QDVE.DE vs. NQSE.DE
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVE.DE returned 25.33%/yr vs 14.91%/yr for NQSE.DE. Their correlation of 0.87 suggests significant overlap in exposure. QDVE.DE charges 0.15%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVE.DE vs. NQSE.DE - Performance Comparison
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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 NQSE.DE's 17.82% return.
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVE.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -14.40% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between QDVE.DE and NQSE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.87 |
The correlation between QDVE.DE and NQSE.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
QDVE.DE vs. NQSE.DE — Risk / Return Rank
QDVE.DE
NQSE.DE
QDVE.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.08 | +0.06 |
| Martin ratioReturn relative to average drawdown | 8.31 | 10.77 | -2.46 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.28 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.71 | +0.40 |
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 | 0.82 | +0.25 |
Drawdowns
QDVE.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVE.DE drawdown since its inception was -31.45%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and NQSE.DE.
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Drawdown Indicators
| QDVE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.45% | -37.67% | +6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -11.87% | -3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -29.83% | -22.40% | -7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -29.83% | -37.67% | +7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -31.45% | — | — |
Current DrawdownCurrent decline from peak | -3.08% | -0.84% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -8.56% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 3.40% | +2.51% |
Volatility
QDVE.DE vs. NQSE.DE - Volatility Comparison
iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 7.12% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 4.75% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.85% | 11.99% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.42% | 16.05% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 20.91% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 21.54% | +0.19% |
QDVE.DE vs. NQSE.DE - Expense Ratio Comparison
QDVE.DE has a 0.15% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVE.DE vs. NQSE.DE - Dividend Comparison
Neither QDVE.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVE.DE and NQSE.DE have a correlation of 0.86, 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 0.33% for NQSE.DE.
QDVE.DE is categorized as Technology Equities, while NQSE.DE is Nasdaq-100. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for QDVE.DE and 0.33% for NQSE.DE.
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