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

Performance

IXUA.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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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IXUA.DE vs. QDVE.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IXUA.DE achieves a 3.63% return, which is significantly higher than QDVE.DE's -7.62% return.


IXUA.DE

1D
2.75%
1M
-3.43%
YTD
3.63%
6M
8.80%
1Y
17.75%
3Y*
5Y*
10Y*

QDVE.DE

1D
3.14%
1M
-2.08%
YTD
-7.62%
6M
-5.67%
1Y
20.92%
3Y*
24.15%
5Y*
18.14%
10Y*
22.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both IXUA.DE and QDVE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

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

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

IXUA.DE
IXUA.DE Risk / Return Rank: 6565
Overall Rank
IXUA.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IXUA.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IXUA.DE Omega Ratio Rank: 6464
Omega Ratio Rank
IXUA.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
IXUA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 4343
Overall Rank
QDVE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 4141
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.


IXUA.DEQDVE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.83

+0.35

Sortino ratio

Return per unit of downside risk

1.60

1.27

+0.32

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

1.92

1.31

+0.61

Martin ratio

Return relative to average drawdown

7.86

3.56

+4.31

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

The current IXUA.DE Sharpe Ratio is 1.18, which is higher than the QDVE.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IXUA.DE and QDVE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IXUA.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.83

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.93

-0.05

Correlation

The correlation between IXUA.DE and QDVE.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IXUA.DE vs. QDVE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IXUA.DE vs. QDVE.DE - Drawdown Comparison

The maximum IXUA.DE drawdown since its inception was -16.58%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for IXUA.DE and QDVE.DE.


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Drawdown Indicators


IXUA.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-31.45%

+14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-15.59%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-4.52%

-12.90%

+8.38%

Average Drawdown

Average peak-to-trough decline

-2.14%

-5.86%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

5.73%

-3.40%

Volatility

IXUA.DE vs. QDVE.DE - Volatility Comparison

iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a higher volatility of 5.93% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 5.53%. This indicates that IXUA.DE's price experiences larger fluctuations and is considered to be riskier 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


IXUA.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

5.53%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

15.21%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

25.04%

-10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

22.52%

-7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

21.66%

-6.93%