IUSL.DE vs. QDVE.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IUSL.DE is a Global Equities fund tracking the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, 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, IUSL.DE returned 12.35%/yr vs 26.04%/yr for QDVE.DE. A 0.78 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.15%/yr for QDVE.DE.
Performance
IUSL.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, IUSL.DE has underperformed QDVE.DE with an annualized return of 12.35%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
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%
IUSL.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 29.77% | -4.73% | 7.79% |
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 IUSL.DE and QDVE.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.78 |
The correlation between IUSL.DE and QDVE.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
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Return for Risk
IUSL.DE vs. QDVE.DE — Risk / Return Rank
IUSL.DE
QDVE.DE
IUSL.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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.
| IUSL.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.14 | -0.26 |
| Martin ratioReturn relative to average drawdown | 11.02 | 8.31 | +2.71 |
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
| IUSL.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.40 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.10 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 1.19 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.07 | -0.36 |
Drawdowns
IUSL.DE vs. QDVE.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, roughly equal to the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and QDVE.DE.
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Drawdown Indicators
| IUSL.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -31.45% | -1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -15.59% | +8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -29.83% | +10.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -29.83% | +10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -31.45% | -1.57% |
Current DrawdownCurrent decline from peak | -0.71% | -3.08% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -5.80% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 5.91% | -4.01% |
Volatility
IUSL.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) is 3.41%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that IUSL.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
| IUSL.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 7.12% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 14.85% | -6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 20.42% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 22.71% | -9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 21.73% | -6.80% |
IUSL.DE vs. QDVE.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
IUSL.DE vs. QDVE.DE - Dividend Comparison
Neither IUSL.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and QDVE.DE have a correlation of 0.70, 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 0.60% for IUSL.DE.
IUSL.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.60% for IUSL.DE and 0.15% for QDVE.DE.
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