MSF.DE vs. QDVE.DE
Compare and contrast key facts about Microsoft Corporation (MSF.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSF.DE or QDVE.DE.
Performance
MSF.DE vs. QDVE.DE - Performance Comparison
Returns By Period
In the year-to-date period, MSF.DE achieves a 16.71% return, which is significantly lower than QDVE.DE's 39.26% return.
MSF.DE
16.71%
2.44%
0.98%
16.33%
24.66%
28.01%
QDVE.DE
39.26%
2.18%
17.40%
44.19%
25.59%
N/A
Key characteristics
| MSF.DE | QDVE.DE | |
|---|---|---|
| Sharpe Ratio | 0.68 | 2.03 |
| Sortino Ratio | 1.00 | 2.66 |
| Omega Ratio | 1.14 | 1.35 |
| Calmar Ratio | 0.91 | 2.71 |
| Martin Ratio | 2.07 | 8.64 |
| Ulcer Index | 6.78% | 4.90% |
| Daily Std Dev | 20.71% | 20.74% |
| Max Drawdown | -75.25% | -31.45% |
| Current Drawdown | -8.16% | -2.09% |
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Correlation
The correlation between MSF.DE and QDVE.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
MSF.DE vs. QDVE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.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.
Dividends
MSF.DE vs. QDVE.DE - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.53%, while QDVE.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSF.DE Microsoft Corporation | 0.53% | 0.76% | 1.07% | 0.65% | 1.01% | 1.19% | 1.66% | 1.97% | 2.21% | 2.25% | 2.23% | 2.70% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSF.DE vs. QDVE.DE - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -75.25%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for MSF.DE and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
MSF.DE vs. QDVE.DE - Volatility Comparison
Microsoft Corporation (MSF.DE) has a higher volatility of 8.85% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 5.65%. This indicates that MSF.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.