IS3C.DE vs. QDVE.DE
IS3C.DE (iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IS3C.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core (EUR Hedged), 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, IS3C.DE returned -0.58%/yr vs 26.04%/yr for QDVE.DE. At a 0.32 correlation, their price movements are largely independent. IS3C.DE charges 0.50%/yr vs 0.15%/yr for QDVE.DE.
Performance
IS3C.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3C.DE achieves a -1.63% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, IS3C.DE has underperformed QDVE.DE with an annualized return of -0.58%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
IS3C.DE
- 1D
- 0.23%
- 1M
- 0.40%
- YTD
- -1.63%
- 6M
- -1.60%
- 1Y
- 2.73%
- 3Y*
- 2.01%
- 5Y*
- -3.40%
- 10Y*
- -0.58%
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%
IS3C.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3C.DE iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | -1.63% | 5.32% | -1.72% | 5.39% | -20.57% | -3.53% | 3.22% | 12.58% | -8.60% | 7.87% |
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 IS3C.DE and QDVE.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.32 |
The correlation between IS3C.DE and QDVE.DE shifts across timeframes, from 0.21 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3C.DE vs. QDVE.DE — Risk / Return Rank
IS3C.DE
QDVE.DE
IS3C.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.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.
| IS3C.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.39 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 3.14 | -2.66 |
| Martin ratioReturn relative to average drawdown | 1.52 | 8.31 | -6.79 |
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
| IS3C.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 2.40 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 1.10 | -1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 1.19 | -1.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 1.07 | -1.07 |
Drawdowns
IS3C.DE vs. QDVE.DE - Drawdown Comparison
The maximum IS3C.DE drawdown since its inception was -30.78%, roughly equal to the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and QDVE.DE.
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Drawdown Indicators
| IS3C.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.78% | -31.45% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.62% | -15.59% | +9.97% |
Max Drawdown (3Y)Largest decline over 3 years | -8.94% | -29.83% | +20.89% |
Max Drawdown (5Y)Largest decline over 5 years | -30.47% | -29.83% | -0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -30.78% | -31.45% | +0.67% |
Current DrawdownCurrent decline from peak | -17.90% | -3.08% | -14.82% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -5.80% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 5.91% | -4.12% |
Volatility
IS3C.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) is 2.10%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that IS3C.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
| IS3C.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 7.12% | -5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 14.85% | -9.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.18% | 20.42% | -14.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.94% | 22.71% | -13.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.30% | 21.73% | -12.43% |
IS3C.DE vs. QDVE.DE - Expense Ratio Comparison
IS3C.DE has a 0.50% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
IS3C.DE vs. QDVE.DE - Dividend Comparison
Neither IS3C.DE nor QDVE.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3C.DE iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.58% | 5.39% | 3.93% | 3.85% | 4.77% | 5.76% | 3.88% | 5.34% | 4.72% |
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
IS3C.DE and QDVE.DE have a correlation of 0.32, 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 0.50% for IS3C.DE.
IS3C.DE is categorized as Emerging Markets Bonds, while QDVE.DE is Technology Equities. IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.50% for IS3C.DE and 0.15% for QDVE.DE.
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