NQSE.DE vs. QDVE.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, 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, NQSE.DE returned 14.91%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.87 suggests significant overlap in exposure. NQSE.DE charges 0.33%/yr vs 0.15%/yr for QDVE.DE.
Performance
NQSE.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NQSE.DE achieves a 17.82% return, which is significantly lower than QDVE.DE's 24.06% return.
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 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%
NQSE.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
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% | -14.40% |
Correlation
The correlation between NQSE.DE and QDVE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.87 |
The correlation between NQSE.DE and QDVE.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
NQSE.DE vs. QDVE.DE — Risk / Return Rank
NQSE.DE
QDVE.DE
NQSE.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (NQSE.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.
| NQSE.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.14 | -0.06 |
| Martin ratioReturn relative to average drawdown | 10.77 | 8.31 | +2.46 |
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
| NQSE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.40 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 1.10 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.07 | -0.25 |
Drawdowns
NQSE.DE vs. QDVE.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.67%, 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 NQSE.DE and QDVE.DE.
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Drawdown Indicators
| NQSE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -31.45% | -6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -15.59% | +3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -29.83% | +7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | -29.83% | -7.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.84% | -3.08% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -5.80% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 5.91% | -2.51% |
Volatility
NQSE.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF (NQSE.DE) is 4.75%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that NQSE.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
| NQSE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 7.12% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 14.85% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 20.42% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 22.71% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 21.73% | -0.19% |
NQSE.DE vs. QDVE.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
NQSE.DE vs. QDVE.DE - Dividend Comparison
Neither NQSE.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and QDVE.DE have a correlation of 0.86, 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 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while QDVE.DE is Technology Equities. NQSE.DE tracks NASDAQ-100 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.33% for NQSE.DE and 0.15% for QDVE.DE.
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