PortfoliosLab logoPortfoliosLab logo
QDVE.DE vs. WELL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVE.DE vs. WELL.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 Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QDVE.DE achieves a 18.33% return, which is significantly higher than WELL.DE's 16.86% 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%

WELL.DE

1D
0.00%
1M
-0.33%
YTD
16.86%
6M
17.48%
1Y
35.47%
3Y*
26.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
18.33%10.01%46.09%54.17%-9.82%
WELL.DE
Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist
16.86%9.77%38.81%57.34%-8.30%

Correlation

The correlation between QDVE.DE and WELL.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.96

The correlation between QDVE.DE and WELL.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QDVE.DE vs. WELL.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

WELL.DE
WELL.DE Risk / Return Rank: 4949
Overall Rank
WELL.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WELL.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
WELL.DE Omega Ratio Rank: 4949
Omega Ratio Rank
WELL.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
WELL.DE Martin Ratio Rank: 3838
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. WELL.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 Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.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.DEWELL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.46

2.18

+0.27

Martin ratioReturn relative to average drawdown

6.28

5.49

+0.79

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

The current QDVE.DE Sharpe Ratio is 1.80, which is comparable to the WELL.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of QDVE.DE and WELL.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.


Loading charts...

Drawdowns

QDVE.DE vs. WELL.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, which is greater than WELL.DE's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and WELL.DE.


Loading charts...

Drawdown Indicators


QDVE.DEWELL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-28.78%

-2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-16.18%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-28.78%

-1.03%

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

-7.54%

-6.22%

-1.32%

Average Drawdown

Average peak-to-trough decline

-5.80%

-4.75%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

6.44%

-0.33%

Volatility

QDVE.DE vs. WELL.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 8.54% compared to Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) at 7.69%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than WELL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDVE.DEWELL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

7.69%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

15.47%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.27%

20.98%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

22.43%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

22.43%

-0.64%

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

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

QDVE.DE has not paid dividends to shareholders, while WELL.DE's dividend yield for the trailing twelve months is around 0.28%.


Frequently Asked Questions


With a correlation of 0.97, QDVE.DE and WELL.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 WELL.DE.

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

Portfolio Optimizer

Find the right allocation for QDVE.DE and WELL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer