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IS3F.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3F.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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, IS3F.DE achieves a 5.49% return, which is significantly lower than QDVE.DE's 19.14% return. Over the past 10 years, IS3F.DE has underperformed QDVE.DE with an annualized return of 4.24%, while QDVE.DE has yielded a comparatively higher 25.61% annualized return.


IS3F.DE

1D
0.34%
1M
1.62%
6M
5.29%
YTD
5.49%
1Y
8.12%
3Y*
5.78%
5Y*
6.07%
10Y*
4.24%

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)

IS3F.DE vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
5.49%-6.28%14.29%7.35%6.51%9.83%-8.41%13.49%1.81%-8.14%
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 IS3F.DE and QDVE.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.30

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

0.25

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

0.33

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

0.34

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Return for Risk

IS3F.DE vs. QDVE.DE — Risk / Return Rank

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

IS3F.DE
IS3F.DE Risk / Return Rank: 4848
Overall Rank
IS3F.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IS3F.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
IS3F.DE Omega Ratio Rank: 3939
Omega Ratio Rank
IS3F.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IS3F.DE Martin Ratio Rank: 5050
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.

IS3F.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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.


IS3F.DEQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratioReturn relative to maximum drawdown

2.76

2.30

+0.46

Martin ratioReturn relative to average drawdown

7.08

5.80

+1.29

IS3F.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current IS3F.DE Sharpe Ratio is 1.27, which is comparable to the QDVE.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IS3F.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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Drawdowns

IS3F.DE vs. QDVE.DE - Drawdown Comparison

The maximum IS3F.DE drawdown since its inception was -27.25%, smaller than the maximum QDVE.DE drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for IS3F.DE and QDVE.DE.


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Drawdown Indicators


IS3F.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-31.40%

+4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-15.60%

+12.67%

Max Drawdown (3Y)

Largest decline over 3 years

-11.67%

-29.81%

+18.14%

Max Drawdown (5Y)

Largest decline over 5 years

-11.67%

-29.81%

+18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-20.78%

-31.40%

+10.62%

Current Drawdown

Current decline from peak

-3.40%

-6.91%

+3.51%

Average Drawdown

Average peak-to-trough decline

-8.18%

-5.80%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

6.20%

-5.06%

Volatility

IS3F.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) is 1.90%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that IS3F.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


IS3F.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

7.99%

-6.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

15.87%

-11.34%

Volatility (1Y)

Calculated over the trailing 1-year period

6.38%

21.50%

-15.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

22.89%

-15.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

21.80%

-13.59%

IS3F.DE vs. QDVE.DE - Expense Ratio Comparison

IS3F.DE has a 0.25% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3F.DE vs. QDVE.DE - Dividend Comparison

IS3F.DE's dividend yield for the trailing twelve months is around 4.25%, while QDVE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.25%4.77%5.36%4.95%2.10%1.50%2.62%3.52%2.81%2.25%2.36%3.21%
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


IS3F.DE and QDVE.DE have a correlation of 0.30, 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 0.25% for IS3F.DE.

IS3F.DE is categorized as Corporate Bonds, while QDVE.DE is Technology Equities. IS3F.DE tracks Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for IS3F.DE and 0.15% for QDVE.DE.

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