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

Performance

QDVE.DE vs. VGT - 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 Information Technology ETF (VGT). 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 VGT is traded in USD. To make them comparable, the VGT 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 24.06% return, which is significantly lower than VGT's 26.87% return. Both investments have delivered pretty close results over the past 10 years, with QDVE.DE having a 26.04% annualized return and VGT not far behind at 24.83%.


QDVE.DE

1D
-2.26%
1M
8.95%
YTD
24.06%
6M
21.22%
1Y
48.40%
3Y*
30.81%
5Y*
25.33%
10Y*
26.04%

VGT

1D
1.59%
1M
6.55%
YTD
26.87%
6M
22.42%
1Y
48.55%
3Y*
28.21%
5Y*
22.14%
10Y*
24.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
24.06%9.99%46.12%54.14%-25.83%46.77%29.69%53.86%3.04%21.00%
VGT
Vanguard Information Technology ETF
26.87%7.32%37.84%48.08%-25.34%40.21%34.01%51.98%7.27%20.24%

Correlation

The correlation between QDVE.DE and VGT is 0.74, 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

0.74

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

0.68

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

0.65

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

0.64

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.64

The correlation between QDVE.DE and VGT has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.

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Return for Risk

QDVE.DE vs. VGT — 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: 6565
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5050
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 7171
Overall Rank
VGT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 7171
Sortino Ratio Rank
VGT Omega Ratio Rank: 7373
Omega Ratio Rank
VGT Calmar Ratio Rank: 6868
Calmar Ratio Rank
VGT Martin Ratio Rank: 6060
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. VGT - 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 Information Technology ETF (VGT). 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.DEVGTDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

3.14

3.17

-0.02

Martin ratioReturn relative to average drawdown

8.31

8.78

-0.47

QDVE.DE vs. VGT - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.40, which is comparable to the VGT Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of QDVE.DE and VGT, 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.DEVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.28

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.89

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

1.00

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.76

+0.31

Drawdowns

QDVE.DE vs. VGT - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.45%, smaller than the maximum VGT drawdown of -47.24%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and VGT.


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Drawdown Indicators


QDVE.DEVGTDifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-47.24%

+15.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-15.40%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-29.83%

-31.10%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

-31.10%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

-32.49%

+1.04%

Current Drawdown

Current decline from peak

-3.08%

-5.99%

+2.91%

Average Drawdown

Average peak-to-trough decline

-5.80%

-8.06%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

5.55%

+0.36%

Volatility

QDVE.DE vs. VGT - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) is 7.12%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.54%. This indicates that QDVE.DE experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVE.DEVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

8.54%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

16.61%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

21.46%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

24.92%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

24.93%

-3.20%

QDVE.DE vs. VGT - Expense Ratio Comparison

QDVE.DE has a 0.15% expense ratio, which is higher than VGT's 0.09% 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. VGT - Dividend Comparison

QDVE.DE has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.33%.


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%
VGT
Vanguard Information Technology ETF
0.33%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Frequently Asked Questions


QDVE.DE and VGT have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGT is cheaper with a 0.09% expense ratio, compared with 0.15% for QDVE.DE.

QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while VGT tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for QDVE.DE and 0.09% for VGT.

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