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

Performance

QDVE.DE vs. IEVD.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 Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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 19.81% return, which is significantly lower than IEVD.DE's 41.56% return.


QDVE.DE

1D
-0.94%
1M
-1.73%
6M
20.98%
YTD
19.81%
1Y
33.38%
3Y*
28.43%
5Y*
21.74%
10Y*
25.07%

IEVD.DE

1D
-1.21%
1M
-9.73%
6M
36.97%
YTD
41.56%
1Y
58.47%
3Y*
16.70%
5Y*
11.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
19.81%10.01%46.09%54.17%-25.82%46.74%29.67%32.47%
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
41.56%10.71%5.35%22.95%-23.22%26.64%20.42%6.67%

Correlation

The correlation between QDVE.DE and IEVD.DE is 0.69, 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

0.69

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

0.65

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

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2019

0.69

The correlation between QDVE.DE and IEVD.DE has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

QDVE.DE vs. IEVD.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: 5050
Overall Rank
QDVE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

IEVD.DE
IEVD.DE Risk / Return Rank: 8282
Overall Rank
IEVD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 7575
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 8181
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. IEVD.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 Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.DEIEVD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.26

1.36

-0.10

Calmar ratioReturn relative to maximum drawdown

2.13

4.49

-2.36

Martin ratioReturn relative to average drawdown

5.28

12.47

-7.19

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

The current QDVE.DE Sharpe Ratio is 1.53, which is comparable to the IEVD.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of QDVE.DE and IEVD.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. IEVD.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, smaller than the maximum IEVD.DE drawdown of -42.30%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and IEVD.DE.


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Drawdown Indicators


QDVE.DEIEVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-42.30%

+10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-12.96%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-30.25%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-30.43%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

Current Drawdown

Current decline from peak

-6.39%

-12.50%

+6.11%

Average Drawdown

Average peak-to-trough decline

-5.80%

-9.68%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

4.68%

+1.63%

Volatility

QDVE.DE vs. IEVD.DE - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) is 7.10%, while iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a volatility of 10.09%. This indicates that QDVE.DE experiences smaller price fluctuations and is considered to be less risky than IEVD.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.DEIEVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

10.09%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

23.05%

-6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

27.16%

-5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

22.96%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

24.23%

-2.39%

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

QDVE.DE has a 0.15% expense ratio, which is lower than IEVD.DE's 0.40% expense ratio.


Dividends

QDVE.DE vs. IEVD.DE - Dividend Comparison

Neither QDVE.DE nor IEVD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and IEVD.DE have a correlation of 0.69, 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 0.40% for IEVD.DE.

QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology. Their fees differ too: 0.15% for QDVE.DE and 0.40% for IEVD.DE.

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