IS20.DE vs. QDVE.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IS20.DE is a S&P 500 fund tracking the S&P 500 Top 20 Index, 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 year, IS20.DE returned 30.08% vs 49.27% for QDVE.DE. Their correlation of 0.93 suggests significant overlap in exposure. IS20.DE charges 0.10%/yr vs 0.15%/yr for QDVE.DE.
Performance
IS20.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than QDVE.DE's 24.06% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 4.82%
- YTD
- 9.38%
- 6M
- 8.62%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
IS20.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 5.10% |
Correlation
The correlation between IS20.DE and QDVE.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.93 |
The correlation between IS20.DE and QDVE.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. QDVE.DE — Risk / Return Rank
IS20.DE
QDVE.DE
IS20.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.14 | -0.79 |
| Martin ratioReturn relative to average drawdown | 7.30 | 8.31 | -1.01 |
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
| IS20.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.40 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.10 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.07 | -0.30 |
Drawdowns
IS20.DE vs. QDVE.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for IS20.DE and QDVE.DE.
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Drawdown Indicators
| IS20.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -31.45% | +5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -15.59% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.83% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -1.60% | -3.08% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.80% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 5.91% | -1.80% |
Volatility
IS20.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) is 3.65%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that IS20.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
| IS20.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 7.12% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 14.85% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 20.42% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 22.71% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 21.73% | -2.16% |
IS20.DE vs. QDVE.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than QDVE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS20.DE vs. QDVE.DE - Dividend Comparison
Neither IS20.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, IS20.DE and QDVE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVE.DE.
IS20.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. IS20.DE tracks S&P 500 Top 20 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.10% for IS20.DE and 0.15% for QDVE.DE.
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