IUSK.DE vs. QDVE.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IUSK.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, 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, IUSK.DE returned 7.86%/yr vs 26.04%/yr for QDVE.DE. A 0.62 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
IUSK.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, IUSK.DE has underperformed QDVE.DE with an annualized return of 7.86%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 1.54%
- YTD
- 6.53%
- 6M
- 8.40%
- 1Y
- 5.44%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
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%
IUSK.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
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 IUSK.DE and QDVE.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.62 |
The correlation between IUSK.DE and QDVE.DE shifts across timeframes, from 0.44 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSK.DE vs. QDVE.DE — Risk / Return Rank
IUSK.DE
QDVE.DE
IUSK.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.39 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.14 | -2.62 |
| Martin ratioReturn relative to average drawdown | 1.40 | 8.31 | -6.91 |
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
| IUSK.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.40 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 1.10 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 1.19 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.07 | -0.58 |
Drawdowns
IUSK.DE vs. QDVE.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, 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 IUSK.DE and QDVE.DE.
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Drawdown Indicators
| IUSK.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -31.45% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -15.59% | +5.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -29.83% | +13.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -29.83% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -31.45% | -2.11% |
Current DrawdownCurrent decline from peak | -0.86% | -3.08% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.80% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 5.91% | -2.08% |
Volatility
IUSK.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that IUSK.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
| IUSK.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 7.12% | -2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 14.85% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 20.42% | -6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 22.71% | -8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 21.73% | -6.23% |
IUSK.DE vs. QDVE.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% 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
IUSK.DE vs. QDVE.DE - Dividend Comparison
Neither IUSK.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and QDVE.DE have a correlation of 0.44, 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 0.20% for IUSK.DE.
IUSK.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for IUSK.DE and 0.15% for QDVE.DE.
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