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

Performance

QDVE.DE vs. VAGF.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 Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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 20.32% return, which is significantly higher than VAGF.DE's -0.85% return.


QDVE.DE

1D
-0.36%
1M
5.68%
YTD
20.32%
6M
17.73%
1Y
43.94%
3Y*
29.97%
5Y*
24.38%
10Y*
25.62%

VAGF.DE

1D
-0.06%
1M
-0.56%
YTD
-0.85%
6M
-0.81%
1Y
1.14%
3Y*
1.98%
5Y*
-1.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
20.32%10.01%46.09%54.17%-25.82%46.74%29.67%22.09%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.85%3.03%0.83%4.52%-14.84%-2.98%5.07%1.00%

Correlation

The correlation between QDVE.DE and VAGF.DE is 0.07, 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

0.07

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

0.01

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.01

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Return for Risk

QDVE.DE vs. VAGF.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: 6363
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6565
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4848
Martin Ratio Rank

VAGF.DE
VAGF.DE Risk / Return Rank: 1212
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 1414
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. VAGF.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 Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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.DEVAGF.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.35

1.04

+0.31

Calmar ratioReturn relative to maximum drawdown

2.78

0.36

+2.42

Martin ratioReturn relative to average drawdown

7.33

0.90

+6.43

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

The current QDVE.DE Sharpe Ratio is 2.13, which is higher than the VAGF.DE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of QDVE.DE and VAGF.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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Sharpe Ratios by Period


QDVE.DEVAGF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.19

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

-0.34

+1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

-0.17

+1.22

Drawdowns

QDVE.DE vs. VAGF.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, which is greater than VAGF.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and VAGF.DE.


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Drawdown Indicators


QDVE.DEVAGF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-19.56%

-11.84%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-2.82%

-12.78%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-4.43%

-25.38%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-18.80%

-11.01%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

Current Drawdown

Current decline from peak

-5.99%

-11.06%

+5.07%

Average Drawdown

Average peak-to-trough decline

-5.80%

-8.97%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

1.12%

+4.81%

Volatility

QDVE.DE vs. VAGF.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 7.55% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.49%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than VAGF.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.DEVAGF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

1.49%

+6.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

3.97%

+10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

5.19%

+15.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

5.17%

+17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

4.92%

+16.80%

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

QDVE.DE has a 0.15% expense ratio, which is higher than VAGF.DE's 0.10% 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. VAGF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and VAGF.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVE.DE.

QDVE.DE is categorized as Technology Equities, while VAGF.DE is Global Bonds. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for QDVE.DE and 0.10% for VAGF.DE.

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