QDVE.DE vs. YCSH.DE
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) and YCSH.DE (iShares € Cash UCITS ETF EUR Acc) are both exchange-traded funds - QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while YCSH.DE is a Money Market fund actively managed by iShares. QDVE.DE is passively managed, while YCSH.DE is actively managed. Over the past year, QDVE.DE returned 38.52% vs 1.98% for YCSH.DE. At a 0.01 correlation, their price movements are largely independent. QDVE.DE charges 0.15%/yr vs 0.10%/yr for YCSH.DE.
Performance
QDVE.DE vs. YCSH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVE.DE achieves a 18.33% return, which is significantly higher than YCSH.DE's 0.96% 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%
YCSH.DE
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 0.96%
- 6M
- 1.00%
- 1Y
- 1.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVE.DE vs. YCSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 18.33% | 10.01% | 2.57% |
YCSH.DE iShares € Cash UCITS ETF EUR Acc | 0.96% | 2.26% | 0.25% |
Correlation
The correlation between QDVE.DE and YCSH.DE is -0.04, 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 | -0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2024 | 0.01 |
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Return for Risk
QDVE.DE vs. YCSH.DE — Risk / Return Rank
QDVE.DE
YCSH.DE
QDVE.DE vs. YCSH.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 iShares € Cash UCITS ETF EUR Acc (YCSH.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.DE | YCSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.74 | ||
| Sortino ratioReturn per unit of downside risk | -46.33 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 14.20 | -12.90 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 87.84 | -85.39 |
| Martin ratioReturn relative to average drawdown | 6.28 | 781.05 | -774.76 |
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Drawdowns
QDVE.DE vs. YCSH.DE - Drawdown Comparison
The maximum QDVE.DE drawdown since its inception was -31.40%, which is greater than YCSH.DE's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and YCSH.DE.
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Drawdown Indicators
| QDVE.DE | YCSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.40% | -0.07% | -31.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.60% | -0.02% | -15.58% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | — | — |
Current DrawdownCurrent decline from peak | -7.54% | 0.00% | -7.54% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -0.00% | -5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.11% | 0.00% | +6.11% |
Volatility
QDVE.DE vs. YCSH.DE - Volatility Comparison
iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 8.54% compared to iShares € Cash UCITS ETF EUR Acc (YCSH.DE) at 0.02%. This indicates that QDVE.DE's price experiences larger fluctuations and is considered to be riskier than YCSH.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.DE | YCSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 0.02% | +8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 0.09% | +15.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.27% | 0.11% | +21.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 0.20% | +22.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 0.20% | +21.59% |
QDVE.DE vs. YCSH.DE - Expense Ratio Comparison
QDVE.DE has a 0.15% expense ratio, which is higher than YCSH.DE's 0.10% 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. YCSH.DE - Dividend Comparison
Neither QDVE.DE nor YCSH.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVE.DE and YCSH.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YCSH.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCSH.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for QDVE.DE.
QDVE.DE is categorized as Technology Equities, while YCSH.DE is Money Market. Their fees differ too: 0.15% for QDVE.DE and 0.10% for YCSH.DE.
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