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QDVE.DE vs. EXX1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVE.DE vs. EXX1.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 iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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 18.83% return, which is significantly higher than EXX1.DE's 8.23% return. Over the past 10 years, QDVE.DE has outperformed EXX1.DE with an annualized return of 25.61%, while EXX1.DE has yielded a comparatively lower 16.58% annualized return.


QDVE.DE

1D
2.52%
1M
0.56%
YTD
18.83%
6M
20.81%
1Y
43.45%
3Y*
28.42%
5Y*
23.77%
10Y*
25.61%

EXX1.DE

1D
4.33%
1M
7.45%
YTD
8.23%
6M
13.13%
1Y
46.30%
3Y*
45.97%
5Y*
29.82%
10Y*
16.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. EXX1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
18.83%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
8.23%90.69%30.14%30.05%0.70%39.62%-23.41%18.03%-31.10%14.82%

Correlation

The correlation between QDVE.DE and EXX1.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.26

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

0.31

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

0.31

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

0.33

The correlation between QDVE.DE and EXX1.DE shifts across timeframes, from 0.26 (3 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QDVE.DE vs. EXX1.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: 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

EXX1.DE
EXX1.DE Risk / Return Rank: 5959
Overall Rank
EXX1.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EXX1.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EXX1.DE Omega Ratio Rank: 5757
Omega Ratio Rank
EXX1.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EXX1.DE Martin Ratio Rank: 5454
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. EXX1.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 iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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.


QDVE.DEEXX1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

2.71

2.59

+0.12

Martin ratioReturn relative to average drawdown

7.03

8.23

-1.19

QDVE.DE vs. EXX1.DE - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.03, which is comparable to the EXX1.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of QDVE.DE and EXX1.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

QDVE.DE vs. EXX1.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, smaller than the maximum EXX1.DE drawdown of -83.60%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and EXX1.DE.


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Drawdown Indicators


QDVE.DEEXX1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-83.60%

+52.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-16.96%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-20.18%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-34.22%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-62.42%

+31.02%

Current Drawdown

Current decline from peak

-7.15%

0.00%

-7.15%

Average Drawdown

Average peak-to-trough decline

-5.80%

-55.24%

+49.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

5.35%

+0.68%

Volatility

QDVE.DE vs. EXX1.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 8.02% compared to iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) at 6.78%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than EXX1.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.DEEXX1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

6.78%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.46%

19.20%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

23.87%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

25.27%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.75%

28.29%

-6.54%

QDVE.DE vs. EXX1.DE - Expense Ratio Comparison

QDVE.DE has a 0.15% expense ratio, which is lower than EXX1.DE's 0.52% expense ratio.


Dividends

QDVE.DE vs. EXX1.DE - Dividend Comparison

QDVE.DE has not paid dividends to shareholders, while EXX1.DE's dividend yield for the trailing twelve months is around 3.50%.


PositionTTM20252024202320222021202020192018201720162015
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
3.50%3.40%5.16%4.44%7.03%0.75%1.20%4.32%4.44%7.30%3.48%2.67%
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


QDVE.DE and EXX1.DE have a correlation of 0.41, 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 0.52% for EXX1.DE.

QDVE.DE is categorized as Technology Equities, while EXX1.DE is Financials Equities. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while EXX1.DE tracks EURO STOXX® Banks 30-15. Their fees differ too: 0.15% for QDVE.DE and 0.52% for EXX1.DE.

Portfolio Optimizer

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