QDVE.DE vs. SPY5.DE
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) and SPY5.DE (SPDR S&P 500 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 SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, QDVE.DE returned 25.61%/yr vs 14.78%/yr for SPY5.DE. Their correlation of 0.87 suggests significant overlap in exposure. QDVE.DE charges 0.15%/yr vs 0.03%/yr for SPY5.DE.
Performance
QDVE.DE vs. SPY5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVE.DE achieves a 18.83% return, which is significantly higher than SPY5.DE's 9.95% return. Over the past 10 years, QDVE.DE has outperformed SPY5.DE with an annualized return of 25.61%, while SPY5.DE has yielded a comparatively lower 14.78% annualized return.
QDVE.DE
- 1D
- 2.52%
- 1M
- -0.05%
- YTD
- 18.83%
- 6M
- 20.81%
- 1Y
- 43.45%
- 3Y*
- 28.42%
- 5Y*
- 23.77%
- 10Y*
- 25.61%
SPY5.DE
- 1D
- 1.56%
- 1M
- 0.08%
- YTD
- 9.95%
- 6M
- 10.78%
- 1Y
- 24.88%
- 3Y*
- 17.96%
- 5Y*
- 14.23%
- 10Y*
- 14.78%
QDVE.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 9.95% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.44% | -1.62% | 6.69% |
Correlation
The correlation between QDVE.DE and SPY5.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2015 | 0.87 |
The correlation between QDVE.DE and SPY5.DE has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
QDVE.DE vs. SPY5.DE — Risk / Return Rank
QDVE.DE
SPY5.DE
QDVE.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.41 | -0.70 |
| Martin ratioReturn relative to average drawdown | 7.03 | 12.10 | -5.07 |
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Drawdowns
QDVE.DE vs. SPY5.DE - Drawdown Comparison
The maximum QDVE.DE drawdown since its inception was -31.40%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and SPY5.DE.
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Drawdown Indicators
| QDVE.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.40% | -33.86% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -15.60% | -7.15% | -8.45% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -23.34% | -6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | -23.34% | -6.47% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -33.86% | +2.46% |
Current DrawdownCurrent decline from peak | -7.15% | -1.74% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -3.92% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 2.02% | +4.01% |
Volatility
QDVE.DE vs. SPY5.DE - Volatility Comparison
iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 8.02% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.08%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.02% | 3.08% | +4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 15.46% | 7.88% | +7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 11.75% | +9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.78% | 15.21% | +7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 16.08% | +5.67% |
QDVE.DE vs. SPY5.DE - Expense Ratio Comparison
QDVE.DE has a 0.15% expense ratio, which is higher than SPY5.DE's 0.03% 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. SPY5.DE - Dividend Comparison
QDVE.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 1.28% | 1.59% | 1.57% | 1.69% |
Frequently Asked Questions
QDVE.DE and SPY5.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for QDVE.DE.
QDVE.DE is categorized as Technology Equities, while SPY5.DE is S&P 500. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while SPY5.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QDVE.DE and 0.03% for SPY5.DE.
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