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

Performance

QDVE.DE vs. WDTE.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 Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.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 19.81% return, which is significantly higher than WDTE.DE's 14.23% return.


QDVE.DE

1D
-0.94%
1M
-1.73%
6M
20.98%
YTD
19.81%
1Y
33.38%
3Y*
28.43%
5Y*
21.74%
10Y*
25.07%

WDTE.DE

1D
0.00%
1M
-1.48%
6M
15.60%
YTD
14.23%
1Y
24.13%
3Y*
23.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
19.81%10.01%46.09%31.36%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
14.23%6.19%42.11%32.50%

Correlation

The correlation between QDVE.DE and WDTE.DE is 0.94, 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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2023

0.96

The correlation between QDVE.DE and WDTE.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

QDVE.DE vs. WDTE.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: 5050
Overall Rank
QDVE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 3636
Overall Rank
WDTE.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3131
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. WDTE.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 Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.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.DEWDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.26

1.20

+0.05

Calmar ratioReturn relative to maximum drawdown

2.13

1.54

+0.59

Martin ratioReturn relative to average drawdown

5.28

3.73

+1.55

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

The current QDVE.DE Sharpe Ratio is 1.53, which is higher than the WDTE.DE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of QDVE.DE and WDTE.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. WDTE.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, which is greater than WDTE.DE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and WDTE.DE.


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Drawdown Indicators


QDVE.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-28.19%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-15.79%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-28.19%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

Current Drawdown

Current decline from peak

-6.39%

-6.96%

+0.57%

Average Drawdown

Average peak-to-trough decline

-5.80%

-5.05%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

6.49%

-0.18%

Volatility

QDVE.DE vs. WDTE.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 7.10% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 6.64%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than WDTE.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.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

6.64%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

16.76%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

21.13%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

21.89%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

21.89%

-0.05%

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

QDVE.DE has a 0.15% expense ratio, which is lower than WDTE.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. WDTE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, QDVE.DE and WDTE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 WDTE.DE.

QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVE.DE and 0.18% for WDTE.DE.

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