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QDVE.DE vs. 4GLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVE.DE vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVE.DE achieves a 20.32% return, which is significantly higher than 4GLD.DE's -0.02% return. Over the past 10 years, QDVE.DE has outperformed 4GLD.DE with an annualized return of 25.62%, while 4GLD.DE has yielded a comparatively lower 12.76% annualized return.


QDVE.DE

1D
-0.36%
1M
5.68%
YTD
20.32%
6M
17.73%
1Y
43.94%
3Y*
29.97%
5Y*
24.38%
10Y*
25.62%

4GLD.DE

1D
-0.35%
1M
-6.50%
YTD
-0.02%
6M
3.79%
1Y
27.88%
3Y*
27.05%
5Y*
19.19%
10Y*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
20.32%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%
4GLD.DE
Xetra-Gold
-0.02%49.32%34.57%9.33%7.12%4.03%13.03%21.27%3.19%-1.67%

Correlation

The correlation between QDVE.DE and 4GLD.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.05

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

-0.00

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

-0.00

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

-0.01

The correlation between QDVE.DE and 4GLD.DE shifts across timeframes, from -0.01 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QDVE.DE vs. 4GLD.DE — Risk / Return Rank

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

QDVE.DE
QDVE.DE Risk / Return Rank: 6363
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6565
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4848
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3636
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 4141
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 3131
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.

QDVE.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) and Xetra-Gold (4GLD.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.


QDVE.DE4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratioReturn relative to maximum drawdown

2.78

1.63

+1.15

Martin ratioReturn relative to average drawdown

7.33

4.17

+3.15

QDVE.DE vs. 4GLD.DE - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.13, which is higher than the 4GLD.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of QDVE.DE and 4GLD.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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Sharpe Ratios by Period


QDVE.DE4GLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.22

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

1.19

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.88

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.67

+0.38

Drawdowns

QDVE.DE vs. 4GLD.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and 4GLD.DE.


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Drawdown Indicators


QDVE.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-36.79%

+5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-17.28%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-17.28%

-12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-17.28%

-12.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-18.23%

-13.17%

Current Drawdown

Current decline from peak

-5.99%

-17.28%

+11.29%

Average Drawdown

Average peak-to-trough decline

-5.80%

-12.02%

+6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

6.78%

-0.85%

Volatility

QDVE.DE vs. 4GLD.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 7.55% compared to Xetra-Gold (4GLD.DE) at 5.23%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVE.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

5.23%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

20.23%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

23.20%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

16.15%

+6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

14.49%

+7.23%

QDVE.DE vs. 4GLD.DE - Expense Ratio Comparison

QDVE.DE has a 0.15% expense ratio, which is higher than 4GLD.DE's 0.00% 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

QDVE.DE vs. 4GLD.DE - Dividend Comparison

Neither QDVE.DE nor 4GLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and 4GLD.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4GLD.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4GLD.DE is cheaper with a 0.00% expense ratio, compared with 0.15% for QDVE.DE.

QDVE.DE is categorized as Technology Equities, while 4GLD.DE is Gold. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: iShares and Deutsche Börse Commodities. Their fees differ too: 0.15% for QDVE.DE and 0.00% for 4GLD.DE.

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