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

Performance

IUSS.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.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, IUSS.DE achieves a 8.25% return, which is significantly lower than QDVE.DE's 19.14% return.


IUSS.DE

1D
0.18%
1M
0.00%
6M
6.99%
YTD
8.25%
1Y
3.96%
3Y*
-1.24%
5Y*
2.54%
10Y*

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)

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


2026 (YTD)2025202420232022202120202019
IUSS.DE
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc)
8.25%-16.14%5.57%5.70%0.37%47.28%-7.77%-20.20%
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%23.11%

Correlation

The correlation between IUSS.DE and QDVE.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.27

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2019

0.31

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Return for Risk

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

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

IUSS.DE
IUSS.DE Risk / Return Rank: 1212
Overall Rank
IUSS.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSS.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IUSS.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IUSS.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSS.DE Martin Ratio Rank: 1313
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.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.


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

-1.42

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.06

1.28

-0.22

Calmar ratioReturn relative to maximum drawdown

0.33

2.30

-1.97

Martin ratioReturn relative to average drawdown

0.86

5.80

-4.93

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

The current IUSS.DE Sharpe Ratio is 0.26, which is lower than the QDVE.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IUSS.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

IUSS.DE vs. QDVE.DE - Drawdown Comparison

The maximum IUSS.DE drawdown since its inception was -46.04%, which is greater than QDVE.DE's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for IUSS.DE and QDVE.DE.


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Drawdown Indicators


IUSS.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.04%

-31.40%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-15.60%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-21.60%

-29.81%

+8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.28%

-29.81%

-1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

Current Drawdown

Current decline from peak

-24.42%

-6.91%

-17.51%

Average Drawdown

Average peak-to-trough decline

-19.69%

-5.80%

-13.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

6.20%

-1.62%

Volatility

IUSS.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) is 3.54%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that IUSS.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


IUSS.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

7.99%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

15.87%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

21.50%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

22.89%

-6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

21.80%

-2.15%

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

IUSS.DE has a 0.60% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.


Dividends

IUSS.DE vs. QDVE.DE - Dividend Comparison

Neither IUSS.DE nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSS.DE and QDVE.DE have a correlation of 0.26, 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 IUSS.DE.

IUSS.DE is categorized as Emerging Markets Equities, while QDVE.DE is Technology Equities. IUSS.DE tracks MSCI Saudi Arabia 20/35 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.60% for IUSS.DE and 0.15% for QDVE.DE.

Portfolio Optimizer

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