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QDVE.DE vs. ZPDE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVE.DE vs. ZPDE.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 SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVE.DE achieves a 24.06% return, which is significantly lower than ZPDE.DE's 32.72% return. Over the past 10 years, QDVE.DE has outperformed ZPDE.DE with an annualized return of 26.04%, while ZPDE.DE has yielded a comparatively lower 9.33% annualized return.


QDVE.DE

1D
-2.26%
1M
11.84%
YTD
24.06%
6M
22.46%
1Y
48.25%
3Y*
30.81%
5Y*
25.33%
10Y*
26.04%

ZPDE.DE

1D
-0.53%
1M
4.44%
YTD
32.72%
6M
28.42%
1Y
44.87%
3Y*
14.16%
5Y*
21.32%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVE.DE vs. ZPDE.DE - 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%
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
32.72%-2.67%9.39%-2.97%71.20%66.70%-38.96%13.17%-14.79%-13.20%

Correlation

The correlation between QDVE.DE and ZPDE.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.06

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

0.13

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

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.28

The correlation between QDVE.DE and ZPDE.DE shifts across timeframes, from -0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QDVE.DE vs. ZPDE.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: 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

ZPDE.DE
ZPDE.DE Risk / Return Rank: 5151
Overall Rank
ZPDE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZPDE.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPDE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPDE.DE Martin Ratio Rank: 4949
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. ZPDE.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 SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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.


QDVE.DEZPDE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.39

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

3.14

2.54

+0.61

Martin ratioReturn relative to average drawdown

8.31

8.09

+0.22

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

The current QDVE.DE Sharpe Ratio is 2.40, which is higher than the ZPDE.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of QDVE.DE and ZPDE.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.


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Sharpe Ratios by Period


QDVE.DEZPDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.83

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.78

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

0.32

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.26

+0.81

Drawdowns

QDVE.DE vs. ZPDE.DE - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.45%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and ZPDE.DE.


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Drawdown Indicators


QDVE.DEZPDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-65.58%

+34.13%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-17.16%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-29.83%

-26.97%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

-26.97%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

-65.58%

+34.13%

Current Drawdown

Current decline from peak

-3.08%

-8.87%

+5.79%

Average Drawdown

Average peak-to-trough decline

-5.80%

-17.28%

+11.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

5.40%

+0.51%

Volatility

QDVE.DE vs. ZPDE.DE - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) is 7.12%, while SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a volatility of 7.53%. This indicates that QDVE.DE experiences smaller price fluctuations and is considered to be less risky than ZPDE.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.DEZPDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

7.53%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

20.35%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

23.96%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

26.90%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

28.89%

-7.16%

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

Both QDVE.DE and ZPDE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

QDVE.DE vs. ZPDE.DE - Dividend Comparison

Neither QDVE.DE nor ZPDE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVE.DE and ZPDE.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QDVE.DE and ZPDE.DE have the same expense ratio: 0.15% per year.

QDVE.DE is categorized as Technology Equities, while ZPDE.DE is Energy Equities. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while ZPDE.DE tracks S&P Energy Select Sector. They also come from different issuers: iShares and State Street.

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