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IS20.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS20.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) 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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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS20.DE vs. QDVE.DE - Yearly Performance Comparison


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

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

IS20.DE
IS20.DE Risk / Return Rank: 5555
Overall Rank
IS20.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IS20.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IS20.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS20.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IS20.DE Martin Ratio Rank: 4545
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6565
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5050
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.

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.DEQDVE.DEDifference
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

IS20.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current IS20.DE Sharpe Ratio is 2.02, which is comparable to the QDVE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of IS20.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.


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Sharpe Ratios by Period


IS20.DEQDVE.DEDifference

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.DEQDVE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.60%

-3.08%

+1.48%

Average Drawdown

Average peak-to-trough decline

-6.16%

-5.80%

-0.36%

Ulcer Index

Depth 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.DEQDVE.DEDifference

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.


Tickers have no history of dividend payments

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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