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

Performance

QDVE.DE vs. SPYK.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 SPDR MSCI Europe Technology UCITS ETF (SPYK.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 18.33% return, which is significantly lower than SPYK.DE's 44.14% return. Over the past 10 years, QDVE.DE has outperformed SPYK.DE with an annualized return of 25.93%, while SPYK.DE has yielded a comparatively lower 16.97% annualized return.


QDVE.DE

1D
-1.82%
1M
-1.85%
YTD
18.33%
6M
18.59%
1Y
38.52%
3Y*
28.95%
5Y*
22.66%
10Y*
25.93%

SPYK.DE

1D
1.00%
1M
2.43%
YTD
44.14%
6M
45.93%
1Y
55.99%
3Y*
24.01%
5Y*
13.45%
10Y*
16.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
18.33%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
44.14%10.46%8.46%35.03%-28.76%36.64%13.36%38.97%-7.68%19.55%

Correlation

The correlation between QDVE.DE and SPYK.DE is 0.65, 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

0.65

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

0.67

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

0.72

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

0.73

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

0.73

The correlation between QDVE.DE and SPYK.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

QDVE.DE vs. SPYK.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: 5656
Overall Rank
QDVE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 5555
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4444
Martin Ratio Rank

SPYK.DE
SPYK.DE Risk / Return Rank: 7474
Overall Rank
SPYK.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 7171
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. SPYK.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 MSCI Europe Technology UCITS ETF (SPYK.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.DESPYK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.46

4.38

-1.92

Martin ratioReturn relative to average drawdown

6.28

11.62

-5.33

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

The current QDVE.DE Sharpe Ratio is 1.80, which is comparable to the SPYK.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of QDVE.DE and SPYK.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. SPYK.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, smaller than the maximum SPYK.DE drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and SPYK.DE.


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Drawdown Indicators


QDVE.DESPYK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-38.45%

+7.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-12.73%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-27.02%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-38.45%

+8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-38.45%

+7.05%

Current Drawdown

Current decline from peak

-7.54%

-4.05%

-3.49%

Average Drawdown

Average peak-to-trough decline

-5.80%

-8.54%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

4.81%

+1.30%

Volatility

QDVE.DE vs. SPYK.DE - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) is 8.54%, while SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a volatility of 9.32%. This indicates that QDVE.DE experiences smaller price fluctuations and is considered to be less risky than SPYK.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.DESPYK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

9.32%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

21.99%

-6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

21.27%

26.64%

-5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

26.02%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

24.20%

-2.41%

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

QDVE.DE has a 0.15% expense ratio, which is lower than SPYK.DE's 0.18% expense ratio. Despite the difference, 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. SPYK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and SPYK.DE have a correlation of 0.65, 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 0.18% for SPYK.DE.

QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QDVE.DE and 0.18% for SPYK.DE.

Portfolio Optimizer

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