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

Performance

QDVE.DE vs. XLK - 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 State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

QDVE.DE is traded in EUR, while XLK is traded in USD. To make them comparable, the XLK 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 XLK's 30.45% return. Over the past 10 years, QDVE.DE has outperformed XLK with an annualized return of 26.04%, while XLK has yielded a comparatively lower 24.73% annualized return.


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%

XLK

1D
2.03%
1M
7.22%
YTD
30.45%
6M
26.22%
1Y
53.53%
3Y*
28.30%
5Y*
23.60%
10Y*
24.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. XLK - 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%
XLK
State Street Technology Select Sector SPDR ETF
30.45%9.82%29.66%51.34%-23.25%44.82%31.78%53.24%2.94%17.76%

Correlation

The correlation between QDVE.DE and XLK is 0.73, 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

0.73

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

0.67

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 XLK has been stable across timeframes, ranging from 0.64 to 0.73 - 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. XLK — 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

XLK
XLK Risk / Return Rank: 7777
Overall Rank
XLK Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLK Omega Ratio Rank: 7979
Omega Ratio Rank
XLK Calmar Ratio Rank: 7676
Calmar Ratio Rank
XLK Martin Ratio Rank: 6969
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. XLK - 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 State Street Technology Select Sector SPDR ETF (XLK). 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.DEXLKDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.14

3.61

-0.47

Martin ratioReturn relative to average drawdown

8.31

10.41

-2.10

QDVE.DE vs. XLK - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.40, which is comparable to the XLK Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of QDVE.DE and XLK, 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...

Sharpe Ratios by Period


QDVE.DEXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.46

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.96

+0.14

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. XLK - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.45%, smaller than the maximum XLK drawdown of -45.64%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and XLK.


Loading charts...

Drawdown Indicators


QDVE.DEXLKDifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-45.64%

+14.19%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-14.89%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-29.83%

-29.64%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

-29.64%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

-31.74%

+0.29%

Current Drawdown

Current decline from peak

-3.08%

-6.30%

+3.22%

Average Drawdown

Average peak-to-trough decline

-5.80%

-7.86%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

5.16%

+0.75%

Volatility

QDVE.DE vs. XLK - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) is 7.12%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 9.54%. This indicates that QDVE.DE experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDVE.DEXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

9.54%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

17.42%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

21.90%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

24.74%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

24.89%

-3.16%

QDVE.DE vs. XLK - Expense Ratio Comparison

QDVE.DE has a 0.15% expense ratio, which is higher than XLK's 0.08% 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. XLK - Dividend Comparison

QDVE.DE has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.41%.


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%
XLK
State Street Technology Select Sector SPDR ETF
0.41%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


QDVE.DE and XLK have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLK is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLK is cheaper with a 0.08% expense ratio, compared with 0.15% for QDVE.DE.

QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QDVE.DE and 0.08% for XLK.

Portfolio Optimizer

Find the right allocation for QDVE.DE and XLK

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