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

Performance

QDVE.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVE.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVE.DE achieves a 18.83% return, which is significantly higher than SCHG's 4.16% return. Over the past 10 years, QDVE.DE has outperformed SCHG with an annualized return of 25.61%, while SCHG has yielded a comparatively lower 18.12% annualized return.


QDVE.DE

1D
2.52%
1M
2.62%
YTD
18.83%
6M
20.81%
1Y
42.49%
3Y*
28.42%
5Y*
23.77%
10Y*
25.61%

SCHG

1D
0.20%
1M
-1.39%
YTD
4.16%
6M
4.48%
1Y
18.91%
3Y*
19.86%
5Y*
15.37%
10Y*
18.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. SCHG - 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%
SCHG
Schwab U.S. Large-Cap Growth ETF
4.16%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%3.27%12.31%

Correlation

The correlation between QDVE.DE and SCHG is 0.66, 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

0.66

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

0.63

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

0.61

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

0.61

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

0.61

The correlation between QDVE.DE and SCHG has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.

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Return for Risk

QDVE.DE vs. SCHG — 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

SCHG
SCHG Risk / Return Rank: 3333
Overall Rank
SCHG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3636
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.12

Calmar ratioReturn relative to maximum drawdown

2.71

1.21

+1.50

Martin ratioReturn relative to average drawdown

7.03

3.49

+3.54

QDVE.DE vs. SCHG - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.03, which is higher than the SCHG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of QDVE.DE and SCHG, 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. SCHG - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, roughly equal to the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and SCHG.


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Drawdown Indicators


QDVE.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-31.88%

+0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-15.64%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-28.18%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-30.34%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-31.88%

+0.48%

Current Drawdown

Current decline from peak

-7.15%

-4.79%

-2.36%

Average Drawdown

Average peak-to-trough decline

-5.80%

-5.23%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

5.44%

+0.59%

Volatility

QDVE.DE vs. SCHG - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 8.02% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.39%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVE.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

4.39%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.46%

11.58%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

16.05%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

22.01%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.75%

21.88%

-0.13%

QDVE.DE vs. SCHG - Expense Ratio Comparison

QDVE.DE has a 0.15% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QDVE.DE vs. SCHG - Dividend Comparison

QDVE.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM20252024202320222021202020192018201720162015
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


QDVE.DE and SCHG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.15% for QDVE.DE.

QDVE.DE is categorized as Technology Equities, while SCHG is Large Cap Growth Equities. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.15% for QDVE.DE and 0.04% for SCHG.

Portfolio Optimizer

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