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

Performance

QDVE.DE vs. QDVG.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 Health Care Sector UCITS ETF (Acc) (QDVG.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 higher than QDVG.DE's 5.75% return. Over the past 10 years, QDVE.DE has outperformed QDVG.DE with an annualized return of 25.07%, while QDVG.DE has yielded a comparatively lower 9.09% annualized 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%

QDVG.DE

1D
0.54%
1M
5.65%
6M
3.89%
YTD
5.75%
1Y
23.16%
3Y*
7.39%
5Y*
6.39%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%53.89%3.09%20.90%
QDVG.DE
iShares S&P 500 Health Care Sector UCITS ETF (Acc)
5.75%1.63%8.52%-1.74%3.27%37.79%1.62%24.91%8.84%7.33%

Correlation

The correlation between QDVE.DE and QDVG.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.11

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

0.29

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

0.47

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

0.49

The correlation between QDVE.DE and QDVG.DE shifts across timeframes, from -0.08 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVE.DE vs. QDVG.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

QDVG.DE
QDVG.DE Risk / Return Rank: 5353
Overall Rank
QDVG.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QDVG.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
QDVG.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVG.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
QDVG.DE Martin Ratio Rank: 4242
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. QDVG.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 Health Care Sector UCITS ETF (Acc) (QDVG.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.DEQDVG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.13

2.25

-0.12

Martin ratioReturn relative to average drawdown

5.28

5.63

-0.35

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

The current QDVE.DE Sharpe Ratio is 1.53, which is comparable to the QDVG.DE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of QDVE.DE and QDVG.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. QDVG.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, which is greater than QDVG.DE's maximum drawdown of -26.79%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and QDVG.DE.


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Drawdown Indicators


QDVE.DEQDVG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-26.79%

-4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-10.26%

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-22.68%

-7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-22.68%

-7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-26.79%

-4.61%

Current Drawdown

Current decline from peak

-6.39%

-3.44%

-2.95%

Average Drawdown

Average peak-to-trough decline

-5.80%

-6.33%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

4.10%

+2.21%

Volatility

QDVE.DE vs. QDVG.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 7.10% compared to iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) at 5.44%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than QDVG.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.DEQDVG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

5.44%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

11.03%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

15.27%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

14.65%

+8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

16.70%

+5.14%

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

Both QDVE.DE and QDVG.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. QDVG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and QDVG.DE have a correlation of -0.08, 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 QDVG.DE have the same expense ratio: 0.15% per year.

QDVE.DE is categorized as Technology Equities, while QDVG.DE is Health & Biotech Equities. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while QDVG.DE tracks S&P 500 Capped 35/20 Health Care.

Portfolio Optimizer

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