IS0D.DE vs. QDVE.DE
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IS0D.DE is a Energy Equities fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production, 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, IS0D.DE returned 6.95%/yr vs 26.04%/yr for QDVE.DE. At a 0.29 correlation, their price movements are largely independent. IS0D.DE charges 0.55%/yr vs 0.15%/yr for QDVE.DE.
Performance
IS0D.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly higher than QDVE.DE's 24.06% return. Over the past 10 years, IS0D.DE has underperformed QDVE.DE with an annualized return of 6.95%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
IS0D.DE
- 1D
- 0.10%
- 1M
- 1.29%
- YTD
- 30.64%
- 6M
- 22.28%
- 1Y
- 36.59%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
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%
IS0D.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
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 IS0D.DE and QDVE.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.29 |
The correlation between IS0D.DE and QDVE.DE shifts across timeframes, from -0.09 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0D.DE vs. QDVE.DE — Risk / Return Rank
IS0D.DE
QDVE.DE
IS0D.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.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.
| IS0D.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.14 | -1.12 |
| Martin ratioReturn relative to average drawdown | 5.02 | 8.31 | -3.30 |
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
| IS0D.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.40 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.10 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 1.19 | -0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.07 | -0.98 |
Drawdowns
IS0D.DE vs. QDVE.DE - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, 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 IS0D.DE and QDVE.DE.
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Drawdown Indicators
| IS0D.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -31.45% | -48.02% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -15.59% | -2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -29.83% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -29.83% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -31.45% | -42.28% |
Current DrawdownCurrent decline from peak | -9.82% | -3.08% | -6.74% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -5.80% | -21.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 5.91% | +1.27% |
Volatility
IS0D.DE vs. QDVE.DE - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.12%. This indicates that IS0D.DE'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
| IS0D.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 7.12% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 14.85% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 20.42% | +6.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 22.71% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 21.73% | +11.39% |
IS0D.DE vs. QDVE.DE - Expense Ratio Comparison
IS0D.DE has a 0.55% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
IS0D.DE vs. QDVE.DE - Dividend Comparison
Neither IS0D.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
IS0D.DE and QDVE.DE have a correlation of -0.09, 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 0.55% for IS0D.DE.
IS0D.DE is categorized as Energy Equities, while QDVE.DE is Technology Equities. IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.55% for IS0D.DE and 0.15% for QDVE.DE.
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