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QDVE.DE vs. XDWH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVE.DE vs. XDWH.L - 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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L). 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 XDWH.L is traded in USD. To make them comparable, the XDWH.L 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 18.83% return, which is significantly higher than XDWH.L's -0.12% return. Over the past 10 years, QDVE.DE has outperformed XDWH.L with an annualized return of 25.61%, while XDWH.L has yielded a comparatively lower 8.07% annualized return.


QDVE.DE

1D
2.52%
1M
0.56%
YTD
18.83%
6M
20.81%
1Y
43.45%
3Y*
28.42%
5Y*
23.77%
10Y*
25.61%

XDWH.L

1D
0.24%
1M
4.30%
YTD
-0.12%
6M
1.15%
1Y
10.44%
3Y*
3.39%
5Y*
5.26%
10Y*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. XDWH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
18.83%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
-0.12%1.57%7.40%0.70%0.44%29.58%3.58%25.73%6.90%4.84%

Correlation

The correlation between QDVE.DE and XDWH.L is 0.01, 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

0.01

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

0.21

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

0.34

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

0.48

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

0.49

Over the past year, the correlation between QDVE.DE and XDWH.L has dropped to 0.01 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

QDVE.DE vs. XDWH.L — 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: 7373
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

XDWH.L
XDWH.L Risk / Return Rank: 2323
Overall Rank
XDWH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDWH.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDWH.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDWH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDWH.L Martin Ratio Rank: 2222
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. XDWH.L - 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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L). 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.DEXDWH.LDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratioReturn relative to maximum drawdown

2.71

1.04

+1.67

Martin ratioReturn relative to average drawdown

7.03

2.55

+4.48

QDVE.DE vs. XDWH.L - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.03, which is higher than the XDWH.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of QDVE.DE and XDWH.L, 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. XDWH.L - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, which is greater than XDWH.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and XDWH.L.


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Drawdown Indicators


QDVE.DEXDWH.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-25.61%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-10.11%

-5.49%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-21.19%

-8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-21.19%

-8.62%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-25.61%

-5.79%

Current Drawdown

Current decline from peak

-7.15%

-6.95%

-0.20%

Average Drawdown

Average peak-to-trough decline

-5.80%

-5.03%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

4.04%

+1.99%

Volatility

QDVE.DE vs. XDWH.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 8.02% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) at 5.05%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than XDWH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVE.DEXDWH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

5.05%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

15.46%

10.71%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

14.73%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

14.08%

+8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.75%

15.37%

+6.38%

QDVE.DE vs. XDWH.L - Expense Ratio Comparison

QDVE.DE has a 0.15% expense ratio, which is lower than XDWH.L's 0.25% 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. XDWH.L - Dividend Comparison

Neither QDVE.DE nor XDWH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and XDWH.L have a correlation of 0.01, 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 0.25% for XDWH.L.

QDVE.DE is categorized as Technology Equities, while XDWH.L is Health & Biotech Equities. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while XDWH.L tracks MSCI World/Health Care NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for QDVE.DE and 0.25% for XDWH.L.

Portfolio Optimizer

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