QDVE.DE vs. XDWH.L
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) and XDWH.L (Xtrackers MSCI World Health Care UCITS ETF 1C) are both exchange-traded funds - QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while XDWH.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, QDVE.DE returned 25.61%/yr vs 8.07%/yr for XDWH.L. At a 0.49 correlation, their price movements are largely independent. QDVE.DE charges 0.15%/yr vs 0.25%/yr for XDWH.L.
Performance
QDVE.DE vs. XDWH.L - Performance Comparison
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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%
QDVE.DE vs. XDWH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
QDVE.DE
XDWH.L
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.DE | XDWH.L | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XDWH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.15% | -6.95% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -5.03% | -0.77% |
Ulcer IndexDepth 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.DE | XDWH.L | Difference | |
|---|---|---|---|
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.
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.
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