QDVP.DE vs. QDVE.DE
QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, QDVP.DE returned 0.86%/yr vs 26.04%/yr for QDVE.DE. At a 0.14 correlation, their price movements are largely independent. QDVP.DE charges 0.28%/yr vs 0.15%/yr for QDVE.DE.
Performance
QDVP.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVP.DE achieves a 1.51% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, QDVP.DE has underperformed QDVE.DE with an annualized return of 0.86%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
QDVP.DE
- 1D
- 0.04%
- 1M
- 0.99%
- YTD
- 1.51%
- 6M
- 1.08%
- 1Y
- 4.47%
- 3Y*
- 1.34%
- 5Y*
- 1.05%
- 10Y*
- 0.86%
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%
QDVP.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.51% | -3.56% | 7.02% | 0.27% | -6.06% | 6.72% | -5.61% | 9.05% | 4.99% | -10.02% |
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% |
Correlation
The correlation between QDVP.DE and QDVE.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 30, 2016 | 0.14 |
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Return for Risk
QDVP.DE vs. QDVE.DE — Risk / Return Rank
QDVP.DE
QDVE.DE
QDVP.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.
| QDVP.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 3.14 | -1.92 |
| Martin ratioReturn relative to average drawdown | 3.10 | 8.31 | -5.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.40 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 1.10 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 1.19 | -1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.07 | -0.98 |
Drawdowns
QDVP.DE vs. QDVE.DE - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and QDVE.DE.
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Drawdown Indicators
| QDVP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -31.45% | +14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -15.59% | +12.13% |
Max Drawdown (3Y)Largest decline over 3 years | -11.15% | -29.83% | +18.68% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | -29.83% | +14.92% |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | -31.45% | +14.88% |
Current DrawdownCurrent decline from peak | -7.63% | -3.08% | -4.55% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -5.80% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 5.91% | -4.54% |
Volatility
QDVP.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) is 0.92%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that QDVP.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 7.12% | -6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 14.85% | -10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.62% | 20.42% | -14.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 22.71% | -14.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 21.73% | -14.17% |
QDVP.DE vs. QDVE.DE - Expense Ratio Comparison
QDVP.DE has a 0.28% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
QDVP.DE vs. QDVE.DE - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 3.58% | 3.63% | 3.51% | 3.27% | 2.45% | 2.19% | 2.69% | 2.99% | 3.03% | 3.04% | 1.54% |
Frequently Asked Questions
QDVP.DE and QDVE.DE have a correlation of 0.15, 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 0.28% for QDVP.DE.
QDVP.DE is categorized as Mortgage Backed Securities, while QDVE.DE is Technology Equities. QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.28% for QDVP.DE and 0.15% for QDVE.DE.
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