MVEA.DE vs. QDVE.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - MVEA.DE is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 25.33%/yr for QDVE.DE. A 0.57 correlation means they provide meaningful diversification when combined. MVEA.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
MVEA.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly lower than QDVE.DE's 24.06% return.
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 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%
MVEA.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 30.41% |
Correlation
The correlation between MVEA.DE and QDVE.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.57 |
Over the past year, the correlation between MVEA.DE and QDVE.DE has dropped to 0.21 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
MVEA.DE vs. QDVE.DE — Risk / Return Rank
MVEA.DE
QDVE.DE
MVEA.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| MVEA.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.39 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.14 | -2.98 |
| Martin ratioReturn relative to average drawdown | 0.35 | 8.31 | -7.96 |
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
| MVEA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 2.40 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.10 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.07 | -0.41 |
Drawdowns
MVEA.DE vs. QDVE.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and QDVE.DE.
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Drawdown Indicators
| MVEA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -31.45% | +13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -15.59% | +10.67% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -29.83% | +12.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -29.83% | +12.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -10.27% | -3.08% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -5.80% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 5.91% | -3.52% |
Volatility
MVEA.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.72%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that MVEA.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
| MVEA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 7.12% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 14.85% | -8.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 20.42% | -11.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 22.71% | -10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 21.73% | -8.94% |
MVEA.DE vs. QDVE.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% 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
MVEA.DE vs. QDVE.DE - Dividend Comparison
Neither MVEA.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.DE and QDVE.DE have a correlation of 0.21, 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 0.20% for MVEA.DE.
MVEA.DE is categorized as Large Cap Blend Equities, while QDVE.DE is Technology Equities. MVEA.DE tracks Russell 1000 TR USD, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for MVEA.DE and 0.15% for QDVE.DE.
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