PortfoliosLab logoPortfoliosLab logo
IQQ5.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQ5.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Turkey UCITS ETF USD (Dist) (IQQ5.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IQQ5.DE achieves a 23.43% return, which is significantly higher than QDVE.DE's 19.14% return. Over the past 10 years, IQQ5.DE has underperformed QDVE.DE with an annualized return of 0.54%, while QDVE.DE has yielded a comparatively higher 25.61% annualized return.


IQQ5.DE

1D
-0.41%
1M
3.40%
6M
19.83%
YTD
23.43%
1Y
24.27%
3Y*
12.67%
5Y*
16.97%
10Y*
0.54%

QDVE.DE

1D
0.35%
1M
-6.14%
6M
19.97%
YTD
19.14%
1Y
36.05%
3Y*
28.01%
5Y*
22.04%
10Y*
25.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ5.DE vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQ5.DE
iShares MSCI Turkey UCITS ETF USD (Dist)
23.43%-15.96%24.70%-10.45%93.90%-20.23%-16.97%12.89%-39.29%20.36%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
19.14%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%

Correlation

The correlation between IQQ5.DE and QDVE.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

0.26

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IQQ5.DE vs. QDVE.DE — Risk / Return Rank

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

IQQ5.DE
IQQ5.DE Risk / Return Rank: 3232
Overall Rank
IQQ5.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IQQ5.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IQQ5.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IQQ5.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
IQQ5.DE Martin Ratio Rank: 3333
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 5454
Overall Rank
QDVE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 5454
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4242
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.

IQQ5.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey UCITS ETF USD (Dist) (IQQ5.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.

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.


IQQ5.DEQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratioReturn relative to maximum drawdown

1.77

2.30

-0.53

Martin ratioReturn relative to average drawdown

4.26

5.80

-1.54

IQQ5.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current IQQ5.DE Sharpe Ratio is 0.93, which is lower than the QDVE.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IQQ5.DE 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.


Loading charts...

Drawdowns

IQQ5.DE vs. QDVE.DE - Drawdown Comparison

The maximum IQQ5.DE drawdown since its inception was -75.94%, which is greater than QDVE.DE's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for IQQ5.DE and QDVE.DE.


Loading charts...

Drawdown Indicators


IQQ5.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-75.94%

-31.40%

-44.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-15.60%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-36.14%

-29.81%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-36.14%

-29.81%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-66.59%

-31.40%

-35.19%

Current Drawdown

Current decline from peak

-32.97%

-6.91%

-26.06%

Average Drawdown

Average peak-to-trough decline

-40.24%

-5.80%

-34.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

6.20%

-0.51%

Volatility

IQQ5.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares MSCI Turkey UCITS ETF USD (Dist) (IQQ5.DE) is 6.92%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that IQQ5.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.


Loading charts...

Volatility by Period


IQQ5.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

7.99%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

20.25%

15.87%

+4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

21.50%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.30%

22.89%

+12.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.24%

21.80%

+12.44%

IQQ5.DE vs. QDVE.DE - Expense Ratio Comparison

IQQ5.DE has a 0.74% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.


Dividends

IQQ5.DE vs. QDVE.DE - Dividend Comparison

IQQ5.DE's dividend yield for the trailing twelve months is around 1.79%, while QDVE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQ5.DE
iShares MSCI Turkey UCITS ETF USD (Dist)
1.79%1.84%2.06%2.77%1.75%3.02%0.56%2.14%4.07%1.78%1.68%2.18%
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%

Frequently Asked Questions


IQQ5.DE and QDVE.DE have a correlation of 0.29, 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 0.74% for IQQ5.DE.

IQQ5.DE is categorized as Emerging Markets Equities, while QDVE.DE is Technology Equities. IQQ5.DE tracks MSCI Turkey Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.74% for IQQ5.DE and 0.15% for QDVE.DE.

Portfolio Optimizer

Find the right allocation for IQQ5.DE and QDVE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer