MODR.DE vs. QDVE.DE
MODR.DE (iShares Moderate Portfolio UCITS ETF EUR (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - MODR.DE is a Global Allocation fund actively managed by iShares, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. MODR.DE is actively managed, while QDVE.DE is passively managed. Over the past 5 years, MODR.DE returned 3.93%/yr vs 22.04%/yr for QDVE.DE. A 0.65 correlation means they provide meaningful diversification when combined. MODR.DE charges 0.25%/yr vs 0.15%/yr for QDVE.DE.
Performance
MODR.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MODR.DE achieves a 6.71% return, which is significantly lower than QDVE.DE's 19.14% return.
MODR.DE
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 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%
MODR.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 6.71% | 7.37% | 9.34% | 8.76% | -15.49% | 11.65% | 5.35% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 19.14% | 10.01% | 46.09% | 54.17% | -25.82% | 46.74% | 8.20% |
Correlation
The correlation between MODR.DE and QDVE.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.65 |
The correlation between MODR.DE and QDVE.DE has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
MODR.DE vs. QDVE.DE — Risk / Return Rank
MODR.DE
QDVE.DE
MODR.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.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.
| MODR.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.30 | +0.14 |
| Martin ratioReturn relative to average drawdown | 10.15 | 5.80 | +4.35 |
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Drawdowns
MODR.DE vs. QDVE.DE - Drawdown Comparison
The maximum MODR.DE drawdown since its inception was -17.98%, smaller than the maximum QDVE.DE drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for MODR.DE and QDVE.DE.
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Drawdown Indicators
| MODR.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.98% | -31.40% | +13.42% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -15.60% | +10.42% |
Max Drawdown (3Y)Largest decline over 3 years | -10.57% | -29.81% | +19.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -29.81% | +11.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -0.44% | -6.91% | +6.47% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -5.80% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 6.20% | -4.95% |
Volatility
MODR.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) is 2.20%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that MODR.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
| MODR.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 7.99% | -5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 6.08% | 15.87% | -9.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.35% | 21.50% | -14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.16% | 22.89% | -14.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.27% | 21.80% | -13.53% |
MODR.DE vs. QDVE.DE - Expense Ratio Comparison
MODR.DE has a 0.25% 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
MODR.DE vs. QDVE.DE - Dividend Comparison
Neither MODR.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
MODR.DE and QDVE.DE have a correlation of 0.61, 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 0.25% for MODR.DE.
MODR.DE is categorized as Global Allocation, while QDVE.DE is Technology Equities. Their fees differ too: 0.25% for MODR.DE and 0.15% for QDVE.DE.
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