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that IQQ0.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
| IQQ0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 7.12% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 14.85% | -9.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 20.42% | -12.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 22.71% | -12.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 21.73% | -10.11% |
IQQ0.DE vs. QDVE.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
IQQ0.DE vs. QDVE.DE - Dividend Comparison
Neither IQQ0.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE and QDVE.DE have a correlation of 0.01, 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 0.30% for IQQ0.DE.
IQQ0.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. IQQ0.DE tracks MSCI World Minimum Volatility, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.30% for IQQ0.DE and 0.15% for QDVE.DE.
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