QDVA.DE vs. QDVE.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum 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, QDVA.DE returned 15.17%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.81 suggests significant overlap in exposure. QDVA.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
QDVA.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVA.DE achieves a 30.20% return, which is significantly higher than QDVE.DE's 24.06% return.
QDVA.DE
- 1D
- -2.00%
- 1M
- 10.68%
- YTD
- 30.20%
- 6M
- 29.85%
- 1Y
- 37.18%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 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%
QDVA.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 40.00% | 5.98% | -13.66% | 22.93% | 17.39% | 31.13% | 1.12% | 20.30% |
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% | 3.04% | 21.00% |
Correlation
The correlation between QDVA.DE and QDVE.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.81 |
The correlation between QDVA.DE and QDVE.DE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
QDVA.DE vs. QDVE.DE — Risk / Return Rank
QDVA.DE
QDVE.DE
QDVA.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.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.
| QDVA.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.14 | +0.74 |
| Martin ratioReturn relative to average drawdown | 12.67 | 8.31 | +4.36 |
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
| QDVA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.40 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.10 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.07 | -0.23 |
Drawdowns
QDVA.DE vs. QDVE.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, 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 QDVA.DE and QDVE.DE.
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Drawdown Indicators
| QDVA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -31.45% | -1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -15.59% | +6.11% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -29.83% | +4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -29.83% | +4.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -2.00% | -3.08% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -5.80% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 5.91% | -3.00% |
Volatility
QDVA.DE vs. QDVE.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.12%. This indicates that QDVA.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.
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Volatility by Period
| QDVA.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 7.12% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 14.85% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 20.42% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 22.71% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 21.73% | -2.54% |
QDVA.DE vs. QDVE.DE - Expense Ratio Comparison
QDVA.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
QDVA.DE vs. QDVE.DE - Dividend Comparison
Neither QDVA.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVA.DE and QDVE.DE have a correlation of 0.79, 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 QDVA.DE.
QDVA.DE is categorized as Momentum, while QDVE.DE is Technology Equities. QDVA.DE tracks MSCI USA Momentum Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for QDVA.DE and 0.15% for QDVE.DE.
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