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OEF vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEF vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

OEF is traded in USD, while QDVE.DE is traded in EUR. To make them comparable, the QDVE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OEF achieves a 6.55% return, which is significantly lower than QDVE.DE's 17.00% return. Over the past 10 years, OEF has underperformed QDVE.DE with an annualized return of 16.50%, while QDVE.DE has yielded a comparatively higher 26.01% annualized return.


OEF

1D
0.24%
1M
-1.73%
YTD
6.55%
6M
7.16%
1Y
24.07%
3Y*
22.62%
5Y*
14.89%
10Y*
16.50%

QDVE.DE

1D
2.41%
1M
1.33%
YTD
17.00%
6M
19.03%
1Y
42.33%
3Y*
31.42%
5Y*
22.64%
10Y*
26.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEF vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEF
iShares S&P 100 ETF
6.55%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
17.00%24.19%37.73%59.04%-29.90%35.16%42.34%50.64%-1.76%37.99%

Correlation

The correlation between OEF and QDVE.DE is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

0.57

The correlation between OEF and QDVE.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

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Return for Risk

OEF vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OEF
OEF Risk / Return Rank: 5959
Overall Rank
OEF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
OEF Omega Ratio Rank: 6464
Omega Ratio Rank
OEF Calmar Ratio Rank: 5050
Calmar Ratio Rank
OEF Martin Ratio Rank: 5858
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6363
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OEF vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.


OEFQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.19

2.56

-0.37

Martin ratioReturn relative to average drawdown

8.97

7.56

+1.41

OEF vs. QDVE.DE - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 1.83, which is comparable to the QDVE.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of OEF and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OEF vs. QDVE.DE - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, which is greater than QDVE.DE's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for OEF and QDVE.DE.


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Drawdown Indicators


OEFQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-33.59%

-20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-16.48%

+5.42%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-26.14%

+6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-33.59%

+7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

-33.59%

+2.15%

Current Drawdown

Current decline from peak

-3.62%

-7.66%

+4.04%

Average Drawdown

Average peak-to-trough decline

-11.75%

-5.95%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

5.58%

-2.89%

Volatility

OEF vs. QDVE.DE - Volatility Comparison

The current volatility for iShares S&P 100 ETF (OEF) is 4.58%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 8.28%. This indicates that OEF 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


OEFQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

8.28%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

16.00%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

20.96%

-7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

23.50%

-5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

22.06%

-3.58%

OEF vs. QDVE.DE - Expense Ratio Comparison

OEF 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

OEF vs. QDVE.DE - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.86%, while QDVE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF
0.86%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
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%

Frequently Asked Questions


OEF and QDVE.DE have a correlation of 0.66, 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 OEF.

OEF is categorized as Large Cap Blend Equities, while QDVE.DE is Technology Equities. OEF tracks S&P 100 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for OEF and 0.15% for QDVE.DE.

Portfolio Optimizer

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