IUSA.DE vs. QDVE.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 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 10 years, IUSA.DE returned 15.16%/yr vs 26.04%/yr for QDVE.DE. Their correlation of 0.88 suggests significant overlap in exposure. IUSA.DE charges 0.07%/yr vs 0.15%/yr for QDVE.DE.
Performance
IUSA.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.42% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, IUSA.DE has underperformed QDVE.DE with an annualized return of 15.16%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
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%
IUSA.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | 7.30% |
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 IUSA.DE and QDVE.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.88 |
The correlation between IUSA.DE and QDVE.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
IUSA.DE vs. QDVE.DE — Risk / Return Rank
IUSA.DE
QDVE.DE
IUSA.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.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.
| IUSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.14 | +0.48 |
| Martin ratioReturn relative to average drawdown | 12.88 | 8.31 | +4.57 |
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
| IUSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.40 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 1.10 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 1.19 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.07 | -0.40 |
Drawdowns
IUSA.DE vs. QDVE.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, 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 IUSA.DE and QDVE.DE.
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Drawdown Indicators
| IUSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -31.45% | -19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -15.59% | +8.51% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -29.83% | +6.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -29.83% | +6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -31.45% | -2.18% |
Current DrawdownCurrent decline from peak | -0.46% | -3.08% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -5.80% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 5.91% | -3.91% |
Volatility
IUSA.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 2.67%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that IUSA.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
| IUSA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 7.12% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 14.85% | -7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 20.42% | -8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 22.71% | -7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 21.73% | -5.67% |
IUSA.DE vs. QDVE.DE - Expense Ratio Comparison
IUSA.DE has a 0.07% 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
IUSA.DE vs. QDVE.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
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
IUSA.DE and QDVE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVE.DE.
IUSA.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. IUSA.DE tracks S&P 500 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for IUSA.DE and 0.15% for QDVE.DE.
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