S5SD.DE vs. QDVE.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 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 5 years, S5SD.DE returned 15.39%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.88 suggests significant overlap in exposure. S5SD.DE charges 0.12%/yr vs 0.15%/yr for QDVE.DE.
Performance
S5SD.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S5SD.DE achieves a 11.01% return, which is significantly lower than QDVE.DE's 24.06% return.
S5SD.DE
- 1D
- 0.61%
- 1M
- 4.13%
- YTD
- 11.01%
- 6M
- 10.95%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
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%
S5SD.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
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% | 22.34% |
Correlation
The correlation between S5SD.DE and QDVE.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.88 |
The correlation between S5SD.DE and QDVE.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
S5SD.DE vs. QDVE.DE — Risk / Return Rank
S5SD.DE
QDVE.DE
S5SD.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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.
| S5SD.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 3.14 | +0.89 |
| Martin ratioReturn relative to average drawdown | 15.47 | 8.31 | +7.15 |
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
| S5SD.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 2.40 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 1.10 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.07 | -0.26 |
Drawdowns
S5SD.DE vs. QDVE.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, roughly equal to the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and QDVE.DE.
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Drawdown Indicators
| S5SD.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -31.45% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -15.59% | +8.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -29.83% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -29.83% | +6.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.08% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -5.80% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 5.91% | -4.08% |
Volatility
S5SD.DE vs. QDVE.DE - Volatility Comparison
The current volatility for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) is 2.74%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that S5SD.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
| S5SD.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 7.12% | -4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 14.85% | -7.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 20.42% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 22.71% | -7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 21.73% | -4.16% |
S5SD.DE vs. QDVE.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than QDVE.DE's 0.15% 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
S5SD.DE vs. QDVE.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% |
Frequently Asked Questions
S5SD.DE and QDVE.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for QDVE.DE.
S5SD.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. S5SD.DE tracks S&P 500 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.12% for S5SD.DE and 0.15% for QDVE.DE.
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