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QDVE.DE vs. IU5C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVE.DE vs. IU5C.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 S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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 24.06% return, which is significantly higher than IU5C.DE's 3.08% return.


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%

IU5C.DE

1D
1.39%
1M
-2.99%
YTD
3.08%
6M
0.70%
1Y
17.66%
3Y*
23.65%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. IU5C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-15.74%
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
3.08%12.25%46.75%50.73%-37.12%31.78%11.48%35.88%-11.68%

Correlation

The correlation between QDVE.DE and IU5C.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.56

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2018

0.71

Over the past year, the correlation between QDVE.DE and IU5C.DE has dropped to 0.38 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

QDVE.DE vs. IU5C.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: 6565
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5050
Martin Ratio Rank

IU5C.DE
IU5C.DE Risk / Return Rank: 4242
Overall Rank
IU5C.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IU5C.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IU5C.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU5C.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IU5C.DE Martin Ratio Rank: 4848
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. IU5C.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 S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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.DEIU5C.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.39

1.23

+0.16

Calmar ratioReturn relative to maximum drawdown

3.14

2.32

+0.83

Martin ratioReturn relative to average drawdown

8.31

7.89

+0.43

QDVE.DE vs. IU5C.DE - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.40, which is higher than the IU5C.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of QDVE.DE and IU5C.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.DEIU5C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.35

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.64

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.73

+0.34

Drawdowns

QDVE.DE vs. IU5C.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.45%, smaller than the maximum IU5C.DE drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and IU5C.DE.


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Drawdown Indicators


QDVE.DEIU5C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-39.23%

+7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-8.06%

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-29.83%

-23.61%

-6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

-39.23%

+9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-3.08%

-4.21%

+1.13%

Average Drawdown

Average peak-to-trough decline

-5.80%

-8.63%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

2.37%

+3.54%

Volatility

QDVE.DE vs. IU5C.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 7.12% compared to iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) at 4.12%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than IU5C.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.DEIU5C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

4.12%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

9.51%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

13.87%

+6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

19.30%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

19.91%

+1.82%

QDVE.DE vs. IU5C.DE - Expense Ratio Comparison

Both QDVE.DE and IU5C.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

QDVE.DE vs. IU5C.DE - Dividend Comparison

Neither QDVE.DE nor IU5C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and IU5C.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QDVE.DE and IU5C.DE have the same expense ratio: 0.15% per year.

QDVE.DE is categorized as Technology Equities, while IU5C.DE is Communications Equities. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while IU5C.DE tracks S&P 500 Capped 35/20 Communication Services.

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