L0CK.DE vs. QDVE.DE
L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both Technology Equities funds from iShares - L0CK.DE tracks the STOXX® Global Digital Security while QDVE.DE tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, L0CK.DE returned 10.97%/yr vs 25.33%/yr for QDVE.DE. A 0.77 correlation means they provide meaningful diversification when combined. L0CK.DE charges 0.40%/yr vs 0.15%/yr for QDVE.DE.
Performance
L0CK.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, L0CK.DE achieves a 19.85% return, which is significantly lower than QDVE.DE's 24.06% return.
L0CK.DE
- 1D
- -2.66%
- 1M
- 10.58%
- YTD
- 19.85%
- 6M
- 21.05%
- 1Y
- 22.61%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
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%
L0CK.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 33.01% | -11.70% |
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% | -15.24% |
Correlation
The correlation between L0CK.DE and QDVE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2018 | 0.77 |
The correlation between L0CK.DE and QDVE.DE shifts across timeframes, from 0.66 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
L0CK.DE vs. QDVE.DE — Risk / Return Rank
L0CK.DE
QDVE.DE
L0CK.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.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.
| L0CK.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.14 | -1.34 |
| Martin ratioReturn relative to average drawdown | 4.44 | 8.31 | -3.87 |
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
| L0CK.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.40 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.10 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 1.07 | -0.47 |
Drawdowns
L0CK.DE vs. QDVE.DE - Drawdown Comparison
The maximum L0CK.DE drawdown since its inception was -32.50%, roughly equal to the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and QDVE.DE.
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Drawdown Indicators
| L0CK.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -31.45% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -15.59% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -29.83% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -29.83% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -3.17% | -3.08% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -5.80% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 5.91% | -0.83% |
Volatility
L0CK.DE vs. QDVE.DE - Volatility Comparison
iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a higher volatility of 8.18% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.12%. This indicates that L0CK.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
| L0CK.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 7.12% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 14.85% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 20.42% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 22.71% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 21.73% | -1.52% |
L0CK.DE vs. QDVE.DE - Expense Ratio Comparison
L0CK.DE has a 0.40% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
L0CK.DE vs. QDVE.DE - Dividend Comparison
Neither L0CK.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
L0CK.DE and QDVE.DE have a correlation of 0.66, 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 0.40% for L0CK.DE.
L0CK.DE tracks STOXX® Global Digital Security, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.40% for L0CK.DE and 0.15% for QDVE.DE.
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