QDVE.DE vs. 4GLD.DE
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) and 4GLD.DE (Xetra-Gold) are both exchange-traded funds - QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while 4GLD.DE is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, QDVE.DE returned 25.62%/yr vs 12.76%/yr for 4GLD.DE. At a correlation of -0.01, they often move in opposite directions. QDVE.DE charges 0.15%/yr vs 0.00%/yr for 4GLD.DE.
Performance
QDVE.DE vs. 4GLD.DE - Performance Comparison
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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%
QDVE.DE vs. 4GLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
QDVE.DE
4GLD.DE
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.DE | 4GLD.DE | Difference | |
|---|---|---|---|
| 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 |
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
| QDVE.DE | 4GLD.DE | Difference | |
|---|---|---|---|
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.DE | 4GLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.99% | -17.28% | +11.29% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -12.02% | +6.22% |
Ulcer IndexDepth 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.DE | 4GLD.DE | Difference | |
|---|---|---|---|
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.
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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