MVEE.DE vs. QDVE.DE
MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - MVEE.DE is a Europe Equities fund tracking the MSCI Europe NR EUR, 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, MVEE.DE returned 6.16%/yr vs 25.33%/yr for QDVE.DE. At a 0.48 correlation, their price movements are largely independent. MVEE.DE charges 0.25%/yr vs 0.15%/yr for QDVE.DE.
Performance
MVEE.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEE.DE achieves a 5.59% return, which is significantly lower than QDVE.DE's 24.06% return.
MVEE.DE
- 1D
- 0.56%
- 1M
- 0.01%
- YTD
- 5.59%
- 6M
- 7.14%
- 1Y
- 5.59%
- 3Y*
- 8.72%
- 5Y*
- 6.16%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
MVEE.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 5.59% | 8.72% | 8.82% | 12.50% | -15.12% | 23.93% | 14.18% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 32.98% |
Correlation
The correlation between MVEE.DE and QDVE.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.48 |
Over the past year, the correlation between MVEE.DE and QDVE.DE has dropped to 0.25 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
MVEE.DE vs. QDVE.DE — Risk / Return Rank
MVEE.DE
QDVE.DE
MVEE.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.
| MVEE.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 3.14 | -2.44 |
| Martin ratioReturn relative to average drawdown | 1.87 | 8.31 | -6.44 |
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
| MVEE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.40 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.10 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.07 | -0.36 |
Drawdowns
MVEE.DE vs. QDVE.DE - Drawdown Comparison
The maximum MVEE.DE drawdown since its inception was -20.20%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for MVEE.DE and QDVE.DE.
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Drawdown Indicators
| MVEE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -31.45% | +11.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -15.59% | +7.86% |
Max Drawdown (3Y)Largest decline over 3 years | -12.13% | -29.83% | +17.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -29.83% | +9.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -2.23% | -3.08% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -5.80% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 5.91% | -2.99% |
Volatility
MVEE.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) is 3.51%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that MVEE.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
| MVEE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 7.12% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 14.85% | -6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.01% | 20.42% | -10.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.11% | 22.71% | -10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 21.73% | -9.28% |
MVEE.DE vs. QDVE.DE - Expense Ratio Comparison
MVEE.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
MVEE.DE vs. QDVE.DE - Dividend Comparison
Neither MVEE.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEE.DE and QDVE.DE have a correlation of 0.25, 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 MVEE.DE.
MVEE.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. MVEE.DE tracks MSCI Europe NR EUR, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for MVEE.DE and 0.15% for QDVE.DE.
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